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A simplified small-scale simulation and implementation of Uber's automated budget allocation system. The code here accompanies the blog post Reproducing Uber's Marketplace Optimization.

admm-animation

Getting started

Install uv and sync with this project's environment.

uv sync

Running

Run the ADMM algorithm on the simulated dataset

uv run src/main.py

This will save an ADMM animation and convergence diagnostics in figures.

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Alternating Direction Method of Multipliers (ADMM) for distributed budget allocation.

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