The Computation of Shadow Prices in Linear Programming

DOI10.2307/2581039MaRDI QIDQ3942740zbMATH OpenOpenAlexFDO

Authors Donald C. Aucamp, David Steinberg

Publication date 1982

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581039

zbMATH Keywords

degeneracyshadow pricesdual problemdual variablesoptimal basic solution

Mathematics Subject Classification ID

Linear programming (90C05) Multisectoral models in economics (91B66)

Cited in

(15)

• A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies
• Approaches to sensitivity analysis in linear programming
• Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey
• Computing shadow prices with multiple Lagrange multipliers
• Directional shadow price in linearly constrained nonconvex optimization models
• On some properties of \(0\)-degeneracy graphs
• Average shadow price in a mixed integer linear programming problem
• Post-optimality analysis of the optimal solution of a degenerate linear program using a pivoting algorithm
• Degeneracy graphs: Theory and applications. An updated survey
• Informative Lagrange multipliers in nonlinear parametric programming models
• Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems
• Survey of solved and open problems in the degeneracy phenomenon
• Selected bibliography on degeneracy
• A set partitioning heuristic for the generalized assignment problem
• Generalized average shadow prices and bottlenecks

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