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|Title:||A simplex-like algorithm for fisher markets|
|Citation:||ALGORITHMIC GAME THEORY,6386,18-29|
|Abstract:||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.|
|Appears in Collections:||Proceedings papers|
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