关于仿射可调鲁棒线性互补与混合整数线性可行性问题之间的关系

IF 1.3 4区数学 Q2 MATHEMATICS, APPLIED Optimization Letters Pub Date : 2024-03-05 DOI:10.1007/s11590-023-02093-7

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引用次数: 0

摘要

摘要我们考虑了可调鲁棒线性互补问题，并将 Biefel 等人 (SIAM J Optim 32:152-172, 2022) 的结果扩展到凸和紧凑不确定性集。此外，对于多面体不确定性集，我们证明计算给定线性互补问题的可调鲁棒解等同于求解一个适当选择的混合整数线性可行性问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems

Abstract

We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (SIAM J Optim 32:152–172, 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.

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来源期刊

Optimization Letters 管理科学-应用数学

CiteScore

3.40

自引率

6.20%

发文量

116

审稿时长

9 months

期刊介绍： Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.