A note on directional differentiability of max-functions

A note on directional differentiability of max-functions

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Article ID: iaor19941821
Country: Japan
Volume: 38
Issue: 3
Start Page Number: 149
End Page Number: 157
Publication Date: Mar 1993
Journal: Fudai Keizai Ronshu
Authors:
Keywords: programming: mathematical, programming: nonlinear, programming: parametric
Abstract:

The problem of a max-function over a closed set in an Euclidean space of continuous functions is discussed. Danskin’s well-known result of the directional differentiability and his formula for the directional derivative of a max-function is obtained under milder assumption. Illustrative examples are also displayed.

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