On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems
Optimization and Control
2023-11-02 v3
Abstract
We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an adjustable robust solution of a given linear complementarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem.
Cite
@article{arxiv.2208.13445,
title = {On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems},
author = {Christian Biefel and Martin Schmidt},
journal= {arXiv preprint arXiv:2208.13445},
year = {2023}
}