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Soyster, A. L. 1
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Note---An Objective Function Perturbation with Economic Interpretations
Soyster, A. L. - In: Management Science 27 (1981) 2, pp. 231-237
For an ordinary linear program it is well known that, if the resources are evaluated at marginal prices determined by an optimal dual solution, then this imputed value is identical with the value of the primal objective function. For a convex program with a nonlinear objective function and...
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