10. - 11. Juli 2019

Graduate Center Masterclasses

Complementarity Theory and Applications in Electricity Markets


10. - 11. Juli 2019


Karl Popper Room
DIW Berlin
Room 2.3.020
Mohrenstr. 58
10117 Berlin


Antonio J. Conejo

This course provides a thorough exposition to complementarity models and their solution techniques. It covers algebraic and geometrical interpretations of optimality conditions, equilibria, mathematical programs with equilibrium constraints, and equilibrium problems with equilibrium constraints. It will apply the concepts to the analysis of electricity markets.
The course is designed for PhD students with an interest in optimization and equilibrium problems, numerical solution techniques or the analysis of energy markets. It consists of theory lectures and practical computer exercises.