Suppose $$f(x,y) + \frac{\kappa}{2} \|x\|^2 - \frac{\sigma}{2}\|y\|^2$$ is convex where $$\kappa\ge 0, \sigma>0$$, and the argmin function $$\gamma(x) = \{ \gamma : \inf_y f(x,y) = f(x,\gamma)\}$$ exists and is single valued. We will prove $$\gamma$$ is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.
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Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions
Suppose $$f(x,y) + \frac{\kappa}{2} \|x\|^2 - \frac{\sigma}{2}\|y\|^2$$ is convex where $$\kappa\ge 0, \sigma>0$$, and the argmin function $$\gamma(x) = \{ \gamma : \inf_y f(x,y) = f(x,\gamma)\}$$ exists and is single valued. We will prove $$\gamma$$ is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.
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- Award ID(s):
- 1707661
- PAR ID:
- 10301205
- Date Published:
- Journal Name:
- Journal of convex analysis
- Volume:
- 27
- Issue:
- 3
- ISSN:
- 0944-6532
- Page Range / eLocation ID:
- 811--832
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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