Let $G:\mathbb R\to\mathbb R$ be a concave function, define $G_{\epsilon}: \mathbb R\to\mathbb R$ by $$G_{\epsilon}(x)~~:=~~\max_{y\in [x-\epsilon, x+\epsilon]}G(y).$$ My question is the following: Is there some $h\in\mathbb R$ s.t. $$G_{\epsilon}(x)~+~h(y-x)~-~\epsilon|h|~~ \ge~~ G(y)\mbox{ for all } x, y \in\mathbb R?$$ **PS: This question is related to the question of the following link** http://mathoverflow.net/questions/253826/generalization-of-concave-envelope