Local Smooth Representations of Parametric Semiclosed Polyhedra with Applications to Sensitivity in Piecewise Linear Programs

نویسندگان

  • Ya-Ping Fang
  • Nan-Jing Huang
  • Xiaoqi Yang
چکیده

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.

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عنوان ژورنال:
  • J. Optimization Theory and Applications

دوره 155  شماره 

صفحات  -

تاریخ انتشار 2012