Michael Müller

Gamma-Robust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets

  • Vanessa Krebs
  • Martin Schmidt
  • Michael Müller
    • Categories Complementarity and Variational Inequalities, Robust Optimization, Transportation Tags , , ,

    We study uncertain linear complementarity problems (LCPs), i.e., problems in which the LCP vector q or the LCP matrix M may contain uncertain parameters. To this end, we use the concept of Gamma-robust optimization applied to the gap function formulation of the LCP. Thus, this work builds upon [16]. There, we studied Gamma-robustified LCPs for … Read more