Directional shadow price in linearly constrained nonconvex optimization models

DOI10.1007/S10898-023-01320-WMaRDI QIDQ6154402zbMATH OpenFDO

Authors Tao Jie, Gao Yan

Publication date 15 February 2024

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-023-01320-W

zbMATH Keywords

Lagrange multiplierlinearly constrained optimizationnonconvex optimizationshadow price

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cites work

• A Note on Shadow Prices in Linear Programming
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• A shadow price in integer programming for management decision
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• Computing shadow prices with multiple Lagrange multipliers
• Convex Analysis
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• Generalized equations and their solutions, part II: Applications to nonlinear programming
• scientific article; zbMATH DE number 46305 (Why is no real title available?)
• scientific article; zbMATH DE number 2121575 (Why is no real title available?)
• scientific article; zbMATH DE number 7358904 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• Point-to-Set Maps in Mathematical Programming
• Pseudonormality and a Lagrange multiplier theory for constrained optimization
• Sensitivity analysis in linear programming: Just be careful!
• Shadow prices in nonconvex mathematical programming
• Solution point differentiability without strict complementarity in nonlinear programming
• Strongly Regular Generalized Equations
• The average shadow price for MILPs with integral resource availability and its relationship to the marginal unit shadow price
• The Computation of Shadow Prices in Linear Programming

Cited in

(1)

• Characterizing shadow price via Lagrange multiplier for nonsmooth problem

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