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| Author: | Crema, A. |
| Title: | Average shadow price in a mixed integer linear programming problem |
| Journal: | European Journal of Operational Research
1995 : SEP 21, VOL. 85:3, p. 625-635 |
| Index terms: | INTEGER PROGRAMMING PRICES LINEAR PROGRAMMING |
| Language: | eng |
| Abstract: | Recently a new concept of shadow price, the average shadow price, based on the average and not on the marginal contribution of a resource, has been developed for pure Integer Linear Programming problems. In this paper the author proves that average shadow prices can be used in a Mixed Integer Linear Programming problems and that some of its properties are analogous with the properties of shadow prices in a Linear Programming problem. A natural link with the right-hand-side parametric problem leads the author to a proof of completeness for parametric analysis. |
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