Troublesome aspects of the Renyi-MaxEnt treatment

We study in great detail the possible existence of a Renyi-associated thermodynamics, with negative results. In particular, we uncover a hidden relation in the Renyi's variational problem (MaxEnt). This relation connects the two associated Lagrange multipliers (Canonical Ensemble) with the mean energy $<U>$ and the Renyi parameter $\alpha$. As a consequence of such relation, we obtain anomalous Renyi-MaxEnt thermodynamic results.