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Continuity of the cyclic block-minimum value

Statement

Fix a block i and define mi(a)=min⁡u{f(a,u)+gi(u)}, where a denotes all other blocks, f is finite and continuous, and gi is proper closed convex. Suppose the minimizer map Ti(a) exists, is unique, and is continuous on the parameter set in question. Then mi is continuous there.

Facts & Assumptions

Given: The composite block problem and minimizer map in the Statement.

[F1]

Cyclic exact block minimization: Ti(a) is the exact global minimizer of the ith block slice.

[F2]

Proper closed convex extended-real functions on Rn: closed epigraph in finite dimensions is the lower-semicontinuity convention for gi.

[A1]

f is continuous and Ti is single-valued and continuous on the parameter set.

Proof

1.1A1F2givenalgebra

Fix a parameter a, let u=Ti(a), and put mi(a)=f(a,u)+gi(u). For ε>0, set c=gi(u)−ε/3. The weak sublevel Cc={v:gi(v)≤c} is closed because v↦(v,c) is a continuous slice of the closed epigraph in [F2]; since u∉Cc, its open complement contains a neighborhood of u on which gi>c. Continuity of Ti and f gives a relative neighborhood V of a on which Ti(a′) lies in that neighborhood and both f(a′,Ti(a′)) and f(a′,u) differ from f(a,u) by less than ε/3. Hence mi(a′)>mi(a)−2ε/3.

2.1A1F1step 1.1algebra∎

For each a′∈V, the point u is a competitor, so mi(a′)≤f(a′,u)+gi(u)<mi(a)+ε/3. Together with step 1.1, this gives ∣mi(a′)−mi(a)∣<ε, which is continuity of mi at the arbitrary parameter a. The argument uses neighborhoods and closed epigraphs directly; it does not infer topological continuity from a sequential criterion.

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Sources