Marginal Values in Linear Programming

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
Sensitivity analysis in applications with deviation, risk, regret, and error measures
Stability of linearly constrained convex quadratic programs
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
Withholding and damage in Bayesian trade mechanisms
Implicit function theorems for mathematical programming and for systems of inequalities
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
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