Proof. [03DU]
Original official author HTML, exact retained edition. Historical TeX conversion verdicts remain unchanged. Cited-edition alignment and mathematical self-containment are not assessed.
Complete original source context · Original author HTML
Proof.
For (1) we notice that the set of defining inequalities of is exactly the condition that the maximum in is saturated by the linear functions .
For (2), note that is defined by the same inequalities as , plus an extra condition: .
![[Uncaptioned image]](https://arxiv.org/html/math/0205321v1/qe2.png)
Figure 9: Examples of for in .
For (3) we can study the Legendre transform of the restriction of to the truncated polytope (which is still a concave function). From this point of view, the Minkowski sum in (3) is in complete analogy with (2) of Lemma 3.1.
![[Uncaptioned image]](https://arxiv.org/html/math/0205321v1/qe3.png)
Figure 10: Examples of for in .
Note that in the process of truncation we removed all integral points of with . Hence, the remaining ones satisfy which implies that is on the boundary of , and is in (the boundary of) the normal cone . ∎