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Generalized average shadow prices and bottlenecks

Alejandro Crema(alejandro.crema***at***ciens.ucv.ve)

Abstract: We present a generalization of the average shadow price in 0-1-Mixed Integer Linear Programming problems and its relation with bottlenecks including the analysis relative to the coefficients matrix of resource constraints. A mathematical programming approach to find the strategy for investment in resources is presented.

Keywords: Mixed Integer programming, Average shadow price, Bottlenecks, Resource Constraints.

Category 1: Applications -- OR and Management Sciences

Category 2: Integer Programming ((Mixed) Integer Linear Programming )

Citation: Escuela de Computación, Facultad de Ciencias, Universidad Central de Venezuela

Download: [PDF]

Entry Submitted: 11/08/2016
Entry Accepted: 11/08/2016
Entry Last Modified: 11/08/2016

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