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A Dual Perturbation View of Linear Programming
Mathematical Methods of Operations Research (1996)
  • Shu-Cherng Fang, North Carolina State University at Raleigh
  • Jacob Tsao, University of California - Berkeley
Abstract

Solving standard-form linear prograrns via perturbation of the primal objective function has received much attention recently. In this paper, we investigate a new perturbation scheme which obtains a dual optimal solution by perturbing the dual feasible domain under different norms. A dual-to-primal conversion formula is also provided. We show that this new perturbation scheme actually generalizes the primal entropic perturbation approach to linear programming.

Publication Date
1996
Publisher Statement
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Citation Information
Shu-Cherng Fang and Jacob Tsao. "A Dual Perturbation View of Linear Programming" Mathematical Methods of Operations Research Vol. 44 Iss. 1 (1996)
Available at: http://works.bepress.com/jacob_tsao/33/