On minimax optimization problems |
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Authors: | Zvi Drezner |
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Affiliation: | (1) School of Management, The University of Michigan-Dearborn, Dearborn, MI, USA |
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Abstract: | ![]() We give a short proof that in a convex minimax optimization problem ink dimensions there exist a subset ofk + 1 functions such that a solution to the minimax problem with thosek + 1 functions is a solution to the minimax problem with all functions. We show that convexity is necessary, and prove a similar theorem for stationary points when the functions are not necessarily convex but the gradient exists for each function. |
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Keywords: | Minimax Nonconvex Optimization Stationary Points |
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