NCTS(South)/ NCKU Math Colloquium | |
DATE | 2013-09-16¡@15:00-16:00 |
PLACE | R204, 2F, NCTS, NCKU |
SPEAKER | Professor Shunsuke Hayashi (ªL«T¤¶ ±Ð±Â)¡]Department of Human-Social Information Sciences Graduate School of Information Sciences ¡^ |
TITLE | Equilibrium 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. |