Business I / Lagrange Multipliers
Practice question · Multiple choice

The Lagrange multiplier λ has an economic meaning at the optimum. What is it?

Hints
  1. Ask what one more euro of budget would buy in extra utility.
  2. The multiplier appears when you differentiate the value function with respect to the constraint. What is that derivative?
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A. The shadow price: the gain from relaxing the constraint by one

Why

λ is the derivative of the optimal value with respect to the constraint level, so it prices the constraint itself, which turns 'is the extra machine worth buying?' into a number you already computed. Treating it as algebraic bookkeeping discards the most useful output of the method.

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