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We present the first combinatorial polynomial time algorithm for computing the equilibrium of the Arrow-Debreu market model with linear utilities.

Data Structures and Algorithms · Computer Science 2014-03-25 Ran Duan , Kurt Mehlhorn

We present a combinatorial algorithm for determining the market clearing prices of a general linear Arrow-Debreu market, where every agent can own multiple goods. The existing combinatorial algorithms for linear Arrow-Debreu markets…

Computer Science and Game Theory · Computer Science 2018-10-03 Bhaskar Ray Chaudhury , Kurt Mehlhorn

We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…

Computer Science and Game Theory · Computer Science 2016-05-31 Xiaohui Bei , Jugal Garg , Martin Hoefer

Motivated by the convergence result of mirror-descent algorithms to market equilibria in linear Fisher markets, it is natural for one to consider designing dynamics (specifically, iterative algorithms) for agents to arrive at linear…

Computer Science and Game Theory · Computer Science 2020-03-13 Po-An Chen , Chi-Jen Lu , Yu-Sin Lu

We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly-polynomial Duan-Mehlhorn (DM) algorithm. We use the DM…

Data Structures and Algorithms · Computer Science 2022-02-03 Jugal Garg , László A. Végh

We prove that the problem of computing an Arrow-Debreu market equilibrium is PPAD-complete even when all traders use additively separable, piecewise-linear and concave utility functions. In fact, our proof shows that this market-equilibrium…

Computational Complexity · Computer Science 2009-04-07 Xi Chen , Decheng Dai , Ye Du , Shang-Hua Teng

We present a new algorithm for computing balanced flows in equality networks arising in market equilibrium computations. The current best time bound for computing balanced flows in such networks requires $O(n)$ maxflow computations, where…

Data Structures and Algorithms · Computer Science 2016-05-16 Omar Darwish , Kurt Mehlhorn

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

We consider the Arrow--Debreu exchange market model under the assumption that the agents' demands satisfy the weak gross substitutes (WGS) property. We present a simple auction algorithm that obtains an approximate market equilibrium for…

Computer Science and Game Theory · Computer Science 2022-05-03 Jugal Garg , Edin Husić , László A. Végh

We give a new, flow-type convex program describing equilibrium solutions to linear Arrow-Debreu markets. Whereas convex formulations were previously known [Nenakov, Primak 83; Jain 07; Cornet '89], our program exhibits several new features.…

Data Structures and Algorithms · Computer Science 2013-11-13 Nikhil R. Devanur , Jugal Garg , László A. Végh

We consider a nonlinear extension of the generalized network flow model, with the flow leaving an arc being an increasing concave function of the flow entering it, as proposed by Truemper and Shigeno. We give a polynomial time combinatorial…

Data Structures and Algorithms · Computer Science 2012-04-06 Laszlo A. Vegh

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

We present a new combinatorial algorithm for triangle finding and Boolean matrix multiplication that runs in $\hat{O}(n^3/\log^4 n)$ time, where the $\hat{O}$ notation suppresses poly(loglog) factors. This improves the previous best…

Data Structures and Algorithms · Computer Science 2015-05-27 Huacheng Yu

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

Computer Science and Game Theory · Computer Science 2016-11-26 Junghwan Shin , Sanjiv Kapoor

It is a common belief that computing a market equilibrium in Fisher's spending model is easier than computing a market equilibrium in Arrow-Debreu's exchange model. This belief is built on the fact that we have more algorithmic success in…

Computer Science and Game Theory · Computer Science 2009-07-24 Xi Chen , Shang-Hua Teng

Although production is an integral part of the Arrow-Debreu market model, most of the work in theoretical computer science has so far concentrated on markets without production, i.e., the exchange economy. This paper takes a significant…

Computer Science and Game Theory · Computer Science 2013-09-24 Jugal Garg , Vijay V. Vazirani

This paper revisits the Arrow-Debreu general equilibrium framework through the lens of effective trade, emphasizing the distinction between theoretical and realizable market interactions. We develop the Effective Trade Model (ETM), where…

Theoretical Economics · Economics 2025-12-02 Nizar Riane

We introduce the notion of non-monotone utilities, which covers a wide variety of utility functions in economic theory. We then prove that it is PPAD-hard to compute an approximate Arrow-Debreu market equilibrium in markets with linear and…

Computational Complexity · Computer Science 2012-11-22 Xi Chen , Dimitris Paparas , Mihalis Yannakakis

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

Computer Science and Game Theory · Computer Science 2017-04-03 Saeed Alaei , Pooya Jalaly , Eva Tardos
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