NCTS(South)/ NCKU Math Colloquium


DATE2013-09-16¡@15:00-16:00

PLACER204, 2F, NCTS, NCKU

SPEAKERProfessor Shunsuke Hayashi (ªL«T¤¶ ±Ð±Â)¡]Department of Human-Social Information Sciences Graduate School of Information Sciences ¡^

TITLEEquilibrium Problems Related to Conic Complementarity Problems

ABSTRACT I will talk about some equilibrium problems that can be cast as conic complementarity problems. First I will talk about the robust Wardrop equilibrium problems in the area of traffic assignment. This type of problems can be reformulated as a second-order cone complementatity problem. Next I introduce the robust Nash equilibrium in game theory, which can be reformulated as a semidefinite complementatity problem. Both complementatity problems are kinds of conic complementarity problem, and can be solved by means of smoothing Newton algorithm efficiently.