Seminars & Events

Mathematics and Computer Science Division Seminar
"A Benders Decomposition Method for Discretely-Constrained Mathematical Programs with Equilibrium Constraints with Applications in Energy"

DATE: December 1, 2008
TIME: 10:30 am
SPEAKER: Yohan Shim, University of Maryland
LOCATION: Building 221 Conference Room A216, Argonne National Laboratory
HOST: Sven Leyffer and Todd Munson

Description:
I will present a new variant of Benders method combined with a domain decomposition heuristic to solve discretely-constrained mathematical programs with equilibrium constraints (DC-MPECs). These bi-level, integer-constrained problems are important for a variety of areas involving infrastructure planning (e.g., energy) although they are computationally challenging. The numerical difficulties arise in that one must treat a lower-level optimization or complimentarily problem as well as the discrete nature of the upper-level planning variables. Thus, we combine both integer programming and equilibrium modeling. Lastly, we provide numerical evidence that the proposed new method works; the domain decomposition heuristic has been implemented with MATLAB-TOMLAB interfacing for small-size problems and MATLAB-GAMS interfacing for large-size problems.

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