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	<title>Some stuff &#187; forall</title>
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		<title>minimax vs. maximin</title>
		<link>https://blog.yhuang.org/?p=160</link>
		<comments>https://blog.yhuang.org/?p=160#comments</comments>
		<pubDate>Fri, 13 Feb 2009 12:16:24 +0000</pubDate>
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				<category><![CDATA[Uncategorized]]></category>
		<category><![CDATA[arg min]]></category>
		<category><![CDATA[forall]]></category>
		<category><![CDATA[left hand side]]></category>
		<category><![CDATA[lemma]]></category>
		<category><![CDATA[math math]]></category>
		<category><![CDATA[max]]></category>
		<category><![CDATA[min]]></category>
		<category><![CDATA[minimax]]></category>
		<category><![CDATA[multivariable functions]]></category>
		<category><![CDATA[proof]]></category>

		<guid isPermaLink="false">http://scripts.mit.edu/~zong/wpress/?p=160</guid>
		<description><![CDATA[An elementary, nice lemma relating to the optimization of multivariable functions says that the smallest &#8220;big thing&#8221; is still bigger than the biggest &#8220;small thing&#8221;, in other words, . The proof is almost trivial. Let optimize the left hand side and let optimize the right hand side. Now note two facts: for any given , [...]]]></description>
			<content:encoded><![CDATA[<p>An elementary, nice lemma relating to the optimization of multivariable functions says that the smallest &#8220;big thing&#8221; is still bigger than the biggest &#8220;small thing&#8221;, in other words,</p>
<p>\(\min_x \max_y f(x,y) \ge \max_y \min_x f(x,y)\).<br />
<span id="more-160"></span></p>
<p>The proof is almost trivial. Let \((x^*, y^*)\) optimize the left hand side and let \((x_*, y_*)\) optimize the right hand side. Now note two facts: for any given \(x\), \(f(x, \arg\max_y f(x,y)) \ge f(x,y) \forall y\); for any given \(y\), \(f(x, y) \ge f(\arg\min_x f(x,y), y) \forall x\).</p>
<p>So in particular, \(f(x^*, y^*) \ge f(x^*, y_*)\) and \(f(x^*, y_*) \ge f(x_*, y_*)\). So putting everything together, \(f(x^*, y^*) \ge f(x_*,y_*)\). </p>
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