On Traveling Salesman Games with Asymmetric Costs

We consider cooperative traveling salesman games with non-negative asymmetric costs satisfying the triangle inequality. We construct a stable cost allocation with budget balance guarantee equal to the Held-Karp integrality gap for the asymmetric traveling salesman problem, using the parsimonious property and a previously unknown connection to linear production games. We also show that our techniques … Read more

Moneyless strategy-proof mechanism on single-sinked policy domain: characterization and applications

We completely characterize deterministic strategy-proof and group strategy-proof mechanisms on single-sinked public policy domain. The single-sinked domain can be used to model any allocation problem where a single output must be chosen in an interval with the assumption that agents’ preferences have a single most loathful point (the sink) in the interval, and the preferences … Read more

Simultaneous approximation of multi-criteria submodular function maximization

Recently there has been intensive interest on approximation of the NP-hard submodular maximization problem due to their theoretical and practical significance. In this work, we extend this line of research by focusing on the simultaneous approximation of multiple submodular function maximization. We address existence and nonexistence results for both deterministic and randomized approximation when the … Read more

Learning how to play Nash, potential games and alternating minimization method for structured nonconvex problems on Riemannian manifolds

In this paper we consider minimization problems with constraints. We show that if the set of constaints is a Riemannian manifold of non positive curvature and the objective function is lower semicontinuous and satisfi es the Kurdyka-Lojasiewicz property, then the alternating proximal algorithm in Euclidean space is naturally extended to solve that class of problems. We … Read more

On Differentiability Properties of Player Convex Generalized Nash Equilibrium Problems

This article studies differentiability properties for a reformulation of a player convex generalized Nash equilibrium problem as a constrained and possibly nonsmooth minimization problem. By using several results from parametric optimization we show that, apart from exceptional cases, all locally minimal points of the reformulation are differentiability points of the objective function. This justifies a … Read more

A Primal-Dual Algorithm for Computing a Cost Allocation in the Core of Economic Lot-Sizing Games

We consider the economic lot-sizing game with general concave ordering cost functions. It is well-known that the core of this game is nonempty when the inventory holding costs are linear. The main contribution of this work is a combinatorial, primal-dual algorithm that computes a cost allocation in the core of these games in polynomial time. … Read more

A semi-discrete in time approximation for a model first order-finite horizon mean field game problem

In this article we consider a model first order mean field game problem, introduced by J.M. Lasry and P.L. Lions. Its solution $(v,m)$ can be obtained as the limit of the solutions of the second order mean field game problems, when the \textit{noise} parameter tends to zero. We propose a semi-discrete in time approximation of … Read more

Welfare-Maximizing Correlated Equilibria using Kantorovich Polynomials with Sparsity

We propose an algorithm that computes the epsilon-correlated equilibria with global-optimal (i.e., maximum) expected social welfare for single stage polynomial games. We first derive an infinite-dimensional formulation of epsilon-correlated equilibria using Kantorovich polynomials and re-express it as a polynomial positivity constraint. In addition, we exploit polynomial sparsity to achieve a leaner problem formulation involving Sum-Of-Squares … Read more

The Complexity of Egalitarian Mechanisms for Linear Programming Games

We show that the most cost-efficient subset problem for linear programming games is NP-hard, and in fact inapproximable within a constant factor in polynomial time, unless P = NP. This in turn implies that computing the prices output by an egalitarian mechanism and computing a cost allocation in the equal split-off set for linear programming … Read more

A Bilevel Direct Search Method for Leader-Follower Optimization Problems and Applications

In the paper, we propose a bilevel direct search method for solving a type of leader-follower problems with each decision maker’s objective being a “black-box” function. First, we give a description for a leader-follower optimization problem. Then, we investigate a bilevel direct search method including two algorithms for combinatorially solving the upper and lower level … Read more