| In this paper we extend the concept of non-discrimi-nating prices to a problem with a hierarchical structure in which the sublevel holds linear constraints and the central level holds a reverse convex constraint. The objective is a linear function to be minimized. In the study of the relationship between prices and characteristics of optimal solutions we prove that the existence of an optimal non-discriminating price is equivalent to the convexity of the set of optimal solutions. On the basis of this optimal price one can linearize the problem, provided that an optimal solution to the dual is known. |
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