Differentiable selection of optimal solutions in parametric linear programming
Dinh The Luc, Pham Huy Dien · Proceedings of the American Mathematical Society · 1997
In the present paper we prove that if the data of a parametric linear optimization problem are smooth, the solution map admits a local smooth selection “almost” everywhere. This in particular shows that the set of points where the marginal function of the problem is nondifferentiable is nowhere dense.