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About: Danskin's theorem     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : yago:Theorem106752293, within Data Space : dbpedia.demo.openlinksw.com associated with source document(s)

Type: yago:WikicatTheoremsInAnalysisyago:Abstraction100002137yago:Communication100033020yago:Message106598915yago:Proposition106750804yago:Statement106722453yago:Theorem106752293 New Facet based on Instances of this Class

In convex analysis, Danskin's theorem is a theorem which provides information about the derivatives of a function of the form The theorem has applications in optimization, where it sometimes is used to solve minimax problems. The original theorem given by J. M. Danskin in his 1967 monograph provides a formula for the directional derivative of the maximum of a (not necessarily convex) directionally differentiable function. An extension to more general conditions was proven 1971 by Dimitri Bertsekas.