多品種同時競売のための最適価格決定問題とParticle Swarm Optimizationによる最適価格探索法

概要

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We propose a method for solving optimal price decision problems for simultaneous multi-article auctions. An auction problem, originally formulated as a combinatorial problem, determines both every sellers whether or not to sell his/her article and every buyers which article(s) to buy, so that the total utility of buyers and sellers will be maximized. Due to the duality theory, we transform it equivalently into a dual problem in which Lagrange multipliers are interpreted as articles transaction price. As the dual problem is a continuous optimization problem with respect to the multipliers (i.e., the transaction prices), we propose a numerical method to solve it by applying heuristic global search methods. In this paper, Particle Swarm Optimization (PSO) is used to solve the dual problem, and experimental results are presented to show the validity of the proposed method.