Interpreting Dual Variables for Optimization with Nonmonetary Objectives
提出一种解释非货币目标数学规划中双变量的通用方法,可将影子价格转换为易于理解的单位(如每单位资源的美元数),适用于目标规划、期望效用最大化等问题。
An approach to the interpretation of dual variables for mathematical programs with nonmonetary objectives is described. The approach is general, and in particular may be applied to problems of goal programming, expected utility maximization, intertemporal utility maximization and risk minimization subject to minimum income constraints. The technique is designed to transform shadow prices, expressed in marginal increases in the objective per unit of resource, into easily interpreted units, such as dollars per unit of resource.