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Shadow price of the ith constraint of a max problem is the optimal value of the ith dual variable.
In a maximization problem, the righthand side of the ith constraint is increased by an amount
, then (assuming the current basis remains optimal) the new optimal z-value may be found
from
New optimal z-value = old optimal z-value-
(Constraint i shadow price)
For a minimization problem, the shadow price of the ith constraint is the amount by which a unit
increase in the right-hand side improves, or decreases, the optimal z-value (assuming that the
current basis remains optimal) If the right-hand side is increased by an amount
, then
(assuming the current basis remains optimal) the new optimal z-value may be found from
New optimal z-value = old optimal z-value -
(Constraint i shadow price)