A dual perturbation view of linear programming

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.Partially sponsored by the North Carolina Supercomputing Center 1994 Cray Research Grant and the National Textile Center Research Grant.