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Algorithmic Aspects of Discrete Choice in Convex Optimization
Paperback
Series: Mathematische Optimierung Und Wirtschaftsmathematik Mathematical Optimization and Economathematics
Business GeneralGeneral Mathematics
ISBN13: 9783658457044
Publisher: Springer Spektrum
Published: Nov 19 2024
Pages: 162
Weight: 0.48
Height: 0.38 Width: 5.83 Depth: 8.27
Language: English
This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The book provides further economic applications of discrete choice prox-functions within the context of convex optimization such as network manipulation based on alternating minimization and dynamic pricing for online marketplaces.
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