Marginal values in mixed integer linear programming

DOI10.1007/BF01587077MaRDI QIDQ1119179zbMATH OpenOpenAlexFDO

Authors Alton C. Williams

Publication date 1989

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01587077

zbMATH Keywords

perturbationsdirectional partial derivativesMarginal valuespost- optimal analysis

Mathematics Subject Classification ID

Linear programming (90C05) Integer programming (90C10) Mixed integer programming (90C11)

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Cites work

• scientific article; zbMATH DE number 3121288 (Why is no real title available?)
• scientific article; zbMATH DE number 3709922 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• scientific article; zbMATH DE number 3186512 (Why is no real title available?)
• Complementarity Theorems for Linear Programming
• Convex Analysis
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Exceptional Paper—Parametric and Postoptimality Analysis in Integer Linear Programming
• Integer programming duality: Price functions and sensitivity analysis
• Marginal Values in Linear Programming
• Minimal inequalities
• On the continuity of the value of a linear program and of related polyhedral-valued multifunctions
• Point-to-Set Maps in Mathematical Programming
• The Validity of a Family of Optimization Methods
• The value function of an integer program

Cited in

(4)

• Average shadow price in a mixed integer linear programming problem
• Efficient market-clearing prices in markets with nonconvexities
• Evaluating Marginal Costs Associated with Ratio and Other Constraints in Linear Programmes
• Lipschitz continuity of the value function in mixed-integer optimal control problems

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