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.
No takes yet. Share an insight, caveat, or question.
Mangasarian et al. (1979) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: