NSCPHD1212 Advanced mathematical programming: hierarchical optimization and equilibrium

Volume 2013/2014
Content
A. Game Theory and Equilibrium

B. Complementarity Modelling

C. Hierarchical Optimization

D. Mathematical Programming with Equilibrium Constraints
Learning Outcome
Knowledge: 
  • Game theory in a mathematical programming context
  • Equilibirum programming problems
  • Complementarity problems
  • Bilevel and multi-level problems
  • Mathematical problems with equilibrium constraints
Skills:
  • To formulate and solve equilibrium problems using designed solution algorithms and standard software 
  • To formulate and solve complementarity problems using designed solution algorithms and standard software
  • To formulate and solve bi-level and multi-level optimization problems using designed solution algorithms and standard software
  • To formulate and solve mathematical programming problems with equilibrium constraints using designed solution algorithms and standard software
At least one of the following courses: Operations Research 1 (OR1), Operations Research 2 (OR2), Modelling and GAMS, Optimization and Convexity (OK)
2 x 2 hours of lectures and 1 x 2 hours of exercises per week
  • Category
  • Hours
  • Exam
  • 1
  • Exercises
  • 14
  • Lectures
  • 28
  • Preparation
  • 81
  • Project work
  • 82
  • Total
  • 206
Credit
7,5 ECTS
Type of assessment
Oral examination, 30
30 minutes oral examination with 30 minutes preparation time.
Exam registration requirements
Approval of two project reports is a prerequisite for enrolling for examination. The student will have to answer questions about the realized projects in the oral examination.
Aid
Only certain aids allowed
Some written aid will be allowed during the oral examination
Marking scale
7-point grading scale
Censorship form
No external censorship
Two internal examiners
Criteria for exam assesment
The student must in a satisfactory way demonstrate that he/she has mastered the main learning objectives of the course as well as the realized projects.