47 search results - page 1 / 10 » Computing True Shadow Prices in Linear Programming |
INFORMATICALT
2000
13 years 10 months ago
2000
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. How...
CCE
2005
13 years 10 months ago
2005
Phenotype phase plane analysis is a linear optimization procedure which can be used to study the value of the objective function (a desired phenotype) as two variables (external s...
IOR
2010
13 years 8 months ago
2010
We present a Simplex-type algorithm, that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another not necessarily adjacent extrem...
TRANSCI
2010
13 years 9 months ago
2010
We propose a new method to compute bid prices in network revenue management problems. The novel aspect of our method is that it naturally provides dynamic bid prices that depend o...
WINE
2005
Springer
14 years 4 months ago
2005
Springer
This paper studies the equilibrium property and algorithmic complexity of the exchange market equilibrium problem with concave piece-wise linear functions, which include linear an...