关于线性规划问题的非唯一性最优影子价格

ON NON-UNIQUE OPTIMAL SHADOW PRICE FOR LINEAR PROGRAMMING

本文讨论了线性规划问题非唯一的最优影子价格的存在条件和计算方法。并研究了原问题的最优解和对偶问题的最优影子价格的关系,当原问题有最优极方向时,它的最优解不一定是对偶问题的最优影子价格。

This paper discussed the cxistent conditions and the computing methods of non-unique optimal shadow price for linear programming and studied the rclation between the optimal solution of the original prblem and the optimal shadow price of its dual problem.The optimal solution of the original problem was not certainly the optimal shadow price of its dual problem when the optimal extreme directions of the original problem were in existence.