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Constraint Sense in Dual

The document discusses how to determine the sign of the shadow price, or dual variable, of a constraint when writing the dual formulation of an optimization problem. If the objective function is improving subject to the constraint, the shadow price will have the same sign as the constraint inequality. If the objective is worsening subject to the constraint, the shadow price will have the opposite sign of the constraint inequality.

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lordavenger
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Download as PDF, TXT or read online on Scribd
44 views

Constraint Sense in Dual

The document discusses how to determine the sign of the shadow price, or dual variable, of a constraint when writing the dual formulation of an optimization problem. If the objective function is improving subject to the constraint, the shadow price will have the same sign as the constraint inequality. If the objective is worsening subject to the constraint, the shadow price will have the opposite sign of the constraint inequality.

Uploaded by

lordavenger
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1

Finding the sense of a constraint when


writing the dual formulation
Sign of the shadow price
of the constraint.
2
A <= Constraint (Objective improving)
A >= Constraint (Objective
worsening)
3

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