Informative Lagrange multipliers in nonlinear parametric programming models

DOI10.3934/JIMO.2023134MaRDI QIDQ6189856zbMATH OpenOpenAlexFDO

Authors Tao Jie, Gao Yan

Publication date 5 February 2024

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2023134

zbMATH Keywords

informative Lagrange multipliernonlinear programmingparametric programmingpenalty function methodshadow price

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• A Note on Shadow Prices in Linear Programming
• A shadow price in integer programming for management decision
• Average shadow price in a mixed integer linear programming problem
• Average shadow prices in mathematical programming
• Computing shadow prices with multiple Lagrange multipliers
• Differential Stability in Nonlinear Programming
• Generalized average shadow prices and bottlenecks
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 3791104 (Why is no real title available?)
• scientific article; zbMATH DE number 46305 (Why is no real title available?)
• scientific article; zbMATH DE number 2121575 (Why is no real title available?)
• scientific article; zbMATH DE number 7358904 (Why is no real title available?)
• Point-to-Set Maps in Mathematical Programming
• Pseudonormality and a Lagrange multiplier theory for constrained optimization
• Sensitivity analysis in linear programming: Just be careful!
• Shadow prices in nonconvex mathematical programming
• Solution point differentiability without strict complementarity in nonlinear programming
• Some examples and counterexamples for the stability analysis of nonlinear programming problems
• The Computation of Shadow Prices in Linear Programming
• The Linear Complementarity Problem

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