Slopes of shadow prices and Lagrange multipliers

DOI10.1007/s11590-007-0048-3zbMath1175.90369OpenAlexW1995035565MaRDI QIDQ928294

Sjur Didrik Flåm, Oliver Stein, Hubertus Th. Jongen

Publication date: 11 June 2008

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-007-0048-3

zbMATH Keywords

optimal value functionmatrix inversionKarush-Kuhn-Tucker system

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31)

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Low order-value approach for solving var-constrained optimization problems

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