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Jan 5, 2020 at 14:19 vote accept ACopt
Jan 5, 2020 at 13:51 comment added Iosif Pinelis @ACopt : In the same example, if $B>0$, $0<A<1$, and $a$ and $b$ are close enough to $1/2$ so that $A<1/A_*(a,b)$, then $g^*(b)=g(\frac Ba,b)$ and $\frac{dg^*(b)}{db}=(1/a-2)AB>0$.
Jan 5, 2020 at 10:35 comment added ACopt Thanks for the counterexample! How about if the maximizer of 𝑓 is positive? Would the inequality then hold? I'm having trouble thinking of a counterexample in such a case...
Jan 5, 2020 at 2:02 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 5, 2020 at 1:55 history answered Iosif Pinelis CC BY-SA 4.0