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Math Help - Gradient for the max function

  1. #1
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    Gradient for the max function

    Suppose f(\vec{x})=\max_ix_i. What is the gradient \bigtriangledown f(\vec{x})=?

    Any help appreciated.
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  2. #2
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    I don't believe that is a differentiable function.
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  3. #3
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    THanks for ur reply. Can u provide a brief explanation for the non-differentiability of this function?? My major is electrical engineering, and background in analysis is not good.
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  4. #4
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    If you were to graph max(x,y) on, say -1\le x\le 1, -1\le y\le 1 you would see sharp corners along the lines y= x and y= -x. Generally speaking, only "smooth" functions have derivatives.
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