The diagonalizability of quadratic functions and the arbitrariness of shadow prices
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Publication:1181978
DOI10.1016/0005-1098(91)90119-MzbMath0737.90016OpenAlexW2045875175MaRDI QIDQ1181978
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
Quadratic programming (90C20) Macroeconomic theory (monetary models, models of taxation) (91B64) Linear-quadratic optimal control problems (49N10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
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- Objective functions and the complexity of policy design
- Respecifying the weighting matrix of a quadratic objective function
- On the choice of weighting matrices in the minimum variance controller
- Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers
- Polynomial algorithms in linear programming
- Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
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