On the ε-perturbation method for avoiding degeneracy

  • Authors:
  • Nimrod Megiddo;R. Chandrasekaran

  • Affiliations:
  • IBM Almaden Research Center, 650 Harry Road, San Jose, CA 95120-6099, USA and School of Mathematical Sciences, Tel Aviv University, Tel Aviv, Israel;The University of Texas at Dallas, Box 830688, Richardson, TX 75083-0688, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1989

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Abstract

Although it is NP-complete to decide whether a linear programming problem is degenerate, the @e-perturbation method can be used to reduce in polynomial time any linear programming problem with rational coefficients to a nondegenerate problem. The perturbed problem has the same status as the given one in terms of feasibility and unboundedness, and optimal bases of the perturbed problem are optimal in the given problem.