Zhang, Mengzhenyu; Ryan, Christopher; Sun, Wei; … - 2022
. Nonetheless, we provide an algorithm to solve the attribute pricing problem and show that it converges to a stationary point that … provides a high-quality solution to the problem. Through numerical experiments, we show our algorithm is, on average, ten times … faster than gradient-based methods, both in terms of runtime and number of iterations. We also extend our algorithm to a …