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Yes and it is in daily use see http://en.wikipedia.org/wiki/Solar_furnace
A heat pump.
Are we talking about energy concentrators or heat concentrators, and what's the difference? The term heat concentrator seems to me to mean something like Maxwell's demon, that takes a volume of matter and acts on it to directly move its heat energy into a smaller volume. Solar concentrators and the like kind of do this, but very indirectly. You have to change heat into light, then concentrate the light, then turn the light back into heat.
Ah. I believe light concentrator should be able to raise the temperature on the output above what the input is, assuming you're going from black body radiation to black body absorption. Here's a thought experiment. Assume you have a radiating plate heated up. (A flat plate makes it easier, since you can put optics on both sides of it. A sphere like the sun radiates energy in all directions--including those where we can't put our lenses!) If you put some collection optics on one side of it, so that you capture and concentrate it's radiation down onto a spot which you focus onto another, cold blackbody, you'll heat the second black body up hotter than the first at that one tiny point. You haven't violated any laws of thermodynamics here because a higher temperature in that tiny volume hasn't actually increased the total energy at all. In fact, you've actually lost lots of energy that didn't get captured by the lenses. It might be more usable in that form, however.