Interval robustness of matrix properties for the linear complementarity problem
Result description
We consider the linear complementarity problem with uncertain data, where uncertainty is modeled by interval ranges of possible values. Many properties of the problem (such as solvability, uniqueness, convexity, finite number of solutions etc.) are reflected by the properties of the constraint matrix. In order that the problem has desired properties even in the uncertain environment, we have to be able to check them for all possible realizations of interval data. In particular, we will discuss S-matrix, Z-matrix, copositivity, semimonotonicity, column sufficiency and R0-matrix. We characterize the robust versions of these properties and also suggest several efficiently recognizable subclasses.
Keywords
NP-hardnessSpecial matricesInterval analysisLinear complementarity
The result's identifiers
Result code in IS VaVaI
Result on the web
http://fgg-web.fgg.uni-lj.si/~/sdrobne/sor/SOR'19%20-%20Proceedings.pdf
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Interval robustness of matrix properties for the linear complementarity problem
Original language description
We consider the linear complementarity problem with uncertain data, where uncertainty is modeled by interval ranges of possible values. Many properties of the problem (such as solvability, uniqueness, convexity, finite number of solutions etc.) are reflected by the properties of the constraint matrix. In order that the problem has desired properties even in the uncertain environment, we have to be able to check them for all possible realizations of interval data. In particular, we will discuss S-matrix, Z-matrix, copositivity, semimonotonicity, column sufficiency and R0-matrix. We characterize the robust versions of these properties and also suggest several efficiently recognizable subclasses.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50201 - Economic Theory
Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 15th International Symposium on Operational Research SOR'19, Bled, Slovenia, September 25-27, 2019
ISBN
978-961-6165-55-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
488-493
Publisher name
BISTISK d.o.o.
Place of publication
Ljubljana, Slovenia
Event location
Bled, Slovinsko
Event date
Sep 25, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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Basic information
Result type
D - Article in proceedings
OECD FORD
Economic Theory
Year of implementation
2019