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Arg max

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Through Mathematics, Function (mathematics) and Maximum and minimum

Definition

Given an arbitrary set X, a totally ordered set Y, and a function, f:X→Y, the argmax over some subset S of X is defined by

argmaxS⁡f:=argmaxx∈Sf(x):={x∈S:f(s)≤f(x) for all s∈S}.

If S=X or S is clear from the context, then S is often left out, as in argmaxxf(x):={x:f(s)≤f(x) for all s∈X}. In other words, argmax is the set of points x for which f(x) attains the function's largest value (if it exists). Argmax may be the empty set, a singleton, or contain multiple elements.

In the fields of convex analysis and variational analysis, a slightly different definition is used in the special case where Y=[−∞,∞]=R∪{±∞} are the extended real numbers. In this case, if f is identically equal to ∞ on S then argmaxS⁡f:=∅ (that is, argmaxS⁡∞:=∅) and otherwise argmaxS⁡f is defined as above, where in this case argmaxS⁡f can also be written as:

argmaxS⁡f:={x∈S:f(x)=supSf}

where it is emphasized that this equality involving supSf holds only when f is not identically ∞ on S.

Arg min

The notion of argmin (or argmin), which stands for argument of the minimum, is defined analogously. For instance,

argminx∈Sf(x):={x∈S:f(s)≥f(x) for all s∈S}

are points x for which f(x) attains its smallest value. It is the complementary operator of argmax.

In the special case where Y=[−∞,∞]=R∪{±∞} are the extended real numbers, if f is identically equal to −∞ on S then argminS⁡f:=∅ (that is, argminS−∞:=∅) and otherwise argminS⁡f is defined as above and moreover, in this case (of f not identically equal to −∞) it also satisfies:

argminS⁡f:={x∈S:f(x)=infSf}.

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