MIE376 Lec 5 - NLPQPv2.page12

MIE376 Lec 5- - the optimal objective for a small increase in b j in this case the increase in the objective as the r.h.s of the constraints are

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MIE376 - Mathematical Programming 12 Lagrange multipliers as Shadow Prices ± what happens to ± Heuristically, this implies that at the optimal solution λ j * are like the shadow prices of the LP constraints, they indicate an increase in
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Unformatted text preview: the optimal objective for a small increase in b j , in this case the increase in the objective as the r.h.s. of the constraints are increased. j j b L λ = ∂ ∂ / ) , ( λ x...
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto- Toronto.

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