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Nonlinear prices are commonly observed in market economies. This paper investigates nonlinear pricing under general conditions. It explores how nonlinear pricing can arise under nonconvexity. The arguments are presented in the context of an optimization problem, where a separating hypersurface provides information on pricing under general nonconvexity. The analysis applies to efficiency assessments, noting that Pareto efficiency can be expressed as the maximization of aggregate benefit. Whendoi:10.4236/tel.2020.106073 fatcat:jzwg6riaozd33nw2s443d6nyyy