Started a rough draft for multiple market clearing...#250
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davidrpugh wants to merge 1 commit intodevelopfrom
Open
Started a rough draft for multiple market clearing...#250davidrpugh wants to merge 1 commit intodevelopfrom
davidrpugh wants to merge 1 commit intodevelopfrom
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...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.