A Polynomial Time Algorithm to Solve a Class of Optimization Problems with a Multi-linear Objective Function and Affine Constraints

Abstract

We 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… (More)

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