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作者：Jungnitsch, Karsten; Peis, Britta; Schroder, Marc
作者单位：RWTH Aachen University; Maastricht University
摘要：In a Stackelberg max closure game, we are given a digraph whose vertices correspond to projects from which firms can choose and whose arcs represent precedence constraints. Some projects are under the control of a leader who sets prices in the first stage of the game, while in the second stage, the firms choose a feasible subset of projects of maximum value. For a single follower, the leader's problem of finding revenue-maximizing prices can be solved in strongly polynomial time. In this paper...
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作者：Quoc Tran-Dinh; Liang, Ling; Toh, Kim-Chuan
作者单位：University of North Carolina; University of North Carolina Chapel Hill; National University of Singapore; National University of Singapore
摘要：This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is to utilize a new parameterization strategy of the optimality condition to design a class of homotopy proximal variable-metric algorithms that can achieve linear convergence and finite global iteration-complexity bounds. We identify at least three subclasses of convex problems in which our approach can apply to achieve linear conver...
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作者：Feinstein, Zachary; Rudloff, Birgit
作者单位：Stevens Institute of Technology; Vienna University of Economics & Business
摘要：In this paper, we present results on scalar risk measures in markets with transaction costs. Such risk measures are defined as the minimal capital requirements in the cash asset. First, some results are provided on the dual representation of such risk measures, with particular emphasis given on the space of dual variables as (equivalent) martingale measures and prices consistent with the market model. Then, these dual representations are used to obtain the main results of this paper on time co...
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作者：Aprile, Manuel; Fiorini, Samuel
作者单位：University of Padua; Universite Libre de Bruxelles
摘要：We prove that the extension complexity of the independence polytope of every regular matroid on n elements is O(n(6)). Past results of Wong and Martin on extended formulations of the spanning tree polytope of a graph imply a O(n(2)) bound for the special case of (co)graphic matroids. However, the case of a general regular matroid was open, despite recent attempts. We also consider the extension complexity of circuit dominants of regular matroids, for which we give a O(n(2)) bound.
