Algorithmic Aspects of Discrete Choice in Convex Optimization
Algorithmic Aspects of Discrete Choice in Convex Optimization
English | 2024 | ISBN: 365845704X | 174 Pages | PDF EPUB (True) | 9 MB
English | 2024 | ISBN: 365845704X | 174 Pages | PDF EPUB (True) | 9 MB
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.