КФУ. Карточка публикации. A Coordinate Descent Method for Market Equilibrium Problems with Price Groups

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A COORDINATE DESCENT METHOD FOR MARKET EQUILIBRIUM PROBLEMS WITH PRICE GROUPS

Форма представления

Статьи в зарубежных журналах и сборниках

Год публикации

2018

Язык

английский

Авторы, сотрудники КФУ

Пинягина Ольга Владиславовна, автор

Библиографическое описание на языке оригинала

Pinyagina O, V, A Coordinate Descent Method for Market Equilibrium Problems with Price Groups//UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI. - 2018. - Vol.160, Is.4. - P.718-730.

Аннотация

In the present paper, we consider a model of market equilibrium with price groups in the form of variational inequality for a single-product market of an infnitely divisible product. Unlike the classical model, in which all market participants are equal, and a single equilibrium price is found, in this paper it is assumed that each seller or buyer can split the set of his / her counterparties into non-overlapping groups and assign a certain price function to each group. For this model, the equilibrium conditions are formulated and proved. The conditions for the existence of a solution to the problem, based on the coercivity property, are also proposed and justifed. For the model of market equilibrium with price groups, in which the price functions of each seller / buyer for each group depend only on the volume of purchases / sales of this seller / buyer in this group, a method of coordinate descent for fnding equilibrium states is proposed and its convergence is proved. A series of test calculations are carried out for problems of different dimension, a comparison of the coordinate descent method with the gradient projection method is performed, which confrms the effciency of the proposed method and its promising for further investigation.

Ключевые слова

market equilibrium, price groups, coordinate descent method

Название журнала

UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI

URL

https://elibrary.ru/item.asp?id=39561987

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https://repository.kpfu.ru/?p_id=213118

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Пинягина Ольга Владиславовна	ru_RU
dc.date.accessioned	2018-01-01T00:00:00Z	ru_RU
dc.date.available	2018-01-01T00:00:00Z	ru_RU
dc.date.issued	2018	ru_RU
dc.identifier.citation	Pinyagina O, V, A Coordinate Descent Method for Market Equilibrium Problems with Price Groups//UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI. - 2018. - Vol.160, Is.4. - P.718-730.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=213118	ru_RU
dc.description.abstract	UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI	ru_RU
dc.description.abstract	In the present paper, we consider a model of market equilibrium with price groups in the form of variational inequality for a single-product market of an infnitely divisible product. Unlike the classical model, in which all market participants are equal, and a single equilibrium price is found, in this paper it is assumed that each seller or buyer can split the set of his / her counterparties into non-overlapping groups and assign a certain price function to each group. For this model, the equilibrium conditions are formulated and proved. The conditions for the existence of a solution to the problem, based on the coercivity property, are also proposed and justifed. For the model of market equilibrium with price groups, in which the price functions of each seller / buyer for each group depend only on the volume of purchases / sales of this seller / buyer in this group, a method of coordinate descent for fnding equilibrium states is proposed and its convergence is proved. A series of test calculations are carried out for problems of different dimension, a comparison of the coordinate descent method with the gradient projection method is performed, which confrms the effciency of the proposed method and its promising for further investigation.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	market equilibrium	ru_RU
dc.subject	price groups	ru_RU
dc.subject	coordinate descent method	ru_RU
dc.title	A Coordinate Descent Method for Market Equilibrium Problems with Price Groups	ru_RU
dc.type	Статьи в зарубежных журналах и сборниках	ru_RU