English

A non-convex relaxed version of minimax theorems

Optimization and Control 2023-08-21 v1

Abstract

Given a subset A×BA\times B of a locally convex space X×YX\times Y (with AA compact) and a function f:A×BRf:A\times B\rightarrow\overline{\mathbb{R}} such that f(,y),f(\cdot,y), yB,y\in B, are concave and upper semicontinuous, the minimax inequality maxxAinfyBf(x,y)infyBsupxA0f(x,y)\max_{x\in A} \inf_{y\in B} f(x,y) \geq \inf_{y\in B} \sup_{x\in A_{0}} f(x,y) is shown to hold provided that A0A_{0} be the set of xAx\in A such that f(x,)f(x,\cdot) is proper, convex and lower semi-contiuous. Moreover, if in addition A×Bf1(R)A\times B\subset f^{-1}(\mathbb{R}), then we can take as A0A_{0} the set of xAx\in A such that f(x,)f(x,\cdot) is convex. The relation to Moreau's biconjugate representation theorem is discussed, and some applications to\ convex duality are provided. Key words. Minimax theorem, Moreau theorem, conjugate function, convex optimization.

Keywords

Cite

@article{arxiv.2308.09111,
  title  = {A non-convex relaxed version of minimax theorems},
  author = {M. I. A. Ghitri and A. Hantoute},
  journal= {arXiv preprint arXiv:2308.09111},
  year   = {2023}
}