Anzeige
Erschienen in:
2010 | OriginalPaper | Buchkapitel
A Simplex-Like Algorithm for Fisher Markets
verfasst von : Bharat Adsul, Ch. Sobhan Babu, Jugal Garg, Ruta Mehta, Milind Sohoni
Erschienen in: Algorithmic Game Theory
Verlag: Springer Berlin Heidelberg
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
We propose a new convex optimization formulation for the Fisher market problem with linear utilities. Like the Eisenberg-Gale formulation, the set of feasible points is a polyhedral convex set while the cost function is non-linear; however, unlike that, the optimum is always attained at a vertex of this polytope. The convex cost function depends only on the initial endowments of the buyers. This formulation yields an easy simplex-like pivoting algorithm which is provably strongly polynomial for many special cases.