Abstract
In this paper, we establish the equivalence between the half-space representation and the vertex representation of a smooth parametric semiclosed polyhedron. By virtue of the smooth representation result, we prove that the solution set of a smooth parametric piecewise linear program can be locally represented as a finite union of parametric semiclosed polyhedra generated by finite smooth functions. As consequences, we prove that the corresponding marginal function is differentiable and the solution map admits a differentiable selection.
Original language | English |
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Pages (from-to) | 810-839 |
Number of pages | 30 |
Journal | Journal of Optimization Theory and Applications |
Volume | 155 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Dec 2012 |
Keywords
- Parametric semiclosed polyhedra
- Piecewise linear program
- Sensitivity
- Smooth representation
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics