Publikace na Matematicko-fyzikální fakulta |
2019
Abstrakt
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.