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A simplex-like algorithm for fisher markets
DSpace at IIT Bombay
View Archive Info| Field | Value | |
| Title |
A simplex-like algorithm for fisher markets
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| Creator |
ADSUL, B
BABU, CS GARG, J MEHTA, R SOHONI, M |
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| Description |
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.
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| Publisher |
SPRINGER-VERLAG BERLIN
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| Date |
2011-10-24T03:05:28Z
2011-12-15T09:11:23Z 2011-10-24T03:05:28Z 2011-12-15T09:11:23Z 2010 |
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| Type |
Proceedings Paper
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| Identifier |
ALGORITHMIC GAME THEORY,6386,18-29
978-3-642-16169-8 0302-9743 http://dspace.library.iitb.ac.in/xmlui/handle/10054/15314 http://hdl.handle.net/100/2039 |
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| Source |
3rd International Symposium on Algorithmic Game Theory,Athens, GREECE,OCT 18-20, 2010
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| Language |
English
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