Shadow prices in nonconvex mathematical programming

DOI10.1007/BF01581650zbMath0442.90082MaRDI QIDQ3885539

Jacques Gauvin

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

equality constraintsnonconvex programminginequality constraintsexistence conditionsshadow pricesexistence proofeconomic interpretationcontinuity propertiesequilibrium pricesexact valueslinear independence regularity conditionMangasarian-Fromowitz regularity condition

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Mathematical economics (91B99)

Related Items (max. 100)

A shadow price in integer programming for management decision ⋮ Computing shadow prices with multiple Lagrange multipliers ⋮ Directional shadow price in linearly constrained nonconvex optimization models ⋮ Informative Lagrange multipliers in nonlinear parametric programming models ⋮ Regularity properties of the optimal value function in non linear programming ⋮ The average shadow price for MILPs with integral resource availability and its relationship to the marginal unit shadow price ⋮ Average shadow prices in mathematical programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Generalized Gradient of a Marginal Function in Mathematical Programming
• Mathematics in economics: Achievements, difficulties, perspectives
• Concepts of optimality and their uses
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Differential Stability in Nonlinear Programming
• The Dual in Nonlinear Programming and Its Economic Interpretation
• Convex Analysis
• Exact Distribution of Continuous Variables in Sequential Analysis

This page was built for publication: Shadow prices in nonconvex mathematical programming