Suppose f(x,y)+κ2x2σ2y2f(x,y) + \frac{\kappa}{2} \|x\|^2 - \frac{\sigma}{2}\|y\|^2 is convex where κ0,σ>0\kappa\ge 0, \sigma>0, and the argmin function γ(x)={γ:infyf(x,y)=f(x,γ)}\gamma(x) = \{ \gamma: \inf_y f(x,y) = f(x,\gamma)\} exists and is single valued. We will prove γ\gamma is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.

Contact details are reproduced from the original publication and may be historical.

Julius Ross

Dept. of Mathematics, Statistics and Computer Science, University of Illinois, Chicago, IL 60607, U.S.A.

julius@math.uic.edu

David Witt Nyström

Dept. of Mathematical Sciences, University of Gothenburg, 41296 Göteborg, Sweden

david.witt.nystrom@gu.se

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.