DOI: 10.68381/jca19011 ISSN: 0944-6532

A Differential Characterisation of the Minimax Inequality

Sunra J. N. Mosconi

We prove the following result: let

K\subseteq \mathbb{R}^N K ⊆ R N
be convex with nonempty interior,
X X
a topological space and
f\colon K\times X\to\mathbb{R} 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
\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), sup ⁡ λ ∈ K inf ⁡ x ∈ X f ( λ , x ) + g ( λ ) < inf ⁡ x ∈ X sup ⁡ λ ∈ K f ( λ , x ) + g ( λ ) ,
for some continuous concave
g\colon K\to\mathbb{R} g  ⁣ : K → R
, is equivalent to the following condition on superdifferentials: if
F(\lambda)=\inf_X f(\lambda, x) F ( λ ) = inf ⁡ X f ( λ , x )
, for some
\lambda\in\mathring{K} λ ∈ K ˚
\partial F(\lambda)\setminus \bigcup_{\substack{x\in X\\ f(\lambda, x) =F(\lambda)}}\partial f(\lambda, x)\neq\emptyset. ∂ F ( λ ) ∖ ⋃ x ∈ X f ( 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.