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Method of Digraphs for Multi-dimensional Screening. / Kokovin, Sergey; Nahata, Babu.

In: Annals of Operations Research, Vol. 253, No. 1, 01.06.2017, p. 431-451.

Research output: Contribution to journal › Article › peer-review

Harvard

Kokovin, S & Nahata, B 2017, 'Method of Digraphs for Multi-dimensional Screening', Annals of Operations Research, vol. 253, no. 1, pp. 431-451. https://doi.org/10.1007/s10479-016-2320-3

APA

Kokovin, S., & Nahata, B. (2017). Method of Digraphs for Multi-dimensional Screening. Annals of Operations Research, 253(1), 431-451. https://doi.org/10.1007/s10479-016-2320-3

Vancouver

Kokovin S, Nahata B. Method of Digraphs for Multi-dimensional Screening. Annals of Operations Research. 2017 Jun 1;253(1):431-451. doi: 10.1007/s10479-016-2320-3

Author

Kokovin, Sergey ; Nahata, Babu. / Method of Digraphs for Multi-dimensional Screening. In: Annals of Operations Research. 2017 ; Vol. 253, No. 1. pp. 431-451.

BibTeX

@article{86152523822647869a34805eab1874db,
title = "Method of Digraphs for Multi-dimensional Screening",
abstract = "We study a general model of multi-dimensional screening for discrete types of consumers without the single-crossing condition or any other essential restrictions. Such generality motivates us to introduce graph theory into optimization by treating each combination of active constraints as a digraph. Our relaxation of the constraints (a slackness parameter) excludes bunching and cycles among the constraints. Then, the only possible solution structures are rivers, which are acyclic rooted digraphs, and the Lagrange multipliers can be used to characterize the solutions. Relying on these propositions, we propose and justify an optimization algorithm. In the experiments, its branch-and-bound version with a good starting plan shows fewer iterations than a complete search among all rivers.",
author = "Sergey Kokovin and Babu Nahata",
note = "Publisher Copyright: {\textcopyright} 2016, Springer Science+Business Media New York.",
year = "2017",
month = jun,
day = "1",
doi = "10.1007/s10479-016-2320-3",
language = "English",
volume = "253",
pages = "431--451",
journal = "Annals of Operations Research",
issn = "0254-5330",
publisher = "Springer Netherlands",
number = "1",

}

RIS

TY - JOUR

T1 - Method of Digraphs for Multi-dimensional Screening

AU - Kokovin, Sergey

AU - Nahata, Babu

N1 - Publisher Copyright: © 2016, Springer Science+Business Media New York.

PY - 2017/6/1

Y1 - 2017/6/1

N2 - We study a general model of multi-dimensional screening for discrete types of consumers without the single-crossing condition or any other essential restrictions. Such generality motivates us to introduce graph theory into optimization by treating each combination of active constraints as a digraph. Our relaxation of the constraints (a slackness parameter) excludes bunching and cycles among the constraints. Then, the only possible solution structures are rivers, which are acyclic rooted digraphs, and the Lagrange multipliers can be used to characterize the solutions. Relying on these propositions, we propose and justify an optimization algorithm. In the experiments, its branch-and-bound version with a good starting plan shows fewer iterations than a complete search among all rivers.

AB - We study a general model of multi-dimensional screening for discrete types of consumers without the single-crossing condition or any other essential restrictions. Such generality motivates us to introduce graph theory into optimization by treating each combination of active constraints as a digraph. Our relaxation of the constraints (a slackness parameter) excludes bunching and cycles among the constraints. Then, the only possible solution structures are rivers, which are acyclic rooted digraphs, and the Lagrange multipliers can be used to characterize the solutions. Relying on these propositions, we propose and justify an optimization algorithm. In the experiments, its branch-and-bound version with a good starting plan shows fewer iterations than a complete search among all rivers.

UR - http://www.scopus.com/inward/record.url?scp=84988649050&partnerID=8YFLogxK

U2 - 10.1007/s10479-016-2320-3

DO - 10.1007/s10479-016-2320-3

M3 - Article

AN - SCOPUS:84988649050

VL - 253

SP - 431

EP - 451

JO - Annals of Operations Research

JF - Annals of Operations Research

SN - 0254-5330

IS - 1

ER -

ID: 10321238