par De Rock, Bram 
;Smeulders, Bart;Cherchye, Laurens;Spieksma, Frits
Référence ACM transactions on economics and computation, 2, 1
Publication Publié, 2013
;Smeulders, Bart;Cherchye, Laurens;Spieksma, FritsRéférence ACM transactions on economics and computation, 2, 1
Publication Publié, 2013
Article révisé par les pairs
| Résumé : | We provide results on the computational complexity of goodness-of-fit measures (i.e., Afriat's efficiency index, Varian's efficiency vector-index, and the Houtman-Maks index) associated with several revealed preference axioms (i.e., WARP, SARP, GARP, and HARP). These results explain the computational difficulties that have been observed in literature when computing these indices. Our NP-hardness results are obtained by reductions from the independent set problem. We also show that this reduction can be used to prove that no approximation algorithm achieving a ratio of O(n1-δ), δ > 0 exists for Varian's index, nor for Houtman-Maks'index (unless P = NP). Finally, we give an exact polynomial-time algorithm for finding Afriat's efficiency index. |
