Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers
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Publication:3668326
DOI10.1137/1025044zbMath0518.90073OpenAlexW2035067306MaRDI QIDQ3668326
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Publication date: 1983
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1025044
optimizationLagrange multiplierssensitivity analysisperturbationdualityshadow priceequilibrium priceimputed costshadow cost
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Sensitivity, stability, parametric optimization (90C31) Numerical methods based on nonlinear programming (49M37) General equilibrium theory (91B50)
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