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Strong Concavity Attainment

Abstract

Positive strong concavity gives an actual unique maximizer on a complete convex domain, without a compactness or finite dimension premise.

Theorem 1.1 (A unique maximum from completeness and strong concavity).

Lean statement: D5/S3/Analytic/Convexity/StrongConcavityAttainment.exists_unique_maximizer

Proof. Machine-checked in Lean as D5/S3/Analytic/Convexity/StrongConcavityAttainment.exists_unique_maximizer (✓ std3). ∎

Source. Repository-derived.

Commentary.

Let E be any real normed vector space, s a nonempty complete subset, and f:E->R an upper semicontinuous function on s. Assume that f is m-strongly concave on s for a real m>0 and that f(s) is bounded above. The StrongConcaveOn premise includes convexity of s. There is a point x in s attaining the maximum of f. For every y in s, (m/4)*norm(y-x)^2 <= f(x)-f(y), and every maximizer in s equals x. The norm is the actual norm of E.

Choose values of f in its actual image tending to the finite supremum M, and choose their preimages u(n) in s. Midpoint strong concavity bounds mnorm(u(p)-u(q))^2/8 by the average of the two supremum deficits. Once both deficits are below mepsilon^2/16, the distance is below epsilon. Thus u is Cauchy. Completeness of s gives a limit x in s, and upper semicontinuity forces M<=f(x). The reverse inequality follows from the supremum. Apply the same midpoint estimate at x and y to obtain the quadratic deficit bound and uniqueness.

Ambient completeness, finite dimension, compactness of s, boundedness of s, positivity of f, and differentiability of f are not hypotheses. The coefficient m/4 is the midpoint bound; no sharp coefficient is asserted. The strong concavity constant must be strictly positive, and the function is real valued.

This standard convex-analysis construction composes Mathlib’s StrongConcaveOn, supremum approximation, Cauchy completeness and semicontinuity results. In a quantum entropy application, one must still establish the actual trace-norm carrier, finite entropy boundedness, entropy continuity and quantitative strong concavity. This theorem alone does not prove compactness of a family of quantum states, a common reference state, or an all-temperature Hamiltonian; no literature novelty is claimed.

References