In the sensitivity report for nonlinear optimization models,the ________ is analogous to the shadow price in linear optimization sensitivity reports.
A)Final value
B)Reduced gradient
C)Lagrange multiplier
D)Lower limit

Question

Quizplus · Accepted Answer

The Lagrange multiplier in the sensitivity report for nonlinear optimization models is analogous to the shadow price in linear optimization sensitivity reports. The Lagrange multiplier represents the rate of change in the optimal objective function value with respect to a small change in a constraint. Its interpretation is similar to that of the shadow price, which represents the change in the objective function value when the right-hand side of a constraint is increased by one unit. Therefore, the correct choice is C.

In the Sensitivity Report for Nonlinear Optimization Models,the ________ Is