TY  - INPR
A1  - Krebs, Vanessa
A1  - Müller, Michael
A1  - Schmidt, Martin
T1  - Γ-Robust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets
T2  - International Transactions in Operational Research
N2  - 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 Γ-robust optimization applied to the gap function formulation of the LCP. Thus, this work builds upon [16]. There, we studied Γ-robustified LCPs for l1- and box-uncertainty sets, whereas we now focus on ellipsoidal uncertainty set. For uncertainty in q or M, we derive conditions for the tractability of the robust counterparts. For these counterparts, we also give conditions for the existence and uniqueness of their solutions. Finally, a case study for the uncertain traffic equilibrium problem is considered, which illustrates the effects of the values of Γ on the feasibility and quality of the respective robustified solutions.
KW  - Robust optimization
KW  - Linear complementarity problems
KW  - Ellipsoidal uncertainty sets
KW  - Traffic equilibrium problems
Y1  - 2019
UR  - https://opus4.kobv.de/opus4-trr154/frontdoor/index/index/docId/284
IS  - 29(1)
SP  - 417
EP  - 441
ER  -