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中国管理科学 ›› 2005, Vol. ›› Issue (5): 44-48.

• 论文 • 上一篇    下一篇

基于整数规划方法的组合双向拍卖最优化模型

范小勇, 梁樑   

  1. 中国科学技术大学, 合肥, 230052
  • 收稿日期:2004-07-14 修回日期:2005-06-21 出版日期:2005-10-28 发布日期:2012-03-07
  • 基金资助:
    国家自然科学基金资助项目(70371023);国家教育委员会博士点基金(20030358052)

An Optimization Model for Combinatorial Double Auction Based on Integer Programming Method

FAN Xiao-yong, LIANG Liang   

  1. School of Business, University of Science and Technology of China, Hefei 230052, China
  • Received:2004-07-14 Revised:2005-06-21 Online:2005-10-28 Published:2012-03-07

摘要: 组合双向拍卖是组合拍卖和双向拍卖的组合。与组合拍卖或双向拍卖相比,组合双向拍卖问题更加复杂,目前对它的研究也较少。本文运用整数规划的方法建立了一个组合双向拍卖问题的一般化模型,并通过逐步转化,把组合双向拍卖简化为单边拍卖,有助于利用求解单边拍卖的方法来求解复杂的双向拍卖问题,使这一问题的研究得到了简化。

关键词: 组合双向拍卖, 单边拍卖, 最优化模型, 交易剩余

Abstract: Combinatorial double auction(CDA) combines combinatorial auction and double auction.Compared with combinatorial auction and double auction,there is very litter documented research on CDA due to its complexity.An optimization model for combinatorial double auction based on integer programming method is established and transformed into single-sided auction,which will benefit to solve combinatorial double auction with the method used for single-sided auction and to make the problem much more easier.

Key words: combinatorial double auction, single-sided auction, optimization model, trade surplus

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