线性规划影子价格的求解判断方法探讨

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.

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

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.