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Smooth representation of a parametric polyhedral convex set with application to sensitivity in optimization |
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| Authors: | Dinh The Luc |
| Institution: | Université d'Avignon, 33 rue Louis Pasteur, Avignon, France |
| Abstract: | We show in this paper that if a polyhedral convex set is defined by a parametric linear system with smooth entries, then it possesses local smooth representation almost everywhere. This result is then applied to study the differentiability of the solutions and the marginal functions of several classes of parametric optimization problems. |
| Keywords: | Polyhedral convex set representing point and direction sensitivity analysis parametric linear problem parametric concave problem parametric polyhedral problem |
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