Nondifferentiability of a cost function at a point of minimum in minimax problems
Alexander J. Zaslavski · Optimization · 2005
In this article we study a class of minimax problems max {f(x),g(x)}→ min, x ∈ R 1 where f,g ∈ C 2(R 1). We show that the subclass of all problems for which there exists a point of minimum z ∈ R 1 such that f (z) = g(z) and f′(z)=g′(z) is small.