Improving Shadow Price Information: Obtaining Relevant Shadow Prices from Problems with Decomposable Objectives
提出一种方法，从包含多个目标的数学规划模型中分解出适用于单个目标的影子价格，并在GAMS中实现，适用于多目标和风险相关模型。
Abstract Mathematical programming models can incorporate multiple objectives. Shadow prices in such models reflect a mixture of all of the objectives. A procedure is implemented to develop decomposed shadow prices applicable to the individual objectives. The procedure is demonstrated in a GAMS implementation for multiple objective and risk‐related models.