SES CHARLES V. SCHAEFER, JR.
SCHOOL OF ENGINEERING AND SCIENCE
MATHEMATICAL SCIENCES COLLOQUIUM

On the Co-derivative of Normal Cone Mappings with
Applications to Equilibrium Problems under Equilibrium Constraints



Thomas M. Surowiec
Institute of Mathematics
Humboldt University, Berlin



Tuesday, March 25, 2008
4:00pm
Peirce 116


Abstract:  We present explicit formulae for calculating the Mordukhovich co-derivative to certain non-polyhedral sets. The necessity for said formulae are due to the fact that co-derivatives often appear within the optimality/stationarity conditions for certain equilibrium models with equilibrium constraints (EPECs). Such models have proven to be integral in the modelling of leader-follower type games, wherein non-polyhedrality as well as non-convexity of the feasible set is often inherent and unavoidable, regardless of the convexity and smoothness of the initial data, and thus leads to computational difficulties. A typical example of such an EPEC arises from the modelling of electricity spot markets, where the desire to model as realistically as possible requires the modeller to incorporate a quadratic term which takes into account transmission losses due to resistance.


Refreshments served at 3:45pm.
Dept of Mathematical Sciences • Stevens Institute of Technology • Hoboken, NJ • (201) 216-5449