search
UMD  This Site




Dr. Steven A. Gabriel
IØ8807 - Advanced Course in Complementarity Models and Equilibrium, NTNU

Approximate schedule

Days 1-2: 

  1. Short Review of Nonlinear Programming (NLP)
  2. KKT Conditions Mixed Complementarity Problems
  3. Principle of Symmetry and Other Optimization-MCP Connections
  4. Variational Inequality Formulationand Relation to MCP
  5. Related Cones and proof of KKT conditions (necessary and sufficient directions)

Day 3: 

  1. Generalized Nash problems
  2. Mathematical programs with equilibrium constraints (MPECs)

Day 4: 

  1. MPECs
  2. Equilibrium Problem with Equilibrium Constraints (EPECs)

Day 5: 

  1. Equilibrium Problem with Equilibrium Constraints (EPECs)
  2. 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

 



Resources

Syllabus

Schedule & Homeworks

Case Study

Downloads & Links

Teaching Home




Copyright 2011
Civil Engineering Home Applied Mathematics UMD UMD