When Restrictive Constraints Are Nonbinding: Illustrations and Implications
作者:
Joseph S. Martinich,
期刊:
Decision Sciences
(WILEY Available online 1991)
卷期:
Volume 22,
issue 1
页码: 53-59
ISSN:0011-7315
年代: 1991
DOI:10.1111/j.1540-5915.1991.tb01261.x
出版商: Blackwell Publishing Ltd
关键词: Decision Processes;Mathematical Programming;Sensitivity Analysis;Strategy and Policy.
数据来源: WILEY
摘要:
For convex and concave mathematical programs restrictive constraints (i.e., their deletion would change the optimum) will always be binding at the optimum, and vice versa. Less well‐known is the fact that this property does not hold more generally, even for problems with convex feasible sets. This paper demonstrates the latter fact using numerical illustrations of common classes of problems. It then discusses the implications for public policy analysis, econometric estimation, and solution algorithm
点击下载:
PDF
(411KB)
返 回