The diagonalizability of quadratic functions and the arbitrariness of shadow prices

DOI10.1016/0005-1098(91)90119-MzbMath0737.90016OpenAlexW2045875175MaRDI QIDQ1181978

Berc 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

shadow pricesdiagonal Hessiansupdating nondiagonal Hessians

Mathematics Subject Classification ID

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)

Related Items (2)

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

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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