Interpretation of Lagrange multipliers in nonlinear pricing problem

DOI10.1007/s11590-009-0166-1zbMath1193.90191OpenAlexW2054054484MaRDI QIDQ968019

Harri Ehtamo, Kimmo Berg

Publication date: 3 May 2010

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

Full work available at URL: https://doi.org/10.1007/s11590-009-0166-1

zbMATH Keywords

sensitivitystabilityconservation lawflow network

Mathematics Subject Classification ID

Nonlinear programming (90C30) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (6)

A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ Method of digraphs for multi-dimensional screening ⋮ Complexity of solution structures in nonlinear pricing ⋮ Continuous learning methods in two-buyer pricing problem ⋮ A benefit-of-the-doubt model with reverse indicators ⋮ Adaptive image interpolation by cardinal splines in piecewise constant tension

Cites Work

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• An adjustment scheme for nonlinear pricing problem with two buyers
• Degeneracy in NLP and the development of results motivated by its presence
• On the genesis of the Lagrange multipliers
• Multidimensional screening.
• Learning in nonlinear pricing with unknown utility functions

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