In maximization problem, if objective function $f(x,y)=ax-y$ is linear (concave, and also convex), does any optimal solution $(x^*,y^*)$ exist? Because in continuous time, infinite horizon control problem, objective function must be concave or strictly concave. Then, if I have Linear objective function, Socs does not satisfied. Right?
2026-04-02 12:21:43.1775132503
Concavity about Maximization question
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