Maybe a good lesson for all here. In today's world, at large public venues, a search is becoming more common. Carrying a much less valued knife may become something to think about. Let us know your outcome.
I agree with this comment, however, something is amiss here-- carrying a less expensive knife is not the answer to the injustice handed out to you. Of course, the best course here was for you to have gone without the knife since the event dictated what your actions should have been -- a large and security laden event should mean to all of us not to carry firearms or knives. Even if we are within the law, and/or have a permit to carry, some places and events restrict carrying. Professional sporting events are one such example in most cities; weapons of any type are prohibited and there are usually no facilities to store the items while you attend the event. In court, your weapons are taken and put inside a secure box with you having at least some control, but this is an impossibility at large events as you described. Though these rules are restrictive to our personal security, they are what there are, even though they are unfair within the wider sense of the law...
Again, your best bet was to retreat from the premises and forfeit your expense of tickets or whatever. Getting a receipt and names would have been an option -- at least with a name or names you have someplace to start. Since this was private security, another option would have been to ask for a police officer to advise and write up the encounter; again, documentation would give you a starting point...
These are all 'after-the-fact' solutions, but ones we should all consider if ever caught in a similar situation. You must take the initiative here and demand answers. Small claims court is an option for you if you get no results from your inquiries. Don't let them get away with this BS until you exhaust all avenues of attack. I realize newspapers are not the friend to people who have tools which could kill someone, but they are the friend to freedoms and rights. Use that approach and contact someone at the newspaper who might be friendly to your cause; after all, giving up any rights has a snowballing effect on us all and newspaper people understand this at least...
There are more ways to attack this problem, but I'm through with my comments. Just DO NOT let it end until you are satisfied with the results. These security people have someone they are responsible to, and these folks do not like negative comments directed toward them, especially from their paying customers -- AND THAT MEANS YOU, AND ME ---- ALL OF US. Fight the good fight and let us know how it comes out. We all must learn to fight this kind of injustice that was inflicted upon you.....Cya