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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Lemma_6_16

theorem scaledRestrictedDualFunction_mem_Icc_of_concaveOn {E : Type u} [NormedAddCommGroup E] [NormedSpace E] {Q : Set E} {F : E} (hF : ConcaveOn Q F) {xBar : E} (hxBar : xBar Q) {τ : } ( : τ Set.Icc 0 1) (s : StrongDual E) :
scaledRestrictedDualFunction Q (fun (x : E) => (F x)) xBar, τ s Set.Icc 0 (τ * restrictedDualFunction Q (fun (x : E) => (F x)) xBar, s)

Lemma 6.16: for a concave real-valued function F on Q, the scaled restricted dual function of the canonical WithTop lift of F at (τ, xBar) lies between 0 and τ times the unscaled restricted dual function.