Directional shadow price in linearly constrained nonconvex optimization models

DOI10.1007/S10898-023-01320-WMaRDI QIDQ6154402

Tao Jie, Gao Yan

Publication date: 15 February 2024

Published in: Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliernonconvex optimizationshadow pricelinearly constrained optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• A shadow price in integer programming for management decision
• Average shadow price in a mixed integer linear programming problem
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• The average shadow price for MILPs with integral resource availability and its relationship to the marginal unit shadow price
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• A Note on Shadow Prices in Linear Programming
• Solution point differentiability without strict complementarity in nonlinear programming
• Strongly Regular Generalized Equations
• Shadow prices in nonconvex mathematical programming
• The Computation of Shadow Prices in Linear Programming
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Differential Stability in Nonlinear Programming
• A note on the continuity of the solution set of special dual optimization problems
• Convex Analysis
• Point-to-Set Maps in Mathematical Programming
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