Abstract
We prove the following result: let
K⊆RN be convex with nonempty interior,
X a topological space and
f:K×X→R be concave and u.s.c. in the first variable and coercive and l.s.c. in the second. Then the (perturbed) strict minimax inequality
λ∈Ksupx∈Xinff(λ,x)+g(λ)<x∈Xinfλ∈Ksupf(λ,x)+g(λ), for some continuous concave
g:K→R, is equivalent to the following condition on superdifferentials: if
F(λ)=infXf(λ,x), for some
λ∈K˚ ∂F(λ)∖x∈Xf(λ,x)=F(λ)⋃∂f(λ,x)=∅. As an application of this differential characterisation we prove a generalised version of a theorem of Ricceri, a criterion of regularity for marginal functions, and the fact that to check whether some perturbed minimax inequality holds, one can test with affine perturbation only.
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Sunra J. N. Mosconi
Dip. di Matematica e Informatica, Università di Catania, Viale A. Doria 6, 95125 Catania, Italy
mosconi@dmi.unict.itSuggested citation
S. J. N. Mosconi. “A Differential Characterisation of the Minimax Inequality.” Journal of Convex Analysis 19 (2012), No. 1, 185–199. https://doi.org/10.68381/jca19011
Published by Heldermann Verlag, 2012. Rights now held by Banach Press.