Robust Solutions to Uncertain Linear Complementarity Problems

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 p-robust counterpart and the p-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 p-robust solutions satisfy. Some special eases are investigated in this paper.

Robust stability of mixed Cohen–Grossberg neural networks with discontinuous activation functions

Purpose–The purpose of this paper is to develop a method for the existence,uniqueness and globally robust stability of the equilibrium point for Cohen–Grossberg neural networks with time-varying delays,continuous distributed delays and a kind of discontinuous activation functions.Design/methodology/approach–Basedonthe Leray–Schauderalternativetheoremand chainrule,by using a novel integral inequality dealing with monotone non-decreasing function,the authors obtain a delay-dependent sufficient condition with less conservativeness for robust stability of considered neural networks.Findings–Itturns out thattheauthors’delay-dependent sufficientcondition canbeformed intermsof linear matrix inequalities conditions.Two examples show the effectiveness of the obtained results.Originality/value–The novelty of the proposed approach lies in dealing with a new kind of discontinuous activation functions by using the Leray–Schauder alternative theorem,chain rule and a novel integral inequality on monotone non-decreasing function.

Optimality Conditions for Generalized Convex Nonsmooth Uncertain Multi-objective Fractional Programming

This paper aims at studying optimality conditions of robust weak efficient solutions for a nonsmooth uncertain multi-objective fractional programming problem(NUMFP).The concepts of two types of generalized convex function pairs,called type-I functions and pseudo-quasi-type-I functions,are introduced in this paper for(NUMFP).Under the assumption that(NUMFP)satisfies the robust constraint qualification with respect to Clarke subdifferential,necessary optimality conditions of the robust weak efficient solution are given.Sufficient optimality conditions are obtained under pseudo-quasi-type-I generalized convexity assumption.Furthermore,we introduce the concept of robust weak saddle points to(NUMFP),and prove two theorems about robust weak saddle points.The main results in the present paper are verified by concrete examples.

A Counter-Example to a Conjecture of Ben-Tal,Nemirovski and Roos

In this short note,we present a counter-example to a conjecture made by Ben-Tal et al.in SIAM J.Optim.13:535–560,2002.