On the continuity of the maximum in parametric linear programming

• DOI: 10.1007/bf00933875
• Publication Date: 2005-01-02T23:50:34Z
• Authors: D. H. Martin
• Keywords: Theory of computation; Maximum principle

For the widest class of parametric linear programs with continuous dependence of coefficients on parameters, the following theorem is proven: for any parameter vectort 0 in the domain of definition of the maximum, if the set of optimal solutions is bounded, then the maximum is upper semicontinuous att 0. If the same proviso is met also in the dual program, then the maximum must be continuous att 0.