Shadow prices in infinite-dimensional linear programming

DOI10.1287/MOOR.23.1.239MaRDI QIDQ2757532zbMATH OpenOpenAlexFDO

Authors H. Edwin Romeijn, Robert L. Smith

Publication date 26 November 2001

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/7311

zbMATH Keywords

dualityinfinite horizon optimizationshadow prices

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Semi-infinite programming (90C34)

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Cited in

(27)

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• Duality in infinite dimensional linear programming
• Average shadow prices in mathematical programming
• Valuation and martingale properties of shadow prices: an exposition
• Generalized average shadow prices and bottlenecks
• Inverse optimization in countably infinite linear programs
• On packing and covering polyhedra in infinite dimensions
• Inverse optimization in semi-infinite linear programs
• Shadow pricing of undesirable outputs in nonparametric analysis
• Shadow price of information in discrete time stochastic optimization
• Matching variables to equations in infinite linear equation systems
• Computing true shadow prices in linear programming
• Robust optimization in countably infinite linear programs
• A simplex method for uncapacitated pure-supply infinite network flow problems
• Circumventing the Slater conundrum in countably infinite linear programs
• A Note on Shadow Prices in Linear Programming
• The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization
• A simplex algorithm for minimum-cost network-flow problems in infinite networks
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• The value function of an infinite-horizon single-item lot-sizing problem
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• Duality in Countably Infinite Monotropic Programs
• Using Shadow Prices to Reveal Personal Preferences in a Two-Stage Assignment Problem
• scientific article; zbMATH DE number 5238187 (Why is no real title available?)
• Duality in convex minimum cost flow problems on infinite networks and hypernetworks
• Slopes of shadow prices and Lagrange multipliers

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