Extrema of a concave power sum on a simplex
ID: extrema-of-a-concave-power-sum-on-a-simplex
For on the probability simplex, gives the lower bound, with equality exactly at its vertices. Strict concavity and the Jensen inequality give the upper bound, with equality exactly at the uniform point . Thus the boundary can minimize a strictly concave objective, while its unique maximum lies at the symmetric interior point; a Lagrange-multiplier calculation alone would miss the boundary minimum.
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