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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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The alpha-zero linear box problem has a bang-bang active set

Statement

On E=(0,1) with box 0≤q≤1, consider the separate unregularized linear functional L(q)=∫01s(x)q(x) dx, where s(x)=x−12. Its minimizer is q∗(x)=1 for x<12 and q∗(x)=0 for x>12; the value at the single switching point is immaterial in L2. This is a bang-bang control (it takes only endpoint values a.e.) and is not an instance of the α>0 strong-convexity theorem.

Facts & Assumptions

Given: The L2(0,1) box, the linear objective, and Lebesgue measure on (0,1).

[F1]

The feasible controls satisfy 0≤q≤1 almost everywhere (Closed pointwise box of L2 controls).

[F2]

A box projection clips pointwise, but the α=0 linear objective is a distinct problem and has no Tikhonov term (The L2 projection onto a pointwise box is clipping).

[F3]

A nonnegative measurable function has integral zero exactly when it vanishes almost everywhere (A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere).

Verification

1.1F1givenalgebra

If x<1/2, then s(x)<0, so s(x)q(x)≥s(x) for every q(x)∈[0,1], with equality only when q(x)=1. If x>1/2, then s(x)>0, so s(x)q(x)≥0, with equality only when q(x)=0.

2.1F1F3step 1.1algebra

Integrating the pointwise inequalities gives L(q)≥L(q∗). The gap s(q−q∗) is nonnegative almost everywhere and integrable; if equality holds, [F3] makes it zero almost everywhere. Since s(x)≠0 away from the single point x=1/2, equality forces the stated endpoint values almost everywhere, so the minimizer is unique as an L2 equivalence class. It is bang-bang by construction. Because α=0, the strict-convexity and unique-control conclusions that use α>0 are not invoked.

3.1F2step 1.1algebra∎

The exact box projection formula from [F2] concerns clipping a point to the interval; this example instead minimizes a linear integrand and reaches the interval endpoints according to the sign of s. Thus this is a separate limiting/example branch, not a consequence of substituting α=0 into a formula that divides by α.

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