Decision Support For Combinatorial Double Auctions

碩士 === 朝陽科技大學 === 資訊工程系碩士班 === 99 === In combinatorial double auctions, a bidder can bid on a combination of goods with one limit price for the total combination. This improves the efficiency when the procurement of one good is dependent on the acquisition of another. Combinatorial double auctions i...

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Bibliographic Details
Main Authors: Chung-Wei Huang, 黃仲煒
Other Authors: Fu-Shiung Hsieh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/88730851319298740634
Description
Summary:碩士 === 朝陽科技大學 === 資訊工程系碩士班 === 99 === In combinatorial double auctions, a bidder can bid on a combination of goods with one limit price for the total combination. This improves the efficiency when the procurement of one good is dependent on the acquisition of another. Combinatorial double auctions in which both sides submit demand or supply bids are much more efficient than several one-sided auctions combined. However, combinatorial double auctions are notoriously difficult to solve from computation point of view. In this paper, we formulate the combinatorial double auction problem and propose an algorithm for finding near optimal solutions by applying the Lagrange Relaxation method. To verify the method developed, we also develop a prototype system. The main results include: (1) a problem formulation for the Combinatorial Double Auctions problem, (2) a solution methodology based on Lagrangian Relaxation and (3) analysis of numerical results based on our solution algorithms.