theorem
parametricValueFunction_strict_lt_right_and_secant_lower_bound
{Index : Type u}
{Param : Type v}
{Decision : Type w}
(Q : Set Decision)
(hatFn checkFn : Index → Param → Decision → ℝ)
(k : Index)
(X : Param)
{t0 t1 τ : ℝ}
(ht0_lt_t1 : t0 < t1)
(ht1_le_right : t1 ≤ τ)
(hpos : 0 < extendedRealRealPart (parametricValueFunction Q (hatFn k X) (checkFn k X)) t1)
(hτ_dom : τ ∈ extendedRealEffectiveDomain (parametricValueFunction Q (hatFn k X) (checkFn k X)))
(hright_nonpos : parametricValueFunction Q (hatFn k X) (checkFn k X) τ ≤ 0)
(hconvex : ConvexOn ℝ (Set.Iic τ) (extendedRealRealPart (parametricValueFunction Q (hatFn k X) (checkFn k X))))
:
t1 < τ ∧ extendedRealRealPart (parametricValueFunction Q (hatFn k X) (checkFn k X)) t0 ≥ extendedRealRealPart (parametricValueFunction Q (hatFn k X) (checkFn k X)) t1 + (t1 - t0) / (τ - t1) * extendedRealRealPart (parametricValueFunction Q (hatFn k X) (checkFn k X)) t1
Lemma 3.3.5: if the finite real-part view of the complete-data owner value
parametricValueFunction Q (hatFn k X) (checkFn k X) t₁ is positive for some
t₀ < t₁ ≤ τ, the owner value at τ is finite and nonpositive, and the scalar slice is convex
on (-∞, τ], then τ lies strictly to the right of t₁ and the displayed secant lower bound
holds.