Dr. Steven A. Gabriel
IØ8806 - Introduction Course in Complementarity Models and Equilibrium, NTNU
Approximate schedule
Day 1:
- Short Review of Nonlinear Programming
- KKT Conditions Mixed Complementarity Problems
Days 2-3:
- Mixed complementarity problems: source problems, connection with optimization, game theory.
Day 4:
- Mathematical programs with equilibrium constraints (MPECs)/Two-level optimization models
There will be in total approximately 25 hours of lectures and
a mandatory exercise. A previous course in
optimization is desirable as is at least a basic
working knowledge of GAMS.
Day 5:
- Advanced topic and/or discussion of projects (time permitting)
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
