Pages that link to "Item:Q5724364"

The following pages link to Marginal Values in Linear Programming (Q5724364):

Displaying 23 items.

• A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies (Q695915) (← links)
• On the optimal value function for certain linear programs with unbounded optimal solution sets (Q795745) (← links)
• Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey (Q1075251) (← links)
• Stability of linearly constrained convex quadratic programs (Q1117140) (← links)
• Marginal values in mixed integer linear programming (Q1119179) (← links)
• Optimal simplex tableau characterization of unique and bounded solutions of linear programs (Q1142157) (← links)
• A stable theorem of the alternative: An extension of the Gordan theorem (Q1166412) (← links)
• The continuity of the optimum in parametric programming and applications to stochastic programming (Q1217015) (← links)
• Selected bibliography on degeneracy (Q1312748) (← links)
• Degeneracy graphs: Theory and applications. An updated survey (Q1312751) (← links)
• Probabilistic constraints in primal and dual linear programs: Duality results (Q1321278) (← links)
• Finding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solution (Q1655360) (← links)
• A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points (Q1744883) (← links)
• On properties of the probabilistic contrained linear programming problem and its dual (Q1821690) (← links)
• A Variable-Complexity Norm Maximization Problem (Q3718152) (← links)
• Symmetric duality theory for linear goal programming (Q3818122) (← links)
• (Q3941200) (← links)
• Implicit function theorems for mathematical programming and for systems of inequalities (Q4045878) (← links)
• A practicable way for computing the directional derivative of the optimal value function in convex programming (Q4327955) (← links)
• Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
• Characterizing an optimal input in perturbed convex programming (Q4742581) (← links)
• Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse (Q4971014) (← links)
• Withholding and damage in Bayesian trade mechanisms (Q6188246) (← links)