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Elementary Proof For Sion'S Minimax Theorem: H. Komiya Kodat Math. J. 11 (1988), 5-7

This document presents an elementary proof for Sion's minimax theorem. The proof uses two lemmas. Lemma 1 shows that for any y1, y2 in Y and real number a less than the minimum of f(x, y1) and f(x, y2), there exists a yo in Y such that a is less than the minimum of f(x, yo). Lemma 2 generalizes this to any finite number of points in Y. The main proof then shows that the supremum of the minimum of f(x, y) over y is greater than or equal to the minimum of the supremum of f(x, y) over x, completing the proof of Sion's minimax theorem

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55 views3 pages

Elementary Proof For Sion'S Minimax Theorem: H. Komiya Kodat Math. J. 11 (1988), 5-7

This document presents an elementary proof for Sion's minimax theorem. The proof uses two lemmas. Lemma 1 shows that for any y1, y2 in Y and real number a less than the minimum of f(x, y1) and f(x, y2), there exists a yo in Y such that a is less than the minimum of f(x, yo). Lemma 2 generalizes this to any finite number of points in Y. The main proof then shows that the supremum of the minimum of f(x, y) over y is greater than or equal to the minimum of the supremum of f(x, y) over x, completing the proof of Sion's minimax theorem

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H.

KOMIYA
KODAT MATH. J.
11 (1988), 5-7

ELEMENTARY PROOF FOR SION'S MINIMAX THEOREM

BY HIDETOSHI KOMIYA

1. Introduction.

There are several celebrated generalizations of von Neumann's minimax


theorem, one of which is the following by Sion [2] :

Let X be a compact convex subset of a linear topological space and Y a convex


subset of a linear topological space. Let f be a real-valued function on XxY
such that
(i) f(x> *) z's upper semi continuous and quasi-concave on Y for each
(ϋ) /(* > y) is lower semi continuous and quasi-convex on X for each
Then
min sup/(x, 3>)=sup min/(x, y).
i G l y&Y y&Y x&X

Sion proved the theorem using Knaster-Kuratowski-Mazurkiewicz theorem (or


shortly KKM theorem). Alternative proofs for the theorem were proposed by
several authors. For example, Fan [1] deduced the theorem from his theorem
concerning sets with convex sections. Takahashi [3] derived the theorem from
Fan-Browder fixed point theorem for multi-valued mappings. However their
proofs depend on topological tools such as Brouwer fixed point theorem or KKM
theorem. The purpose of this note is to present an elementary proof for Sion's
minimax theorem.

2. Proof for the theorem.

The method of our proof is inspired by the proof of [4, Theorem 2].

LEMMA 1. Under the same assumptions of Sion's theorem, for any yλ and
y2ZΞY and any real number a with α<min max(/(x, yλ), f(x, y2)), there is
with α<min/(%, y0).
x<ΞX

Proof. Deny the conclusion and suppose that a ^ m i n / ( x , y) for all


XξΞX
Choose β with
a<β<nήn max(/(x, yλ\ f(χ, y2)).

Received June 19, 1987


6 HIDETOSHI KOMIYA

Denote by \_yu y2~] the line segment joining yx and y2, and for each z^\_yu y2~],
define

CZ={X(ΞX: f(x, z)£a], C'z={xeX: f(x, z)£β},


r
A = C'yx and B—C'y2. Then Cz, C z, A and B are all nonempty, closed by
the lower semicontinuity of f(-,z), and Ar\B=φ. By the quasi-concavity of
/(*, •),
3^), f(x, y2))
for I G I and z^\_yu y2~]. Hence we have C'ZCLAKJB. Since C'z is convex by
the quasi-convexity of /(•, z), we have Cz is connected, and hence

CzdC'zClA or
Define
and / =

then / and / are nonempty, IίλJ=φ and I\jJ=[yu y{\. Let {zn} be a sequence
in / with \ιmzn—z^\_yu y2~]. Let x be any point of Cz. Then we have f(x, z)
<β. By the upper semicontinuity of f(x, -), we have hmf(x, zn)<β. Hence
there is an integer m with f(x, zm)<β, that is, x^C'zm. We have C'zmcA
since C z m C i , and hence X G A That is, Z G / and / is closed in [yu jy2].
Similarly we can show that / is closed. The closedness of both / and / con-
tradicts the connectedness of [3^, y2~\. This completes the proof.

LEMMA 2. Under the same assumptions of Sion's theorem, for any finite
yu •••, yn^Y and any real number a with α<min max/(x, yt), there is yo^Y
with a < m i n / ( x , yQ).

Proof. We prove this by induction on n. Lemma 2 is trivial for n = l .


Let Xr be the compact convex set J I G I : f(x, 3/J^a:}. We may assume that
X' is nonempty, otherwise we take yo—yn' Since α<min max/(x, yt), we have

α<min max f(x, yt).

We apply our induction-assumption to the restriction of / to X'xY. Then


there is y'o with α<min f(χ, y'Q). Hence we have α<min max(/(x, y'o), f(x, yn)),

and there is yo^Y with a<minf(x, y0) by Lemma 1.


X(ΞX

Proof of the theorem. It is obvious that sup min/(x, ;y)^min sup/(x, 3;).
2/eF xex x(=X y<=Y
Hence we show the reverse inequality. Let a be any real number with a<
min suρ/(x, y) and let Xv be the compact set ( X G I : f(χ, y)<a] for each
j ε l y<=Y
. T h e n Γ\Xy is empty, and hence there are finite ylf •••, yn^Y such
y&Y
ELEMENTARY PROOF FOR SION'S MINIMAX THEOREM
n
that Γ\XV, is empty, that is, α<min max f(x, y%). By Lemma 2, there is
with α < m i n / ( x , y0), and hence α<sup minf(x, y). Therefore we have
X(EX 2/er X(ΞX

min sup f(x, v)^suρ min/(x, y).


xel yeY y<ΞY l e i
Acknowledgement. The author would like to express his thanks to Professor
W. Takahashi for his valuable advice.

REFERENCES

[1] FAN, K., Sur un theoreme minimax, C.R. Acad. Sci. Paris 259 (1964), 3925-3928.
[2] SION, M., On general minimax theorems, Pacific J. Math. 8 (1958), 171-176.
[3] TAKAHASHI, W., Nonlinear variational inequalities and fixed point theorems, J.
Math. Soc. Japan 28 (1976), 168-181.
[4] TERKELSEN, F., Some minimax theorems, Math. Scand. 31 (1972), 405-413.

COLLEGE OF COMMERCE
NIHON UNIVERSITY
KINUTA, SETAGAYA-KU
TOKYO 157, JAPAN

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