MAPL 699 Schedule and Homework, Dr. Steven A. Gabriel, University of Maryland

MAPL 699 Optimization and Equilibrium Problems

Spring 2001, Approximate Schedule and Homeworks

Class	Date	Subject	Homeworks
1	Jan 29	Lecture #1 Overview
2	Feb 5	Lecture #2 Examples (LP, QP, Convex Programs), Level Set Theorems
3	Feb 12	Lecture #3 Examples (Non-convex programs)	# of solutions to convex program, total unimodularity of node-arc incidence matrix (pdf)
4	Feb 19	Lecture #4 Local vs. global solutions, directional derivatives, 1st and 2nd order optimality conditions, KKT optimality conditions
5	Feb 26	Lecture #5 Dr. Gabriel KKT conditions, Equilibrium problems (NCP + VIP)	Mixed NCP = VIP over a n-dimensional rectangle (pdf)
6	Mar 5	Lecture #6 Equilibrium problems
7	Mar 12	Lecture #7 Existence & uniqueness theorems for equilibrium problems
	Mar 19	SPRING BREAK March 19 NO CLASS
8	Mar 26	Lecture #8 Dr. Jong-Shi Pang, Professor, Dept. of Mathematical Sciences, The Johns Hopkins University Nash-Cournot Equilibria in Electrical Power Markets (Abstract)
9	Apr 2	Lecture #9 CLASS CANCELLED
10	Apr 9	Presentations #1,2 Dr. Udi Helman, Economist, Federal Energy Regulatory Commission (FERC) Electricity Market Design and Modeling using LCP An Application of an Cournot Model to the U.S. Eastern Interconnection (Abstract)
11	Apr 16	Presentations #3,4 #1: Haiming Guo "A Marginal-cost Pricing Model for Gas Distribution Utilities," [optimization model] #2: Bryan Osborn "The Optimization of a Quadratic Function Subject to Linear Constraints," [portfolio optimization model]
12	Apr 23	Presentations #5,6 #3: Rich Gagnon "An NE/SQP Method for the Bounded Nonlinear Complementarity Problem," [equilibrium problem algorithm] #4: Bob Day "The Traffic Equilibrium with Nonadditive Costs," [equilibrium problem + algorithm]
13	Apr 30	Presentations #7,8 #5: Asantewa McIntosh " Smoothing of Mixed Complementarity Problems" [equilibrium algorithm] #6: Brandy Rapatski "A Mathematical Programming Model for Allocation of Natural Gas," [non convex problem] #7: Joycelyn Wilson "An Algorithm Based on a Sequence of Linear Complementarity Problems Applied to a Walrasian Equilibrium Model: An Example,: [equilibrium problem + algorithm]
14	May 7	Presentations #9, 10 #8: Armin Pruessner "Blind Deconvolution for Image Deblurring Using a Regularlized Structured Total Least Norm Algorithm" [non convex problem] (pdf file) #9: Jon Mccoy #9?? #10: Stacey Nicholls "The National Energy Modeling System: A Large-Scale Energy-Economic Equilibrium Model," [equilibrium problem] (pdf)
	May 14	Presentations #11,12,13* #11:Kristin White "Global Optimization for Molecular Clusters Using a New Smoothing Approach," [non convex problem] (pdf file) #12:Dongwook Lee "An Inexact NE/SQP Method for Solving the Nonlinear Complementarity Problem," [equilibrium problem algorithm] (pdf file) #13: Simon Schurr "A Decomposition Strategy for Global Optimum Search in the Pooling Problem," [non convex problem] (pdf file)
* May need to extend class time slightly to accommodate all the presenters.

MAPL699 home | Syllabus | Schedule & Homeworks | NCP & VIP Formulations | Links