Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers

DOI10.1137/1025044MaRDI QIDQ3668326zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1025044

zbMATH Keywords

dualityequilibrium priceimputed costLagrange multipliersoptimizationperturbationsensitivity analysisshadow costshadow price

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) General equilibrium theory (91B50)

Cited in

(3)

• Dualizing optimization problems in mathematical economics
• The diagonalizability of quadratic functions and the arbitrariness of shadow prices
• Zero duality gaps in infinite-dimensional programming

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