...this PR is the focal point for discussions surround a simultaneous multi-auction clearing mechanism. Basic idea is that individual agents report their excess demand functions to the auction; auction aggregates theses excess demand functions to create an aggregate excess demand function. The auction clearing price vector is then found by treating the aggregate excess demand function as a residual function in a non-linear, least-squares optimization problem.
...this PR is the focal point for discussions surround a simultaneous multi-auction clearing mechanism. Basic idea is that individual agents report their excess demand functions to the auction; auction aggregates theses excess demand functions to create an aggregate excess demand function. The auction clearing price vector is then found by treating the aggregate excess demand function as a residual function in a non-linear, least-squares optimization problem.