Proof. [03D7]
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Proof.
Here, is a Minkowski summand of . Let be a piecewise linear concave function with domains of linearity given by . Now induces another piecewise linear (non-concave) function on , which is in -direction on , and constant in -direction.
Figure 7: The function on .
The function is strictly concave wherever is non-concave, so that for large , the function will be concave. Its domains of linearity are products of simplices that correspond to simplices of times simplices of . ∎