线性规划影子价格的求解判断方法探讨  

Discussion on the Solution and Judgment of the Shadow Price in Linear Programming

作　　者：费威[1] 

机构地区：[1]东北财经大学数学与数量经济学院,辽宁大连116025

出　　处：《数学的实践与认识》2012年第20期7-16,共10页Mathematics in Practice and Theory

基　　金：国家自然科学基金(70901016);辽宁省社会科学规划基金(L11DJY046);东北财经大学教学研究项目(YY12014)

摘　　要：针对线性规划对偶问题最优解不唯一时,在已有文献提出的对偶最优解不唯一的充要条件定理基础上,结合线性规划灵敏度分析,提出影子价格的求解判断的简单准则及其命题,并进行证明.最后,用算例加以分析,指出该判断方法简单易行,也可作为通过计算软件求解影子价格的准确判断方法.In view of the non-uniqueness of optimal solution to linear programming dual problem, we propose the simple solution and judgment guidelines and the propositions of the shadow price on the basis of the theorem of the non-uniqueness of the dual optimal solution if and only if in the related literature with sensitivity analysis of linear programming, and prove it. Finally, we analyze by examples, and show that the judge method is simple, and it is also easy to solve and judge the shadow price by sensitivity analysis of the software.

关 键 词：线性规划 影子价格 灵敏度分析 判断准则 

分 类 号：O221.1[理学—运筹学与控制论]