Slopes of shadow prices and Lagrange multipliers

Optimization Letters

Volumn 2, Issue 2, 2008, Pages 143-155

  Flam S D ^a   Jongen, H Th ^b   Stein, O ^c  

^a UNIVERSITY OF BERGEN   (Norway)

^b RWTH AACHEN UNIVERSITY   (Germany)

^c UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Karush Kuhn Tucker system; Matrix inversion; Optimal value function; Sensitivity; Shadow price

Indexed keywords

ECONOMIC ANALYSIS; FUNCTIONS; JACOBIAN MATRICES; MATHEMATICAL MODELS; OPTIMIZATION; PROBLEM SOLVING;

EXPLICIT FORMULAS; KARUSH-KUHN-TUCKER SYSTEM; MATRIX INVERSION; OPTIMAL VALUE FUNCTIONS; PRICE CURVES; SHADOW PRICE;

LAGRANGE MULTIPLIERS;

EID: 38549179430     PISSN: 18624472     EISSN: 18624480     Source Type: Journal    
DOI: 10.1007/s11590-007-0048-3     Document Type: Article

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