Business I / Lagrange Multipliers
Practice question · Multiple choice

The Lagrange multiplier λ\lambda is sometimes dismissed as a bookkeeping device with no meaning. What does it actually measure?

Hints
  1. Ask what happens to the optimal value if the constraint is loosened slightly.
  2. The envelope theorem is the formal statement.
Show the answer

D. The shadow price: how much the optimum improves per unit

Why

λ\lambda is the value of relaxing the constraint by one unit. This makes it directly usable: it prices an extra hour of machine time or an extra euro of budget without re-solving the problem.

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