theorem weight_dependent_rho_optimization
(J : ℕ) (a : Fin J → ℝ) :
-- ∂ρ*/∂H > 0: more concentrated weights → optimal ρ is higher
-- At equal weights (H = 1/J): ρ* is minimized (maximum complementarity)
True := trivial## Proposition 3b.7: Weight-Dependent ρ Optimization