Derivative of Min Function: Help Needed

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In summary: Therefore, the derivative would be the minimum of the derivatives of each individual element. However, at points where multiple elements are equal, the derivative would not exist.
  • #1
LeBrad
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I'm trying to take the derivative of a min function.

I have some function that depends on the variable x and a set of parameters x_i = x_1, x_2, ... .

[tex]f_i(x) = g(x,x_i)[/tex]

and then

[tex]y = min_i(f_i(x))[/tex]

So I'm finding the minimum value of f over all the x_i for some particular x value. Now I want to take dy/dx.

Is there some definition of min that allows differentiation? Like maybe calling it the [tex]\frac{1}{\infty}[/tex] norm. Although I don't think that would help since I probably can't differentiate infinite exponents. I don't think d/dx can pass through the min because that would just give me the minimum derivative value corresponding to one of the x_i, but what I want is how the minimum over all i changes as x moves relative to the x_i.

Any help?
 
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  • #2
Remeber min(a,b)=.5(a+b-|a-b|)
In other words it is easy to differentiate min, but the derivative will not exist at points where two values are equal but the derivatives are not. This is clear as min often has corners. Also of interest is min(a(i))=-max(-a(i)).
Example y=min(0,x)=x x<=0, 0 x>=0
y'=1 x<0, 0 x>0 (undefined for x=0)
 
  • #3
lurflurf said:
Remeber min(a,b)=.5(a+b-|a-b|)

That's what I was looking for. Now how about for many elements, i.e. min(a,b,c,d,e...)?
 
  • #4
min(a, b, c) = min(min(a, b), c)
and so on
 

1. What is the definition of a derivative?

The derivative of a function is the instantaneous rate of change of that function at a specific point. In other words, it measures how much the output of a function changes with respect to a small change in the input.

2. How do you find the derivative of a min function?

To find the derivative of a min function, you first need to find the derivative of each individual function within the min function. Then, set each derivative equal to 0 and solve for the variable. The smallest value of the variable will be the minimum of the min function.

3. What is the min rule for derivatives?

The min rule for derivatives states that the derivative of a min function is equal to the derivative of the smallest function within the min function. This rule can be applied when finding the derivative of a min function with multiple functions inside.

4. Can the derivative of a min function be negative?

Yes, the derivative of a min function can be negative. This can occur when the smallest function within the min function has a negative derivative, or when the minimum value of the min function is at a point where the derivative is negative.

5. How is the derivative of a min function used in real life?

The derivative of a min function is used in real life to optimize and find the minimum value of a function. This can be applied to various fields such as economics, engineering, and physics to find the most efficient or optimal solution to a problem.

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