We consider a general class of convex functions having what we call primal-
dual gradient structure. It includes finitely determined max-functions and
maximum eigenvalue functions as well as other in finitely defined max-funct
ions. For a function in this class, we discuss a space decomposition that a
llows us to identify a subspace on which the function appears to be smooth.
Moreover, using the special structure of such a function, we compute smoot
h trajectories along which certain second-order expansions can be obtained.
We also give an explicit expression for the Hessian of a related Lagrangia
n.