Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

29

INFORMATICALT
2000

favoriteEmaildiscussreport

96views more INFORMATICALT 2000»

Computing True Shadow Prices in Linear Programming

13 years 10 months ago

Computing True Shadow Prices in Linear Programming

Download www.mii.lt

It is well known that in linear programming, the optimal values of the dual variables can be interpreted as shadow prices (marginal values) of the right-hand side coefficients. However, this is true only under nondegeneracy assumptions. Since real problems are often degenerate, the output from conventional LP software regarding such marginal information can be misleading. This paper surveys and generalizes known results in this topic and demonstrates how true shadow prices can be computed with or without modification to existing software. Key words: linear programming, shadow prices, optimization software.

James K. Ho

Real-time Traffic

Conventional Lp Software | INFORMATICALT 2000 | Linear Programming | Shadow Prices |

claim paper

Related Content

» Phenotype phase plane analysis using interior point methods

» A Shadow Simplex Method for Infinite Linear Programs

» Computing TimeDependent Bid Prices in Network Revenue Management Problems

» Exchange Market Equilibria with Leontiefs Utility Freedom of Pricing Leads to Rationality

» A Bidding Algorithm for Optimized UtilityBased Resource Allocation in Ad Hoc Networks

» Exact Arithmetic at Low Cost A Case Study in Linear Programming

» Fast Fair and Efficient Flows in Networks

» Linear Programs for Hypotheses Selection in Probabilistic Inference Models

» An MPIStream Hybrid Programming Model for Computational Clusters

Post Info
More Details (n/a)

Added	18 Dec 2010
Updated	18 Dec 2010
Type	Journal
Year	2000
Where	INFORMATICALT
Authors	James K. Ho

Comments (0)