Evaluating Marginal Costs Associated with Ratio and Other Constraints in Linear Programmes
针对线性规划中比率约束等非线性约束，指出其对偶变量给出的是线性化后的边际成本而非原始约束的，并展示了如何通过将问题视为更一般情况的特例来计算所需的边际成本。
In certain applications of linear programming, such as blending problems, there are constraints which place limits on ratios of linear combinations of the decision variables. These constraints can easily be linearized, but the values of the dual variables associated with them give the marginal cost associated with the linearized and not the original constraint. This note shows how the required marginal cost can be calculated by considering the problem as a special case of a more general one.