A dual perturbation view of linear programming

Solving standard-form linear programs via perturbation of the primal objective function has received much attention recently. In this paper, the authors 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. They show that this new perturbation scheme actually generalizes the primal entropic perturbation approach to linear programming.