Construct · 1 fields · 1 citations

Danskin's theorem: a standalone construct

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Optimization

result giving the directional derivative of a function defined as a maximum over a parameter set, used in minimax and robust optimization.

In optimization, Danskin's theorem refers to result giving the directional derivative of a function defined as a maximum over a parameter set, used in minimax and robust optimization. This meaning comes from Danskin (1966) in SIAM Journal on Applied Mathematics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

derivative1 fields · 1 citationsanchor · a standalone construct function5 fields · 6 citationsjingle · one word, five constructs minimax3 fields · 4 citationsinvariant · one construct, three settings

References

Danskin, J. M. (1966). The Theory of Max-Min, with Applications. SIAM Journal on Applied Mathematics, 14(4), 641-664. https://doi.org/10.1137/0114053

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