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

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

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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: , ,
Keywords: graphs, programming: linear
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.

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