Define the function
where
Is it true that for any
the maximum of occurs either when or ?
I think the answer is yes, but I have trouble prooving it.
My argument is as follows:
Given any , will be
Hence, is a linear function of in all three cases, and the result follows.
I think this argument works only if each case is independent of , but this is not the case.
As, when is given, judiciously choosing may put in another case.
What would be a right way to prove this result?