Mathematical Programming

, Volume 20, Issue 1, pp 173–195 | Cite as

Integer programming duality: Price functions and sensitivity analysis

  • Laurence A. Wolsey


Recently a duality theory for integer programming has been developed. Here we examine some of the economic implications of this theory, in particular the necessity of using price functions in place of prices, and the possibility of carrying out sensitivity analysis of optimal solutions. In addition we consider the form of price functions that are generated by known algorithms for integer programming.

Key words

Integer Programming Duality Sensitivity Analysis Valid Inequalities Branch and Bound Methods Group Problems Lagrangean Relaxation 


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Copyright information

© North-Holland Publishing Company 1981

Authors and Affiliations

  • Laurence A. Wolsey
    • 1
  1. 1.C.O.R.E., Université Catholique de LouvainLouvain-la-NeuveBelgium

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