Proposition 3.46 . [02LV]
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Proposition 3.46.
Let be an affine map defined as for a linear map
and a point . Let be a concave function on
such that and a concave function on
such that . Then
- (1)
and
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- (2)
and
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- (3)
if then
and, for all in this set,
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Moreover, for ,
a point realizes this maximum if and only if
for a such that .