Dr. Steven A. Gabriel
IØ8807 - Advanced Course in Complementarity Models and Equilibrium, NTNU
Approximate schedule
Days 1-2:
- Short Review of Nonlinear Programming (NLP)
- KKT Conditions Mixed Complementarity Problems
- Principle of Symmetry and Other Optimization-MCP Connections
- Variational Inequality Formulationand Relation to MCP
- Related Cones and proof of KKT conditions (necessary and sufficient directions)
Day 3:
- Generalized Nash problems
- Mathematical programs with equilibrium constraints (MPECs)
Day 4:
- MPECs
- Equilibrium Problem with Equilibrium Constraints (EPECs)
Day 5:
- Equilibrium Problem with Equilibrium Constraints (EPECs)
- Discretely constrained MCPs with applications in energy and transportation
There will be in total approximately 25 hours of lectures and
a mandatory exercise. A previous course in
MCPs/NLPs is desirable as is at least a basic
working knowledge of GAMS.
Instructor:
Dr. Steven A. Gabriel
0151D Martin Hall
University of Maryland, College Park, MD 20742
tel. +1301.405.3242
sgabriel "at" umd.edu
www.stevenagabriel.umd.edu
