Continuous call double auctions with indivisibility constraints

Double sided auctions provide an efficient mechanism to implement bidding based many to many negotiations. In these auctions, sellers and buyers submit asks and bids respectively. These bids and asks are matched and cleared periodically. Efficient algorithms exist to match these asks and bids in case there are no assignment constraints. In some problems, there can be situations where the supply from different asks cannot be combined to satisfy a demand. Such constraints are also called as indivisible demand bid constraints. In this paper, we attempt to investigate the problem with indivisible demand constraints. An algorithm that generates optimum solution is also presented.