Byzantine Fault-Tolerant Min-Max Optimization

In this paper, we consider a min-max optimization problem under adversarial manipulation, where there are $n$ cost functions, 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 despite the faulty functions. The problem formulation could naturally extend to Byzantine fault-tolerant distributed min-max optimization. We present a simple algorithm for Byzantine min-max optimization, and provide bounds on the output of the algorithm. We also present an approximate algorithm for this problem. We then extend the problem to a distributed setting and present a distributed algorithm. To the best of our knowledge, we are the first to consider this problem.