NON-LINEAR PERTURBATION OF LINEAR PROGRAMS

被引:108
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
相关论文
共 5 条
[1]  
Karush W., 1939, THESIS U CHICAGO
[2]  
Mangasarian O. L., 1969, NONLINEAR PROGRAMMIN
[3]   UNIQUENESS OF SOLUTION IN LINEAR-PROGRAMMING [J].
MANGASARIAN, OL .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1979, 25 (01) :151-162
[4]  
MANGASARIAN OL, 327 U WISC COMP SCI
[5]  
Rockafellar R. T., 1970, CONVEX ANAL