haku: @indexterm LINEAR PROGRAMMING / yhteensä: 544
viite: 82 / 544
| Tekijä: | Crema, A. |
| Otsikko: | Average shadow price in a mixed integer linear programming problem |
| Lehti: | European Journal of Operational Research
1995 : SEP 21, VOL. 85:3, p. 625-635 |
| Asiasana: | INTEGER PROGRAMMING PRICES LINEAR PROGRAMMING |
| Kieli: | eng |
| Tiivistelmä: | 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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