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Side constrained optimisation to capture capacity of choices in the multinomial logit model: case study of income tax policy in the USA prior to the 2009 economic crisis

Bagloee, Saeed Asadi; Withers, Glenn


The choices' limited capacities of the discrete choice models must be taken into account. We propose a convex optimisation formulation in which the exponential formulation of the logit model is upheld in the Karush-Kuhn-Tucker (KKT) conditions. The capacities of the choices are then added to the formulation as side constraints. A solution algorithm based on the successive coordinate descent is proposed. For numerical evaluation, we investigate US income tax policies for the years prior to the...[Show more]

CollectionsANU Research Publications
Date published: 2019
Type: Journal article
Source: International Journal of Operational Research
DOI: 10.1504/IJOR.2019.102073


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