Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation

doi:10.1016/j.ejor.2016.04.060

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	Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation
	Lou, Youcheng1,2 ; Wang, Shouyang2
	2016-11-01
发表期刊	EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
ISSN	0377-2217
卷号	254 期号:3 页码:968-976
摘要	Multiparty negotiations have drawn much research attention in recent years and an important problem is how to find a Pareto optimal solution or the entire Pareto frontier in a decentralized way. Privacy preservation is also important in negotiation analysis. The main aim of this paper is to find an approximate representation of the Pareto frontier in a decentralized manner and meanwhile, all parties' privacy can be effectively protected. In this paper, we propose a decentralized discrete-time algorithm based on a weight sum method and the well-known subgradient optimization algorithm, where a mediator works as a coordinator to help negotiators. The proposed algorithm is easily executable, and it only requires the mediator to compute a weighted average of the noisy estimates received from negotiators and negotiators to follow a subgradient optimization iteration at this weighted average. The proposed algorithm can generate an approximate Pareto optimal solution for one particular weight vector and an approximate representation of the Pareto frontier by varying appropriately weight vectors. The approximation error between the obtained approximate representation and the Pareto frontier can be controlled by the number of iterations and the step-size. Moreover, it also reveals that the proposed algorithm is privacy preserving as a result of the random disturbance technique and the weighted average scheme used in this algorithm. (C) 2016 Elsevier B.V. All rights reserved.
关键词	Multiparty negotiations Decentralized methods Privacy preservation Pareto optimal solutions
DOI	10.1016/j.ejor.2016.04.060
语种	英语
资助项目	National Natural Science Foundation of China[71401163] ; China Postdoctoral Science Foundation[2014M550098] ; Hong Kong Research Grants Council[414513] ; Hong Kong Research Grants Council[14204514] ; Hong Kong Scholars Program[XJ2015049]
WOS研究方向	Business & Economics ; Operations Research & Management Science
WOS类目	Management ; Operations Research & Management Science
WOS记录号	WOS:000378663000023
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22943
专题	系统科学研究所
通讯作者	Lou, Youcheng
作者单位	1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Lou, Youcheng,Wang, Shouyang. Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,2016,254(3):968-976.
APA	Lou, Youcheng,&Wang, Shouyang.(2016).Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,254(3),968-976.
MLA	Lou, Youcheng,et al."Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 254.3(2016):968-976.