标题： 参数凸优化问题中的价值函数梯度 显示英文标题

标题： Gradient of the Value Function in Parametric Convex Optimization Problems

摘要： 我们研究参数凸优化问题中价值函数梯度的计算。 我们推导了价值函数梯度的一般表达式，该表达式以成本函数、约束条件和拉格朗日乘数为基准。 特别是，我们证明了对于严格凸的参数二次规划问题，当可行空间内部的点满足线性独立约束资格时，价值函数在该点处是连续可微的。 显示英文摘要

摘要： We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange multipliers. In particular, we show that for the strictly convex parametric quadratic program the value function is continuously differentiable at every point in the interior of feasible space for which the Linear Independent Constraint Qualification holds.