Nonlinear Perturbation of Linear Programs
Authors:
- O. L. MangasarianOMO. L. Mangasarian
- R. R. MeyerRMR. R. Meyer
- 1 November 1979
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 17 (6) , 745-752
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
This publication has 2 references indexed in Scilit:
- Uniqueness of solution in linear programmingLinear Algebra and its Applications, 1979
- Convex Analysis1970