Speaker: Deniz Akkaya, Bilkent University
Title: Hidden conic quadratic representation in some generalized Nash equilibrium problems
Date: 7 Nowember 2025, Friday
Time: 13:30-14:30
Place: EA409
Abstract: This work investigates a class of generalized Nash equilibrium (GNE) problems inspired by multi-investor Markowitz portfolio models and strategic portfolio efficiency games. We formulate these settings as quadratic matrix optimization problems that capture strategic interactions through shared matrix decisions. Extending the hidden conic quadratic representation results of Ben-Tal and den Hertog, we show that, under simultaneous diagonalizability, a broad class of such matrix problems admits tractable conic quadratic reformulations. These findings provide new structural insights and computational advantages for analyzing equilibrium behavior in matrix-valued optimization frameworks.
Bio: Deniz Akkaya is a Ph.D. Candidate and Research Assistant in the Industrial Engineering Department at Bilkent University. His research specializes in sparse optimization, robust regression, and mathematical programming. His work focuses on the theoretical and computational aspects of optimization, particularly analyzing the structure of minimizers for non-differentiable and non-convex functions under sparsity regularizations. He earned his B.Sc. in Mathematics and M.Sc. in Industrial Engineering from Bilkent University.