Nikhil R. Devanur
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Abstract
We give the first polynomial time algorithm for exactly computing an equilibrium for the linear utilities case of the market model defined by Fisher. Our algorithm uses the primal--dual paradigm in the enhanced setting of KKT conditions and convex programs. We pinpoint the added difficulty raised by this setting and the manner in which our algorithm circumvents it.
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Index Terms
- Market equilibrium via a primal--dual algorithm for a convex program
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