Byzantine Fault-Tolerant Min-Max Optimization
In this report, we consider a min-max optimization problem under adversarial manipulation, where there are n cost functions Q_i(x)'s, up to f of which may be replaced by arbitrary faulty functions by an adversary. The goal is to minimize the maximum cost over x among the n functions in spite of the faulty functions. The problem formulation naturally extends to Byzantine fault-tolerant distributed min-max optimization. We present a simple algorithm for fault-tolerant min-max optimization, and provide some bounds on the output of the algorithm. To the best of our knowledge, we are the first to consider this problem.
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