This commit is contained in:
@@ -56,14 +56,14 @@ We consider the incentive allocation problem with additional constraints.
|
||||
}
|
||||
|
||||
This problem is NP-hard. Consider its LP relaxation.
|
||||
\begin{equation}\label{LP}
|
||||
\begin{equation*}\label{LP}
|
||||
\begin{aligned}
|
||||
\tau(B)=\max_x&\; & v\cdot x& & & \\
|
||||
s.t.&\; & c \cdot x &\leq B & &\\
|
||||
& & x_{E_i}&\in \conv(\mathcal{F}_i) & &\;\forall i\in [n]\\
|
||||
& & x&\in [0,1]^m & &
|
||||
\end{aligned}
|
||||
\end{equation}
|
||||
\end{equation*}
|
||||
\textbf{Output}: The entire curve $\tau(B)$ for $B\in [0,\infty)$.
|
||||
|
||||
We consider 3 cases of additional constraints $x_{E_i}\in \mathcal{F}_i$ :
|
||||
@@ -106,12 +106,12 @@ The idea is to take advantage of the independence among the constraints $\mathca
|
||||
\textcolor{DarkOrchid}{\textit{Signature Function.}} Let $f_i(\lambda) = \max\{(v_{E_i}-\lambda c_{E_i}) x | x\in \conv(\mathcal F_i) \}$ be the signature function of agent $i$. The signature function is piecewise-linar and convex.
|
||||
|
||||
\textcolor{DarkOrchid}{\textit{Lagrangian Dual.}} The Lagrangian dual of LP\autoref{LP} is therefore
|
||||
\begin{equation}
|
||||
\begin{equation*}
|
||||
\label{eq:Lagrangiandual}
|
||||
\begin{aligned}
|
||||
\min_{\lambda} \left( B\lambda+\sum_i f_i(\lambda)\right).
|
||||
\end{aligned}
|
||||
\end{equation}
|
||||
\end{equation*}
|
||||
|
||||
\begin{theorem}[4]\large
|
||||
$\tau(B)$ is piecewise-linear and concave.
|
||||
|
Reference in New Issue
Block a user