Amir Ali Farzin

Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method applied to this problem. The method is based on the subgradient …