Solving the combinatorial double auction problem

Next, we compare the performance of several solution approaches for this type of problem. We contrast the branch-and-bound method with the intelligent search method proposed separately in three well-referenced papers. We found that theoretically the LP relaxation bounds always dominate the bounds used in the specialized intelligent searches. We also found empirically that the performance of this branch-and-bound method is superior to the specialized search methods that have been proposed for this class of problems.