Informative Lagrange multipliers in nonlinear parametric programming models

DOI10.3934/jimo.2023134OpenAlexW4387625704MaRDI QIDQ6189856

Gao Yan, Tao Jie

Publication date: 5 February 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2023134

zbMATH Keywords

parametric programmingnonlinear programmingshadow pricepenalty function methodinformative Lagrange multiplier

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Cites Work

• A shadow price in integer programming for management decision
• Average shadow price in a mixed integer linear programming problem
• Sensitivity analysis in linear programming: Just be careful!
• Average shadow prices in mathematical programming
• Generalized average shadow prices and bottlenecks
• Pseudonormality and a Lagrange multiplier theory for constrained optimization
• Computing shadow prices with multiple Lagrange multipliers
• A Note on Shadow Prices in Linear Programming
• Some examples and counterexamples for the stability analysis of nonlinear programming problems
• The Linear Complementarity Problem
• Solution point differentiability without strict complementarity in nonlinear programming
• Shadow prices in nonconvex mathematical programming
• The Computation of Shadow Prices in Linear Programming
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Differential Stability in Nonlinear Programming
• Point-to-Set Maps in Mathematical Programming
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