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
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
Academic qualifications
At least one of the
following courses: Operations Research 1 (OR1), Operations Research
2 (OR2), Modelling and GAMS, Optimization and Convexity
(OK)
Teaching and learning methods
2 x 2 hours of lectures and
1 x 2 hours of exercises per week
Workload
- Category
- Hours
- Exam
- 1
- Exercises
- 14
- Lectures
- 28
- Preparation
- 81
- Project work
- 82
- Total
- 206
Sign up
Contact Salvador Pineda
s.pineda@math.ku.dk
Exam (Final exam)
- Credit
- 7,5 ECTS
- Type of assessment
- Oral examination, 3030 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.
Course information
- Language
- English
- Course code
- NSCPHD1212
- Credit
- 7,5 ECTS
- Level
- Ph.D.Bachelor choice,Full Degree Master choice
- Duration
- 1 block
- Placement
- Block 4
- Schedule
- B
- Course capacity
- no limit
- Continuing and further education
- Study board
- Natural Sciences PhD Committee
Contracting department
- Department of Mathematical Sciences
Course responsibles
- Salvador Pineda Morente
Saved on the
12-05-2014