math.OCJan 29, 2026

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

Authors: Amir Ali Farzin, Yuen-Man Pun, Philipp Braun, Tyler Summers, Iman Shames

Organizations: School of Engineering, Australian National University, Canberra, Australia · Department of Mechanical Engineering, University of Texas at Dallas, Richardson, Texas, USA · Department of Electrical and Electronic Engineering, The University of Melbourne, Parkville, Australia

Abstract

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 of the Lovász extension of the objective function with respect to the minimiser and based on Gaussian smoothing to estimate the smoothed function gradient with respect to the maximiser. In expectation sense, we prove the convergence of the algorithm to an εε-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves O(N(1+PˉN))O(\sqrt{N(1+\bar{P}_N)}) online duality gap, where NN is the number of iterations and PˉN\bar{P}_N is the path length of the sequence of optimal decisions. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

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