Abstract
The problem of the directional differentiability of a maximum function over a continual set of quasidifferentiable functions is discussed. A formula for the directional derivative such a maximum function is obtained. It is shown that the function is not necessarily quasidifferentiable any more. An illustrative example is provided.
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References
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© 1986 The Mathematical Programming Society, Inc.
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Demyanov, V.F., Zabrodin, I.S. (1986). Directional differentiability of a continual maximum function of quasidifferentiable functions. In: Demyanov, V.F., Dixon, L.C.W. (eds) Quasidifferential Calculus. Mathematical Programming Studies, vol 29. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121141
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DOI: https://doi.org/10.1007/BFb0121141
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