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Nonlinear Perturbation of Linear Programs

SIAM Journal on Control and OptimizationPublished 1 November 1979Open access
O. L. Mangasarian, R. R. Meyer
Citations170
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Abstract

The objective function of any solvable linear program can be perturbed by a differentiable, convex or Lipschitz continuous function in such a way that (a) a solution of the original linear program is also a Karush–Kuhn–Tucker point, local or global solution of the perturbed program, or (b) each global solution of the perturbed problem is also a solution of the linear program.

Keywords

Computer ScienceMathematics