Question regarding Gateaux Derivative

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Homework Statement


I am trying to solve the following problem:

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

Homework Equations


The Gateaux Derivative for [itex]f,h\in X[/itex] is given by

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

if the above limit exists for any increment [itex]h[/itex].

The Attempt at a Solution


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

[itex]\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)[/itex]
=[itex]\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}f(x)+\max_{x}th(x)-\max\limits_{x}f(x)\right)[/itex]
=[itex]\lim\limits_{t\to0}t\frac{\max\limits_{x}h(x)}{t}[/itex]
=[itex]\max\limits_{x}h(x)[/itex].

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

Homework Equations


The Gateaux Derivative for [itex]f,h\in X[/itex] is given by

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

if the above limit exists for any increment [itex]h[/itex].

The Attempt at a Solution


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

[itex]\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)[/itex]
=[itex]\lim\limits_{t\to0}\frac{1}{t}\left(\max\limits_{x}f(x)+\max_{x}th(x)-\max\limits_{x}f(x)\right)[/itex]
=[itex]\lim\limits_{t\to0}t\frac{\max\limits_{x}h(x)}{t}[/itex]
=[itex]\max\limits_{x}h(x)[/itex].

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).