Shadow prices in nonconvex mathematical programming

DOI10.1007/BF01581650MaRDI QIDQ3885539zbMATH OpenFDO

Authors Jacques Gauvin

Publication date 1980

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01581650

zbMATH Keywords

continuity propertieseconomic interpretationequality constraintsequilibrium pricesexact valuesexistence conditionsexistence proofinequality constraintslinear independence regularity conditionMangasarian-Fromowitz regularity conditionnonconvex programmingshadow prices

Mathematics Subject Classification ID

Nonlinear programming (90C30) Applications of mathematical programming (90C90) Mathematical economics (91B99)

Cites work

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Cited in

(7)

• A shadow price in integer programming for management decision
• Average shadow prices in mathematical programming
• The average shadow price for MILPs with integral resource availability and its relationship to the marginal unit shadow price
• Computing shadow prices with multiple Lagrange multipliers
• Regularity properties of the optimal value function in non linear programming
• Directional shadow price in linearly constrained nonconvex optimization models
• Informative Lagrange multipliers in nonlinear parametric programming models

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