Related papers: An Improved Combinatorial Polynomial Algorithm for…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…
This paper studies the problem of enumerating all maximal collinear subsets of size at least three in a given set of $n$ points. An algorithm for this problem, besides solving degeneracy testing and the exact fitting problem, can also help…
Asynchronous iterations arise naturally in parallel computing if one wants to solve large problems with a minimization of the idle times. This paper presents an original model of asynchronous iterations for a time-domain decomposition…
This paper introduces an effective memetic algorithm for the linear ordering problem with cumulative costs. The proposed algorithm combines an order-based recombination operator with an improved forward-backward local search procedure and…
In routing games, agents pick their routes through a network to minimize their own delay. A primary concern for the network designer in routing games is the average agent delay at equilibrium. A number of methods to control this average…
We present a methodology to robustly estimate the competitive equilibria (CE) of combinatorial markets under the assumption that buyers do not know their precise valuations for bundles of goods, but instead can only provide noisy estimates.…
The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…
This paper introduces a model for coordinating prosumers with heterogeneous distributed energy resources (DERs), participating in the local energy market (LEM) that interacts with the market-clearing entity. The proposed LEM scheme utilizes…
In this paper we present several additions to the quaternion QR algorithm, including algorithms for eigenvector computation and eigenvalue reordering. A key outcome of the eigenvalue reordering algorithm is that the aggressive early…
The European power grid can be divided into several market areas where the price of electricity is determined in a day-ahead auction. Market participants can provide continuous hourly bid curves and combinatorial bids with associated…
We show that the multiplicative weight update method provides a simple recipe for designing and analyzing optimal Bayesian Incentive Compatible (BIC) auctions, and reduces the time complexity of the problem to pseudo-polynomial in…
In this paper, we demonstrate that policy iteration, introduced in the context of HJB equations in [Forsyth & Labahn, 2007], is an extremely simple generic algorithm for solving linear complementarity problems resulting from the finite…
We use valid inequalities (cuts) of the binary integer program for winner determination in a combinatorial auction (CA) as "artificial items" that can be interpreted intuitively and priced to generate Artificial Walrasian Equilibria. We…
We study fixed parameter algorithms for three problems: Kemeny rank aggregation, feedback arc set tournament, and betweenness tournament. For Kemeny rank aggregation we give an algorithm with runtime O*(2^O(sqrt{OPT})), where n is the…
In this paper we propose a branch, price and remember algorithm to solve the U shaped assembly line balancing problem. Our proposed algorithm uses a column generation approach to obtain tight lower bounds for this problem. It also stores…
When calibrating spatial partial equilibrium models with conjectural variations, some modelers fit the suppliers' sales to the available data in addition to total consumption and price levels. While this certainly enhances the quality of…
Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…
This paper studies a class of network games with linear-quadratic payoffs and externalities exerted through a strictly concave interaction function. This class of game is motivated by the diminishing marginal effects with peer influences.…
This paper addresses the single-item lot sizing problem with a 1-breakpoint all-units quantity discount in a monotonic setting where the purchase prices are non-increasing over the planning horizon. For this case, we establish several novel…