theorem
scaledRestrictedDualFunction_mem_Icc_of_concaveOn
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{Q : Set E}
{F : E → ℝ}
(hF : ConcaveOn ℝ Q F)
{xBar : E}
(hxBar : xBar ∈ Q)
{τ : ℝ}
(hτ : τ ∈ Set.Icc 0 1)
(s : StrongDual ℝ 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.