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Approximate Schedule and Homeworks

Lecture #s Date Subject Homeworks
(1 per major topic)

1
2
3
4

 

Sept. 2, 9, 16, 23

MODULE 1:
Submodule 1.1: Equilibrium Problems, Motivation, Introduction, Background

-Introduction and simple examples for NCP/VI
-Review of nonlinear programming
-Theory behind KKT conditions for NLPs and how it relates to equilibrium problems
-Source problems

SUGGESTED READING (*= as needed depending on student's background)
(Gabriel et al., 2012):
Chapter 1
Chapter 2 (2.1-2.7 *)
Chapter 3 (Microeconomics*)
Chapter 4  (4.1)
Chapter 5 (5.1-5.3)

(Facchinei and Pang, 2003):
Chapter 1

(Cottle et al., 1992):
Chapter 1

Note:
1. Make-up  class for September 23 on Tuesday September 13 8:30am-11am (0151 EGR conference room). 

2. Make-up class for Septembe,r 30 on Tuesday September 27, 8:30am-11am (0151 EGR conference room.

HW 1 given out Sept. 2, 2016 and due Oct. 7, 2016 at start of class


5
6
7
8
9
10

 

 

Sept. 30, Oct. 7, 14, 21, 28, Nov. 4.


Module 1:
Submodule 2: NCP/VI Engineering-Economic Models
Game Theory, NCP/VI, Two-Level Models
-Review of Game Theory Models: two-person zero-sum and bimatrix games (Minimax Theorem)
-Market Models: n-player games, equilibria in dominant actions
- Nash-Cournot Equilibria
- generalized Nash equilibria
- Wardop traffic equilibria
- Spatial price equilibria
- Energy market equilibria: PIES, stochastic Nash power market, natural gas market

SUGGESTED READING: (Gabriel et al., 2012): Chapters 4,5,6,7,10, 11, 12 (as needed)

-Selected algorithms for equilibrium problems
SUGGESTED READING: (Gabriel et al., 2012): Chapters 8 and 9

-Selected existence/uniqueness results for MCP/VI (time permitting, we may come back to this area later in the semester)

Note:

1. Make-up  classes for September 30, October 21, October 28.

2. Exam #1 roughly the week of November 7 (TBD)
, will cover everything up through the week before, this will be a take-home exam


HW 2 given out October 7, 2016 and due Nov. 4, 2016 at start of class

 

 

11-14

Nov. 11, 18, 25, Dec. 2


Module 2:
Mixed Integer Nonlinear Programming (MINLP) Problems , Motivation, Introduction, Background
- MINLP problem statement
- Two-level problems: MPECs, MPCCs (EPECs) as special cases
- Selected Methods to solve MPECs
SUGGESTED READING: (Gabriel et al., 2012): Chapters 8 and 9
- Other examples of MINLPs
-Generalized Benders Decomposition (GBD) and other approaches to solve MINLPs

SUGGESTED READING: (Floudas), Chapter 6 plus handouts

Note:
1. Exam #2 will be comprehensive but weighted more on the lectures after Exam #1

2. Exam #2 will be in class on Dec. 9, 2016

HW 3 given out Nov. 11, 2016 and due Dec. 2, 2016 at start of class

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