Shadow prices in nonconvex mathematical programming

DOI10.1007/BF01581650zbMath0442.90082MaRDI QIDQ3885539

Jacques Gauvin

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

equality constraintsnonconvex programminginequality constraintsexistence conditionsshadow pricesexistence proofeconomic interpretationcontinuity propertiesequilibrium pricesexact valueslinear independence regularity conditionMangasarian-Fromowitz regularity condition

Mathematics Subject Classification ID

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

Related Items (7)

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

Cites Work

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• The Generalized Gradient of a Marginal Function in Mathematical Programming
• Mathematics in economics: Achievements, difficulties, perspectives
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• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Differential Stability in Nonlinear Programming
• The Dual in Nonlinear Programming and Its Economic Interpretation
• Convex Analysis
• Exact Distribution of Continuous Variables in Sequential Analysis

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