Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey

DOI10.1007/BF01719736zbMath0591.90056MaRDI QIDQ1075251

B. George

Publication date: 1986

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

surveysensitivity analysisshadow pricesprimal degeneracy

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items (19)

Generalized average shadow prices and bottlenecks ⋮ The use of the optimal partition in a linear programming solution for postoptimal analysis ⋮ Survey of solved and open problems in the degeneracy phenomenon ⋮ Construction of the largest sensitivity region for general linear programs ⋮ Average shadow price in a mixed integer linear programming problem ⋮ Post-optimality approach to prevent cycling in linear MPC target calculation ⋮ A new pivoting rule for solving various degeneracy problems ⋮ Weakly redundant constraints and their impact on postoptimal analyses in LP ⋮ A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies ⋮ Sensitivity analysis of the optimal assignment. ⋮ Approaches to sensitivity analysis in linear programming ⋮ On the connectedness of optimum-degeneracy graphs ⋮ Sensitivity analysis in linear programming: Just be careful! ⋮ Support prices of activities in linear programming¹,² ⋮ Selected bibliography on degeneracy ⋮ Degeneracy graphs: Theory and applications. An updated survey ⋮ Degeneracy in interior point methods for linear programming: A survey ⋮ On some properties of \(0\)-degeneracy graphs ⋮ SENSITIVITY ANALYSIS OF OBJECTIVE FUNCTION COEFFICIENTS OF THE ASSIGNMENT PROBLEM

Cites Work

• On the structure of the set bases of a degenerate point
• Degeneracy graphs and the neighbourhood problem
• The generalized simplex method for minimizing a linear form under linear inequality restraints
• A Note on Shadow Prices in Linear Programming
• The Computation of Shadow Prices in Linear Programming
• New Finite Pivoting Rules for the Simplex Method
• A Technique for Resolving Degeneracy in Linear Programming
• Marginal Values in Linear Programming
• Optimality and Degeneracy in Linear Programming
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