Settling Multiple Debts Efficiently: Problems



Similar documents
Settling a Question about Pythagorean Triples

Financial Literacy in Grade 11 Mathematics Understanding Annuities

CHAPTER 22: FUTURES MARKETS

lending Lending Advice.much more than just a Mortgage Broker

Vilnius University. Faculty of Mathematics and Informatics. Gintautas Bareikis

Some facts about polynomials modulo m (Full proof of the Fingerprinting Theorem)

#10. Timing is Everything. CPA... Imagine the possibilities!

Financial Assets, Liabilities and Commitments

1 Interest rates, and risk-free investments

Simple Interest. and Simple Discount

Information Theory and Coding Prof. S. N. Merchant Department of Electrical Engineering Indian Institute of Technology, Bombay

hp calculators HP 12C Loan Amortizations Amortization The HP12C amortization approach Practice amortizing loans

Lesson Description. Texas Essential Knowledge and Skills (Target standards) Skills (Prerequisite standards) National Standards (Supporting standards)

Information on: Deferred Payment Scheme

IFRS IN PRACTICE. Accounting for convertible notes

IV FINANCIAL ASSET AND LIABILITY FRAMEWORK

Rigensis Bank AS Information on the Characteristics of Financial Instruments and the Risks Connected with Financial Instruments

FAQs for Securities lending and borrowing (SLB) scheme

$ ( $1) = 40

Glossary of Lending Terms

{ram.gopal,

Numbers 101: Cost and Value Over Time

Check Digit Schemes and Error Detecting Codes. By Breanne Oldham Union University

CHAID Decision Tree: Reverse Mortgage Loan Termination Example

18 BUSINESS ACCOUNTING STANDARD FINANCIAL ASSETS AND FINANCIAL LIABILITIES I. GENERAL PROVISIONS

Session 7 Fractions and Decimals

Factoring Trinomials: The ac Method

UNIT 7 1 Applying for a Home Mortgage

Investigating Investment Formulas Using Recursion Grade 11

CREDIT BASICS About your credit score

Guidance on Accounting Elements

NEWSLETTER EMPLOYEE BENEFITS

Present Value (PV) Tutorial

Mental Computation Activities

PRESS RELEASE REFINANCING OPERATIONS

Financial Reporting and Analysis Chapter 8 Solutions Receivables. Exercises

REVIEW MATERIALS FOR REAL ESTATE ANALYSIS

Accuplacer Arithmetic Study Guide

CHAPTER 4: FINANCIAL ANALYSIS OVERVIEW

INCOME APPROACH Gross Income Estimate - $198,000 Vacancy and Rent Loss - $9,900

Finance Self Study Guide for Staff of Micro Finance Institutions VIABILITY OF A MICROFINANCE ORGANIZATION

Efficiency of algorithms. Algorithms. Efficiency of algorithms. Binary search and linear search. Best, worst and average case.

Class Activity Cards

4 Macroeconomics LESSON 4

DEBTORS AND DEBT RECOVERY POLICY. Honiton Community College Academy Trust. This Policy was adopted by the Governing Body of

Primary Dealer in Danish Government Bonds. Contract

lending Lending Advice.much more than just a Mortgage Broker

A Concrete Introduction. to the Abstract Concepts. of Integers and Algebra using Algebra Tiles

CALCULATOR TUTORIAL. Because most students that use Understanding Healthcare Financial Management will be conducting time

Mortgage Basics. What is it? Prequalification vs. preapproval. Applying for a mortgage

Unofficial English translation

V600 Introduction to Mortgage Lending. Robin J Wybenga, CFO, TBA Credit Union robinw@tbacu.com

2 The Mathematics. of Finance. Copyright Cengage Learning. All rights reserved.

Chapter 25 The Basics of Credit

Circuits 1 M H Miller

MATHEMATICS OF FINANCE AND INVESTMENT

Tips, Tricks, & Bank Negotiations!

Game Theory and Poker

Section 4.1 Rules of Exponents

NATIONAL INTERACTIVE STUDY GROUP UNIT 8 QUESTIONS

4 Annuities and Loans

GOVERNMENT GAZETTE REPUBLIC OF NAMIBIA

Capital Investment Analysis and Project Assessment

ESSENTIAL QUESTION How do you calculate the cost of repaying a loan?

Information Memorandum

Introduction to Real Estate Investment Appraisal

Balance of Payments Accounting. (guidelines recommended by the IMF International Monetary Fund )

A simple guide to getting more from your future with. Aviva Equity Release. Best Equity Release Lender

Student Debt Management Policy and Procedures

Bond valuation. Present value of a bond = present value of interest payments + present value of maturity value

e C P M : P o r t f o l i o M a n a g e m e n t f o r P r i m a v e r a P 6 W e b A c c e s s

IIROC Staff Consultation - Concept Paper on the Feasibility of Portfolio Margining

Bonds are IOUs. Just like shares you can buy bonds on the world s stock exchanges.

WHAT IS EQUITY RELEASE? WHY CONSIDER EQUITY RELEASE?

Note 24 Financial Risk Management

The Multiplier Effect of Fiscal Policy

Combined Business Loan

Loan Lessons. The Low-Down on Loans, Interest and Keeping Your Head Above Water. Course Objectives Learn About:

- Once we have computed the costs of the individual components of the firm s financing,

Regression Clustering

GADSBY WICKS SOLICITORS FUNDING THE CLAIM

Explanatory Notes Securities Lending Reporting. Daily Market Report of Outstanding Borrowed Positions, by Security

Second Order Linear Nonhomogeneous Differential Equations; Method of Undetermined Coefficients. y + p(t) y + q(t) y = g(t), g(t) 0.

Managing Interest Rate Exposure

Transcription:

Settling Multiple Debts Efficiently: Problems Tom Verhoeff Faculty of Mathematics and Computing Science Eindhoven University of Technology Email: T.Verhoeff@TUE.NL June 04 Abstract I present a series of problems related to [1] for use in the class room. Introduction A group of friends lend each other money throughout the year. They carefully record each transaction. When lends euro to, this is recorded as. At the end of the year they wish to settle their debts. How should they transfer money so as to settle all debts? Of course, they could reverse the action of each recorded loan separately. However, often there is a better way. The problems posed below concern efficient ways of settling all debts. Try to minimize the number of transfers and the total amount transferred. We consider only settling schemes where money is transferred between a pair of persons. 1

Problems 1. After the loans 60 is this a proper settlement: (involving 2 transfers for a total amount of euro)? 2. How to settle efficiently the loans: 3. How to settle efficiently the loans: 15 25 4. How to settle efficiently the loans: 5. How to settle efficiently the loans: 40 Can you find another (optimal) way? 6. How to settle efficiently the loans: 7. How can the settlement 60 be improved to minimize the total amount transferred? 8. How can the settlement be improved to minimize the number of transfers? 9. Describe a general scheme for settling all debts among N persons in at most N 1 transfers and with a minimal total amount transferred. It is not necessary to minimize the number of transfers.. How can the six balances 1 +1 60 +90 50 + be settled optimally? 11. How can the twelve balances 1 +900 0 +3 299 +0 297 +99 2 +98 2 +1 be settled optimally? 2

Solutions 1. Yes, although that may seem counterintuitive at first. Of importance is the balance of each person: the total amount lend to others minus the total amount borrowed from others. and have a credit of euro (balance +), whereas and have a debt of euro (balance ). If the friends don t mind what money (as concrete physical objects) they get from whom, but only care about the (abstract) amount, then the proposed settlement is equivalent to the more obvious settlement: It has the same number of transfers and the same total amount transferred. 2. The balances are: + 0 with a single transfer of euro. 3. The balances are: +5 +5 5 5 4. The balances are: 0 0 0 Hence, no transfers are required at all. 5. The balances are: + 40 +70 60 3

Also optimal is 60 40 Both involve three transfers for a total amount of 0 euro. These are the only two optimal settlements. 6. The balances are: +60 with three transfers for a total amount of 60 euro. 7. The balances before the settlement were: + 50 + for example with three transfers for a total amount of only 60 euro (instead of 0). and can also be exchanged. Note that the settlement 4

is an improvement with a total transferred amount of 70 euro, but it is not optimal. 8. The balances before the settlement were: 50 +50 + 50 with only two transfers (instead of three) for a total amount of 80 euro. 9. Step 1. Determine the balance for each person. Observe that the sum of all balances equals zero. Let P be the total amount of positive balances, and N the total amount of negative balances. Hence, P = N. The minimum total amount to be transferred equals P. Step 2. While there is still someone with a nonzero balance, do: Step 2a. Select a person A with a negative balance S < 0, and a person B with a positive balance T > 0 (these exist). Step 2b. Let M be the minimum of S and T. Hence, M > 0. Step 2c. Include the transfer A M B in the settlement. Step 2d. Increase the balance of A by M and decrease the balance of B by M (the total balance remains zero). Observe that after Step 2d, at least one of A and B now has balance zero. Step 3. All balances are zero, hence the included transfers settle all debts. The total amount transferred equals P, and hence is minimal. The repetition of Step 2 terminates, because in each iteration at least one nonzero balance is reduced to zero. Therefore, the number of transfers is at most N. In fact, it is at most N 1, because the final two nonzero balances cancel each other in a single transfer. The settlement obtained by this algorithm is not guaranteed to have a minimal number of transfers. For example, the nonoptimal settlement of Problem 6 can be obtained from the balances via the algorithm above. It is not known how to minimize the number of transfers efficiently. This is a NP-hard problem, for which only algorithms are known that try an exponential number of possibilities.. First transferring between the closest pair 1 and +1 is not optimal. Instead, it is better to combine 1 with +90, + 60, 50 with +1 5

Within a zero-sum group of k persons, the debts can be settled in no more than k 1 transfers (using the algorithm above). Thus, if the initial group of N persons, can be split into g zero-sum groups, then at most N g transfers are needed for settling (verify this!). Each additional zero-sum group that can be created reduces the number of transfers by one. Lesson: Minimizing the number of transfers is equivalent to maximizing the number of zero-sum groups, that is, the number of groups that can settle among themselves. 11. Canceling 1 with +3 and +98 yields a -transfer settlement, because the remaining nine balances cannot be split further into groups. Split into the following three groups of four balances is better: 1, 0, 299 with +900 2, 2 with +3, +1 297 with +0, +99, +98 Since each group can be settled in three transfers, this yields a 9-transfer settlement. Lesson: It is not necessarily best to combine smaller groups first. In general, all partitions must be tried; there is no shortcut. References [1] Tom Verhoeff. Settling Multiple Debts Efficiently: An Invitation to Computing Science, Informatics in Education, 3(1):5 126 (04). 6