Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions
Journal of convex analysis, Tome 27 (2020) no. 3, pp. 811-832
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.
Classification :
28B20, 58C06
Mots-clés : Argmin function, differentiability, minimum principle, semiconcave subsolutions
Mots-clés : Argmin function, differentiability, minimum principle, semiconcave subsolutions
@article{JCA_2020_27_3_JCA_2020_27_3_a1,
author = {J. Ross and D. Witt Nystr\"om},
title = {Differentiability of the {Argmin} {Function} and a {Minimum} {Principle} for {Semiconcave} {Subsolutions}},
journal = {Journal of convex analysis},
pages = {811--832},
year = {2020},
volume = {27},
number = {3},
url = {http://geodesic.mathdoc.fr/item/JCA_2020_27_3_JCA_2020_27_3_a1/}
}
TY - JOUR AU - J. Ross AU - D. Witt Nyström TI - Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions JO - Journal of convex analysis PY - 2020 SP - 811 EP - 832 VL - 27 IS - 3 UR - http://geodesic.mathdoc.fr/item/JCA_2020_27_3_JCA_2020_27_3_a1/ ID - JCA_2020_27_3_JCA_2020_27_3_a1 ER -
%0 Journal Article %A J. Ross %A D. Witt Nyström %T Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions %J Journal of convex analysis %D 2020 %P 811-832 %V 27 %N 3 %U http://geodesic.mathdoc.fr/item/JCA_2020_27_3_JCA_2020_27_3_a1/ %F JCA_2020_27_3_JCA_2020_27_3_a1
J. Ross; D. Witt Nyström. Differentiability of the Argmin Function and a Minimum Principle for Semiconcave Subsolutions. Journal of convex analysis, Tome 27 (2020) no. 3, pp. 811-832. http://geodesic.mathdoc.fr/item/JCA_2020_27_3_JCA_2020_27_3_a1/