Related papers: Competitive Equilibria in Combinatorial Exchanges …
In this paper, we study a retailer price optimization problem which includes the practical constraints: maximum number of price changes and minimum amount of price change (if a change is recommended). We provide a closed-form formula for…
Algorithmic Mechanism Design attempts to marry computation and incentives, mainly by leveraging monetary transfers between designer and selfish agents involved. This is principally because in absence of money, very little can be done to…
The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…
As multicore computing is now standard, it seems irresponsible for constraints researchers to ignore the implications of it. Researchers need to address a number of issues to exploit parallelism, such as: investigating which constraint…
Bilevel linear programming (LP) is one of the simplest classes of bilevel optimization problems, yet it is known to be NP-hard in general. Specifically, determining whether the optimal objective value of a bilevel LP is at least as good as…
Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…
Many important multiple-objective decision problems can be cast within the framework of ranking under constraints and solved via a weighted bipartite matching linear program. Some of these optimization problems, such as personalized content…
Though competitive analysis is often a very good tool for the analysis of online algorithms, sometimes it does not give any insight and sometimes it gives counter-intuitive results. Much work has gone into exploring other performance…
In electricity markets, customers are increasingly constrained by their budgets. A budget constraint for a user is an upper bound on the price multiplied by the quantity. However, since prices are determined by the market equilibrium, the…
We revisit the problem of large-scale assortment optimization under the multinomial logit choice model without any assumptions on the structure of the feasible assortments. Scalable real-time assortment optimization has become essential in…
We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…
Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…
We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…
Combinatorial optimization problems play crucial roles in real-world applications, and many studies from a physics perspective have contributed to specialized hardware for high-speed computation. However, some combinatorial optimization…
We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to combine binary decision variables with continuous decision…
The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…
We study the Maximum Budgeted Allocation problem, which is the problem of assigning indivisible items to players with budget constraints. In its most general form, an instance of the MBA problem might include many different prices for the…
We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…
Mixed integer bilinear programs (MIBLPs) offer tools to resolve robotics motion planning problems with orthogonal rotation matrices or static moment balance, but require long solving times. Recent work utilizing data-driven methods has…
This paper studies multilateral matching in which agents may negotiate contracts within any coalition. We assume scale economies such that an agent substitutes some existing contracts with new ones only if the latter involve a set of…