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» Computing True Shadow Prices in Linear Programming
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INFORMATICALT
2000
96views more  INFORMATICALT 2000»
15 years 24 days ago
Computing True Shadow Prices in Linear Programming
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...
James K. Ho
108
Voted
CCE
2005
15 years 26 days ago
Phenotype phase plane analysis using interior point methods
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...
Steven L. Bell, Bernhard O. Palsson
IOR
2010
98views more  IOR 2010»
14 years 10 months ago
A Shadow Simplex Method for Infinite Linear Programs
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...
Archis Ghate, Dushyant Sharma, Robert L. Smith
118
Voted
TRANSCI
2010
101views more  TRANSCI 2010»
14 years 11 months ago
Computing Time-Dependent Bid Prices in Network Revenue Management Problems
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...
Sumit Kunnumkal, Huseyin Topaloglu
118
Voted
WINE
2005
Springer
206views Economy» more  WINE 2005»
15 years 6 months ago
Exchange Market Equilibria with Leontief's Utility: Freedom of Pricing Leads to Rationality
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...
Yinyu Ye