Computer Sciences Dept.

Nonlinear Perturbation of Linear Programs

Olvi Mangasarian, Robert Meyer

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.

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