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We present a new combinatorial market maker that operates arbitrage-free combinatorial prediction markets specified by integer programs. Although the problem of arbitrage-free pricing, while maintaining a bound on the subsidy provided by the market maker, is #P-hard in the worst case, we posit that the typical case might be amenable to modern integer programming (IP) solvers. At the crux of our method is the Frank-Wolfe (conditional gradient) algorithm which is used to implement a Bregmandoi:10.1145/2940716.2940767 dblp:conf/sigecom/KroerDLB16 fatcat:qgyzdg2ohreknl4npukd2tsaf4