Course - Advanced Course in Complementarity Models and Equilibrium - IØ8807
IØ8807 - Advanced Course in Complementarity Models and Equilibrium
About
Examination arrangement
Examination arrangement: Work
Grade: Passed / Not Passed
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Work | 100/100 |
Course content
Advanced Course in Complementarity Models and Equilibrium is an intensive PhD course given by Professor Steven A. Gabriel, University of Maryland and NTNU.
The course will cover topics in Nonlinear Programming and optimality conditions. Further it will give an overview of Mixed Complementarity Problems including the principle of symmetry and other optimization MCP Connections. We will describe the links to the variational inequality formulation and related theory about cones. We will define generalized Nash equilibriums. Finally the course will cover solution methods for MCPs/Vis/MPECs.
Learning outcome
After having completed the course the candidate should be able to
- define KKT conditions for non-linear programming models.
- formulate and solve Mixed Complementarity Problems.
- recognize and understand the links between MCP and optimization models and variational inequalities.
- choose between relevant solution methods to solve MCPs/Vis/MPECs.
Learning methods and activities
There will be in total 25 hours of lectures and a mandatory exercise.
Recommended previous knowledge
A previous course in MCPs/NLPs is desirable, as is at least a basic working knowledge of GAMS.
Course materials
Selected literature. Will be given at course start-up.
No
Version: 1
Credits:
2.5 SP
Study level: Doctoral degree level
Term no.: 1
Teaching semester: SPRING 2024
Language of instruction: English
Location: Trondheim
- Managerial Economics, Finance and Operations Research
- Industrial Economics and Technology Management
- Business Economics
- Operations Research
Department with academic responsibility
Department of Industrial Economics and Technology Management
Examination
Examination arrangement: Work
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Spring ORD Work 100/100
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"