NON-LINEAR PERTURBATION OF LINEAR PROGRAMS

被引:106
作者
MANGASARIAN, OL [1 ]
MEYER, RR [1 ]
机构
[1] UNIV WISCONSIN,DEPT IND ENGN,MADISON,WI 53706
关键词
Compendex;
D O I
10.1137/0317052
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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.
引用
收藏
页码:745 / 752
页数:8
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