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Integer programming methods for special college admissions problems

Ágoston, Kolos Csaba; Biró, Péter; McBride, Iain - 2016

We develop Integer Programming (IP) solutions for some special college admission problems arising from the Hungarian higher education admission scheme. We focus on four special features, namely the solution concept of stable score-limits, the presence of lower and common quotas, and paired...

Persistent link: https://www.econbiz.de/10011562748

Stable project allocation under distributional constraints

Ágoston, Kolos Csaba; Biró, Péter; Szántó, Richárd - 2017

In a two-sided matching market when agents on both sides have preferences the stability of the solution is typically …

Persistent link: https://www.econbiz.de/10012010799

Efficient Solution and Computation of Models with Occasionally Binding Constraints

Böhl, Gregor - 2022

Structural estimation of macroeconomic models and new HANK-type models with extremely high dimensionality require fast and robust methods to efficiently deal with occasionally binding constraints (OBCs). This paper proposes a novel algorithm that solves for the perfect foresight path of...

Persistent link: https://www.econbiz.de/10014030468

Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2016 - This version: 09 February 2016

We present the first necessary and sufficient conditions for the existence of a unique perfect-foresight solution, returning to a given steady-state, in an otherwise linear model with occasionally binding constraints. We derive further conditions on the existence of a solution in such models,...

Persistent link: https://www.econbiz.de/10011427963

The Computation of a Coincidence of Two Mappings

Talman, Dolf; Yang, Zaifu - 2004

Persistent link: https://www.econbiz.de/10014068606

Reliably computing nonlinear dynamic stochastic model solutions : an algorithm with error formulas

Anderson, Gary S. - 2018

This paper provides a new technique for representing discrete time nonlinear dynamic stochastic time invariant maps. Using this new series representation, the paper augments the usual solution strategy with an additional set of constraints thereby enhancing algorithm reliability. The paper also...

Persistent link: https://www.econbiz.de/10012016372

An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope

Dang, Chuangyin - 2015

As a refinement of the concept of stationary point, the notion of perfect stationary point was formulated in the literature. Although simplicial methods could be applied to approximate such a point, these methods do not make use of the possible differentiability of the problem and can be very...

Persistent link: https://www.econbiz.de/10013021798

LCR Optimization Under HQLA Caps

Tawfik, Maged - 2017

In this short technical note we present an efficient algorithm for the maximization of the Liquidity Cover Ratio (LCR) when lower level asset caps are activated. This algorithm acts by selecting the most efficient assets to remove from the pool of such assets in order to maximize the LCR without...

Persistent link: https://www.econbiz.de/10012944369

Matchings with lower quotas : algorithms and complexity

Arulselvan, Ashwin; Cseh, Ágnes; Groß, Martin; … - 2017

We study a natural generalization of the maximum weight many-to-one matching problem. We are given an undirected … maximum weight many-to-one matching satisfying two sets of constraints: vertices in A are incident to at most one matching … edge, while vertices in P are either unmatched or they are incident to a number of matching edges between their lower and …

Persistent link: https://www.econbiz.de/10011757194

New and simple algorithms for stable flow problems

Cseh, Ágnes; Matuschke, Jannik - 2018

Stable flows generalize the well-known concept of stable matchings to markets in which transactions may involve several agents, forwarding flow from one to another. An instance of the problem consists of a capacitated directed network in which vertices express their preferences over their...

Persistent link: https://www.econbiz.de/10012011575