Slopes of shadow prices and Lagrange multipliers

DOI10.1007/S11590-007-0048-3MaRDI QIDQ928294zbMATH OpenOpenAlexFDO

Authors Sjur Didrik Flåm, Hubertus T. Jongen, Oliver Stein

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

Karush-Kuhn-Tucker systemmatrix inversionoptimal value function

Mathematics Subject Classification ID

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

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Cited in

(9)

• Multipliers and generalized derivatives of performance functions
• Generalized average shadow prices and bottlenecks
• Computing shadow prices with multiple Lagrange multipliers
• AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION
• scientific article; zbMATH DE number 4025114 (Why is no real title available?)
• scientific article; zbMATH DE number 5238187 (Why is no real title available?)
• Characterizing shadow price via Lagrange multiplier for nonsmooth problem
• Low order-value approach for solving var-constrained optimization problems
• Interpretation of Lagrange multipliers in nonlinear pricing problem

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