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Robust solutions to uncertain linear complementarity problems

文献类型：期刊论文

作者Wu, Dan1; Han, Ji-ye2; Zhu, Jing-hao3
刊名ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
出版日期2011-04-01
卷号27期号:2页码:339-352
关键词uncertain linear complementarity problems robust optimization technology uncertainty set rho-robust solution
ISSN号0168-9673
DOI10.1007/s10255-010-0033-y
英文摘要In this paper, we adopt the robust optimization method to consider linear complementarity problems in which the data is not specified exactly or is uncertain, and it is only known to belong to a prescribed uncertainty set. We propose the notion of the rho-robust counterpart and the rho-robust solution of uncertain linear complementarity problems. We discuss uncertain linear complementarity problems with three different uncertainty sets, respectively, including an unknown-but-bounded uncertainty set, an ellipsoidal uncertainty set and an intersection-of-ellipsoids uncertainty set, and present some sufficient and necessary (or sufficient) conditions which rho-robust solutions satisfy. Some special cases are investigated in this paper.
资助项目National Natural Science Foundation of China[10671010] ; National Natural Science Foundation of China[10871144] ; National Natural Science Foundation of China[10671145]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000288251100015
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/11286]  
专题中国科学院数学与系统科学研究院
通讯作者Wu, Dan
作者单位1.Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
推荐引用方式
GB/T 7714		 Wu, Dan,Han, Ji-ye,Zhu, Jing-hao. Robust solutions to uncertain linear complementarity problems[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2011,27(2):339-352.
APA Wu, Dan,Han, Ji-ye,&Zhu, Jing-hao.(2011).Robust solutions to uncertain linear complementarity problems.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,27(2),339-352.
MLA Wu, Dan,et al."Robust solutions to uncertain linear complementarity problems".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 27.2(2011):339-352.

入库方式： OAI收割

来源：数学与系统科学研究院

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