论文标题
关于可调的可调鲁棒线性互补性与混合构成线性可行性问题之间的关系
On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems
论文作者
论文摘要
我们考虑可调节的鲁棒线性互补问题，并扩展Biefel等人的结果。 （2022）朝向凸面和紧凑的不确定性集。此外，对于多面体不确定性集的情况，我们证明，计算给定线性互补问题的可调节鲁棒解决方案相当于解决正确选择的混合构成的线性可行性问题。
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.
