The diagonalizability of quadratic functions and the arbitrariness of shadow prices

DOI10.1016/0005-1098(91)90119-MMaRDI QIDQ1181978zbMATH OpenOpenAlexFDO

Authors Berç Rustem

Publication date 27 June 1992

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(91)90119-m

zbMATH Keywords

diagonal Hessiansshadow pricesupdating nondiagonal Hessians

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Quadratic programming (90C20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
• scientific article; zbMATH DE number 3637614 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• Objective functions and the complexity of policy design
• On the choice of weighting matrices in the minimum variance controller
• Polynomial algorithms in linear programming
• Respecifying the weighting matrix of a quadratic objective function

Cited in

(2)

• Optimal simulation with econometric models
• Interactive decision making: Equivalence of modified formulations

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