Question regarding Gateaux Derivative

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SUMMARY

The discussion centers on the non-existence of the Gateaux Derivative for the functional F defined on the space of continuous functions X over the interval [0,1]. Specifically, it is established that if a function f achieves its maximum at two distinct points x1 and x2, the Gateaux Derivative does not exist. The limit definition of the Gateaux Derivative is analyzed, revealing that the expression max(f(x) + th(x)) does not simplify to max(f(x)) + max(th(x)), which is a critical point of confusion for participants in the discussion.

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  • Familiarity with the definition and properties of the Gateaux Derivative.
  • Knowledge of limit processes in calculus.
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  • Study the properties of the Gateaux Derivative in various contexts.
  • Explore examples of continuous functions that achieve maximum values at multiple points.
  • Learn about the Fréchet Derivative and its relationship to the Gateaux Derivative.
  • Investigate optimization techniques in functional spaces, particularly in relation to continuous functions.
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Mathematicians, students of functional analysis, and anyone studying optimization in continuous function spaces will benefit from this discussion.

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Homework Statement


I am trying to solve the following problem:

Let X be space of continuous functions on [0,1] and let F:X\rightarrow\mathbb{R} be defined by F(f)=\max\limits_{0\leq x\leq 1} f(x) for any f\in X. Show that the Gateaux Derivative does not exist if f achieves a maximum at two different points x_1,x_2 in [0,1].

Homework Equations


The Gateaux Derivative for f,h\in X is given by

\lim\limits_{t\to0}\frac{1}{t}\left(F(f+th)-F(f)\right)

if the above limit exists for any increment h.

The Attempt at a Solution


Using the limit definition of the Gateaux Derivative, we see that

\lim\limits_{t\to0}\frac{1}{t}\left(F(f+th)-F(f)\right)<br /> =\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}(f+th)(x)-\max\limits_{x}f(x)\right)
=\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}f(x)+\max_{x}th(x)-\max\limits_{x}f(x)\right)
=\lim\limits_{t\to0}t\frac{\max\limits_{x}h(x)}{t}
=\max\limits_{x}h(x).

This seems to work regardless of whether or not the function has a unique maximum, so that is the part I don't understand. Any help would be appreciated.
 
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naericson said:

Homework Statement


I am trying to solve the following problem:

Let X be space of continuous functions on [0,1] and let F:X\rightarrow\mathbb{R} be defined by F(f)=\max\limits_{0\leq x\leq 1} f(x) for any f\in X. Show that the Gateaux Derivative does not exist if f achieves a maximum at two different points x_1,x_2 in [0,1].

Homework Equations


The Gateaux Derivative for f,h\in X is given by

\lim\limits_{t\to0}\frac{1}{t}\left(F(f+th)-F(f)\right)

if the above limit exists for any increment h.

The Attempt at a Solution


Using the limit definition of the Gateaux Derivative, we see that

\lim\limits_{t\to0}\frac{1}{t}\left(F(f+th)-F(f)\right)<br /> =\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}(f+th)(x)-\max\limits_{x}f(x)\right)
=\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}f(x)+\max_{x}th(x)-\max\limits_{x}f(x)\right)
=\lim\limits_{t\to0}t\frac{\max\limits_{x}h(x)}{t}
=\max\limits_{x}h(x).

This seems to work regardless of whether or not the function has a unique maximum, so that is the part I don't understand. Any help would be appreciated.

While I'm still not clear on the whole problem, I'll tell you one thing that's wrong. max(f(x)+th(x)) is not generally equal to max(f(x))+max(th(x)). Try it with a simple example like f(x)=x and h(x)=(-x).
 

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