2013
DOI: 10.1016/j.cor.2013.03.011
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Finding the nucleolus of any n-person cooperative game by a single linear program

Abstract: In this paper we show a new method for calculating the nucleolus by solving a unique minimization linear program with O(4 n ) constraints whose coefficients belong to {−1, 0, 1}. We discuss the need of having all these constraints and empirically prove that they can be reduced to O(k max 2 n ), where k max is a positive integer comparable with the number of players. A computational experience shows the applicability of our method over (pseudo)random transferable utility cooperative games with up to 18 players.

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Cited by 22 publications
(18 citation statements)
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“…The nucleolus solution can be chosen to allocate the cost to each shipper. Computation of the nucleolus in general is NP-hard; it can be made somewhat more tractable by techniques introduced fairly recently [19,20,[24][25][26]. In any event, its computation could be done after the algorithm described above is completed and all subset cost estimates are available.…”
Section: Allocationmentioning
confidence: 99%
“…The nucleolus solution can be chosen to allocate the cost to each shipper. Computation of the nucleolus in general is NP-hard; it can be made somewhat more tractable by techniques introduced fairly recently [19,20,[24][25][26]. In any event, its computation could be done after the algorithm described above is completed and all subset cost estimates are available.…”
Section: Allocationmentioning
confidence: 99%
“…Recently, Puerto and Perea (2013) develop an approach to compute the nucleolus by solving only one LP, though of much larger dimension than the LPs in the sequential approach. They also point out the computation may be affected by numerical precision issues and propose a procedure to avoid them.…”
Section: Computational Aspectsmentioning
confidence: 99%
“…The computational complexity of Policy 5 increases exponentially with the number of entities O(2 n ). Policy 6 is the most complex policy, computed by solving a sequence of at most |N | number of linear programming (LP) problems of decreasing dimension [Maschler et al 1979] or a single large-scale LP problem with O(4 n ) constraints [Puerto and Perea 2013]. The complexity of Policy 7 is O(2 n ) due to two steps: (1) the calculation of LSP using Equation 9 involves iterating over the 2 n coalitions, and (2) a maximum of |N | operations are performed by the algorithm to compute LSN.…”
Section: Computational Complexitymentioning
confidence: 99%