Marginal Values in Linear Programming

DOI10.1137/0111006MaRDI QIDQ5724364zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

Applications of probability theory and statistics

Cited in

(25)

• A Variable-Complexity Norm Maximization Problem
• A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies
• Marginal values in mixed integer linear programming
• Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey
• Stability of linearly constrained convex quadratic programs
• Sensitivity analysis in applications with deviation, risk, regret, and error measures
• A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
• The concept of proper solution in linear programming
• Characterizing an optimal input in perturbed convex programming
• A practicable way for computing the directional derivative of the optimal value function in convex programming
• Optimal simplex tableau characterization of unique and bounded solutions of linear programs
• The continuity of the optimum in parametric programming and applications to stochastic programming
• Finding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solution
• Degeneracy graphs: Theory and applications. An updated survey
• Implicit function theorems for mathematical programming and for systems of inequalities
• Withholding and damage in Bayesian trade mechanisms
• Symmetric duality theory for linear goal programming
• Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
• Designing optimization problems with diverse solutions
• Selected bibliography on degeneracy
• On properties of the probabilistic contrained linear programming problem and its dual
• Probabilistic constraints in primal and dual linear programs: Duality results
• On the optimal value function for certain linear programs with unbounded optimal solution sets
• A stable theorem of the alternative: An extension of the Gordan theorem
• scientific article; zbMATH DE number 3758093 (Why is no real title available?)

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