The Perturbation Method in Mathematical Programming

Abstract

First of all, a general description of the perturbation method is given here. The main idea of the method consists of dividing an original program into a simple reduced structure and into perturbations. The perturbations are supposed to be small, and their level is characterized by a parameter ɛ. A goal is to construct a suboptimal solution to the original program using information about the reduced solution and, to some degree, properties of the perturbations. In this connection, the meaning of the terms “simplicity” and “smallness” (“proximity”) is discussed in a semi-formal way in Section 1.1.