Integer programming duality: Price functions and sensitivity analysis
Integer programming duality: Price functions and sensitivity analysis
复制标题
整数规划对偶性:价格函数和敏感性分析
作者:
L. Wolsey
Recently a duality theory for integer programming has been developed. Here we examine some of the economic implications of this theory, in particular the necessity of using price functions in place of prices, and the possibility of carrying out sensitivity analysis of optimal solutions. In addition we consider the form of price functions that are generated by known algorithms for integer programming.