Marginal Values in Linear Programming

From MaRDI portal
Publication:5724364

DOI10.1137/0111006zbMath0115.38102OpenAlexW2066656703MaRDI QIDQ5724364

Alton C. Williams

Publication date: 1963

Published in: Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0111006




Related Items

A Variable-Complexity Norm Maximization ProblemFinding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solutionStability of linearly constrained convex quadratic programsMarginal values in mixed integer linear programmingDesigning optimization problems with diverse solutionsOptimal simplex tableau characterization of unique and bounded solutions of linear programsA practicable way for computing the directional derivative of the optimal value function in convex programmingWithholding and damage in Bayesian trade mechanismsSensitivity Analysis in Applications with Deviation, Risk, Regret, and Error MeasuresImplicit function theorems for mathematical programming and for systems of inequalitiesA stable theorem of the alternative: An extension of the Gordan theoremUnnamed ItemSymmetric duality theory for linear goal programmingA globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation pointsThe concept of proper solution in linear programmingA linear programming-based algorithm for the signed separation of (non-smooth) convex bodiesThe continuity of the optimum in parametric programming and applications to stochastic programmingTwo-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic RecourseOn properties of the probabilistic contrained linear programming problem and its dualCharacterizing an optimal input in perturbed convex programmingOn the optimal value function for certain linear programs with unbounded optimal solution setsSelected bibliography on degeneracyDegeneracy graphs: Theory and applications. An updated surveyProbabilistic constraints in primal and dual linear programs: Duality resultsShadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey