I have the following convex optimization problem:
$$\begin{array}{ll} \text{maximize}_{{f,g}} & \displaystyle\int_{\Omega} g^u{f}^{1-u}\mathrm{d}\mu\\ \text{subject to} & \displaystyle\int_{\Omega} f \mathrm{d}\mu= 1,\quad \displaystyle\int_{\Omega} g\mathrm{d}\mu =1 \\  & f_L \leq {f} \leq f_U\\ & g_L \leq g \leq g_U\end{array}$$
where $u\in(0,1) $ and
$$\int_{\Omega}f_L \mathrm{d}\mu< 1,\quad\int_{\Omega}g_L \mathrm{d}\mu< 1$$

$$\int_{\Omega}f_U \mathrm{d}\mu> 1,\quad\int_{\Omega}g_U \mathrm{d}\mu> 1$$
Here, $f$ and $g$ are **distinct** density functions and $f_L,f_U,g_L,g_U$ are some known positive functions on $\Omega$.
> **Claim:** The solution is unique and it is the same for every $u\in(0,1)$, if  $f_U=\infty$ and $g_U=\infty$, i.e., if there are only lower bounds, or $f_L=0$ and $g_L=0$, i.e., if there are only upper bounds. Else, the solution is also unique but it is **not** the same for all $u$.

>**Question:** Are these claims true, especially the last one?

$\mu$ can be the Lebesgue measure, although I believe the same holds for the counting measure and the discrete sets. The set $\Omega$ can be $\mathbb{R}$ or an interval of real numbers.

I am especially interested in the last ''**not**'' case, and for this case if necessary $g_U$ and $f_U$ can be assumed to be integrable over $\Omega$.



I had previously asked this question at [math.stackexchange][1] but with no answers. 


  [1]: https://math.stackexchange.com/questions/2306202/convex-optimization-problem-outputs-a-unique-solution-if-f-l-leq-q-o-but-not-i