A Note on Shadow Prices in Linear Programming

DOI10.2307/2581371MaRDI QIDQ3315273zbMATH OpenOpenAlexFDO

Authors Mustafa Akgül

Publication date 1984

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581371

zbMATH Keywords

convex analysisparametric linear programmingshadow prices

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(36)

• Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey
• Survey of solved and open problems in the degeneracy phenomenon
• A shadow price in integer programming for management decision
• Average shadow price in a mixed integer linear programming problem
• The diagonalizability of quadratic functions and the arbitrariness of shadow prices
• A new pivoting rule for solving various degeneracy problems
• Weakly redundant constraints and their impact on postoptimal analyses in LP
• Sensitivity analysis in linear programming: Just be careful!
• Selected bibliography on degeneracy
• Degeneracy graphs: Theory and applications. An updated survey
• Average shadow prices in mathematical programming
• Generalized average shadow prices and bottlenecks
• Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems
• Optimal system design: Towards new interpretation of shadow prices in linear programming
• The Lagrangian, constraint qualifications and economics
• Shadow pricing of undesirable outputs in nonparametric analysis
• Computing shadow prices with multiple Lagrange multipliers
• Simulation, scenario and shadow price analysis
• Computing true shadow prices in linear programming
• Discussion on the solution and judgment of the shadow price in linear programming
• On the Interpretation of Optimal Dual Solutions in Convex Programming
• Shadow Prices in Multiple Objective Linear Programming
• scientific article; zbMATH DE number 4045485 (Why is no real title available?)
• scientific article; zbMATH DE number 1538847 (Why is no real title available?)
• Generalized gradients, bid-ask spreads, and market equilibrium
• Support prices of activities in linear programming¹,²
• scientific article; zbMATH DE number 7358904 (Why is no real title available?)
• Using Shadow Prices to Reveal Personal Preferences in a Two-Stage Assignment Problem
• scientific article; zbMATH DE number 5238187 (Why is no real title available?)
• Directional shadow price in linearly constrained nonconvex optimization models
• Informative Lagrange multipliers in nonlinear parametric programming models
• Using central prices in the decomposition of linear programs
• A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies
• Approaches to sensitivity analysis in linear programming
• Post-optimality analysis of the optimal solution of a degenerate linear program using a pivoting algorithm
• Slopes of shadow prices and Lagrange multipliers

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