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Let $g: \mathbb{R}^n\times\mathbb{R}^m \rightarrow \mathbb{R}$. Is there a condition under which $$\inf_{y\in\mathbb{R}^m} [g(x_1,y) + g(x_2,y)] = \inf_{y\in\mathbb{R}^m} [g(x_1,y)] + \inf_{y\in\mathbb{R}^m}[g(x_2,y)],$$

where $x_1,x_2 \in \mathbb{R}^n$?

I was wondering whether convexity of $g$ is enough for the condition to hold but I'm not able to prove it.

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  • That would only hold if the same value of $y$ provided the infimum for $g(x_1, y)$ and for $g(x_2, y)$, which in general is not the case. – Paul Sinclair Nov 08 '17 at 02:28

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