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.

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