Slopes of shadow prices and Lagrange multipliers.

Sjur Didrik Flåm Hubertus Th. Jongen Oliver Stein

Published in: Optim. Lett. (2008)

Keyphrases

lagrange multipliers
constrained optimization
linear program
rate distortion
cost function
objective function
lagrange multiplier method
support vector regression
neural network
penalty function
computer vision
computational complexity
lower bound
evolutionary algorithm
special case