We prove the following result: let $K\subseteq \R^N$ be convex with nonempty interior, $X$ a topological space and $f\colon K\times X\to\R$ 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 \[ \sup_{\lambda\in K}\inf_{x\in X}f(\lambda,x)+g(\lambda)<\inf_{x\in X} \sup_{\lambda\in K}f(\lambda,x)+g(\lambda), \] for some continuous concave $g\colon K\to\R$, is equivalent to the following condition on superdifferentials: if $F(\lambda)=\inf_X f(\lambda, x)$, for some $\lambda\in\mathring{K}$ \[ \partial F(\lambda)\setminus \bigcup_{\substack{x\in X\\ f(\lambda, x) =F(\lambda)}}\partial f(\lambda, x)\neq\emptyset. \] 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.
A Differential characterisation of the Minimax Inequality
MOSCONI, SUNRA JOHANNES NIKOLAJ
2012-01-01
Abstract
We prove the following result: let $K\subseteq \R^N$ be convex with nonempty interior, $X$ a topological space and $f\colon K\times X\to\R$ 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 \[ \sup_{\lambda\in K}\inf_{x\in X}f(\lambda,x)+g(\lambda)<\inf_{x\in X} \sup_{\lambda\in K}f(\lambda,x)+g(\lambda), \] for some continuous concave $g\colon K\to\R$, is equivalent to the following condition on superdifferentials: if $F(\lambda)=\inf_X f(\lambda, x)$, for some $\lambda\in\mathring{K}$ \[ \partial F(\lambda)\setminus \bigcup_{\substack{x\in X\\ f(\lambda, x) =F(\lambda)}}\partial f(\lambda, x)\neq\emptyset. \] 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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.