I am sorry if this problem is very foolish. Suppose $f \colon \mathbb{R}^m \times \mathbb{R}^n \to \mathbb{R}$ be any continuous and differentiable function. Let $\phi(\cdot) = \min_{y} f(\cdot, y)$, then does the following equation hold for any $x \in\mathbb{R}^m$? $$\nabla_{x} \phi(x,y) = \nabla_x f(x,y^*), \quad y^* = \arg\min_y f(x,y).$$ If it is true, how to prove it? Otherwise, what conditions can guarantee this property?
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