Article ID: | iaor20128237 |
Volume: | 155 |
Issue: | 3 |
Start Page Number: | 810 |
End Page Number: | 839 |
Publication Date: | Dec 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Fang Ya, Huang Nan, Yang Xiao |
Keywords: | graphs, programming: linear |
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.