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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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Title: A Polynomial Time Algorithm to Solve a Class of Optimization Problems with a Multi-linear Objective Function and Affine Constraints
In this talk, I will present the first polynomial-time linear programming based algorithm for a class of optimization problems with a multi-linear objective function and affine constraints. This class of optimization problems arises naturally in a number of settings in game theory, such as the bargaining problem, linear Fisher markets, and Kelly capacity allocation markets, but has applications in other fields of study as well. The algorithm computes an optimal solution by solving at most O(p^3) linear programs, where p is the number of variables in the multi-linear objective function.
