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This paper presents a zeroth-order optimization method for solving offline and online min-max problems involving non-smooth submodular-concave functions. By leveraging the Lovász extension and Gaussian smoothing, it establishes theoretical convergence guarantees to an $\epsilon$-saddle point in expectation sense across both settings. The work advances algorithmic efficiency for complex decision-making scenarios where gradient information is unavailable or difficult to compute.
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Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach

arXiv2 min read

arXiv:2601.21243v3 Announce Type: replace-cross 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 Lov\'asz 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 $\epsilon$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N(1+\bar{P}_N)})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ 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.

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 $\epsilon$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N(1+\bar{P}_N)})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ 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.

Optimization and Control (math.OC); Machine Learning (cs.LG); Numerical Analysis (math.NA)

arXiv:2601.21243 [math.OC]

(or arXiv:2601.21243v3 [math.OC] for this version)

From: Amir Ali Farzin Mr. [view email] [v1] Thu, 29 Jan 2026 04:04:27 UTC (1,061 KB) [v2] Thu, 28 May 2026 02:06:41 UTC (1,062 KB) [v3] Sun, 19 Jul 2026 23:47:03 UTC (1,065 KB)

Full text under the publisher's open licence · 202 words

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