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Abstract
Suppose f(x,y)+2κ∥x∥2−2σ∥y∥2 is convex where κ≥0,σ>0, and the argmin function γ(x)={γ:infyf(x,y)=f(x,γ)} exists and is single valued. We will prove γ is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.
Author information
Contact details are reproduced from the original publication and may be historical.
JR
Julius Ross
Dept. of Mathematics, Statistics and Computer Science, University of Illinois, Chicago, IL 60607, U.S.A.
J. Ross, D. Witt Nyström. “Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions.” Journal of Convex Analysis 27 (2020), No. 3, 811–832.