Computational and Applied Mathematics (CAM) seminar

​Steven Gabriel, University of Maryland and Chalmers Jubilee Professor: Some Approaches for Solving the Discretely-Constrained Mixed Complementarity Problem


Many interesting equilibrium problems in game theory, engineering, and more generally involving systems of independent players can be modeled via the mixed complementarity problem (MCP) or the related variational inequality problem (VI).  These equilibrium formulations normally assume that the decision variables need to be continuous.  One type of solution method then is to transform the original MCP into a non-smooth, zero-finding problem and then apply approaches that iteratively apply smooth approximations and traditional (smooth) methods. This presentation will provide some examples of new approaches that solve MCPs in which a subset of the variables additionally need to be integer-valued, often binary.  This leads to a host of interesting discretely-constrained MCP applications.  We describe some recent approaches to solve these DC-MCPs and give motivating examples.

​Organiser: David Cohen ( Please contact me if you need the Zoom password. Zoom meeting link:
Category Seminar
Location: MV:L14 och Zoom
Starts: 14 October, 2021, 11:00
Ends: 14 October, 2021, 12:00

Page manager Published: Thu 07 Oct 2021.