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I am writing a paper that discusses results to solve stochastic problems with recourse analytically. The problem is nonlinear. I can also write an approximate stochastic linear program to sove the problem. The non-linear formuation is exact, and much faster.

However, I need to give a complexity argument analytically to say that the non-linear program will be solved much quickly. Is there any established result about the order of complexity of LP and NLP?

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