A function is convex if the straight line between any two points on the curve

lies above the curve.

i.e.
0 < t < 1, f (tx + (1 t)y) tf (x) + (1 t)f (y) = L(x)
L(x) is the line through (x, f (x))and(y, f (y))
L(z) = f (x) +

f (y) f (x)
(z x)
yx

Proposition: If f 00 (x) 0 on (a, b) then f is convex

Proof:
f 00 0 f 0 isincreasing
Fix x y
Look at g(z) = L(z) f (z) on [x, y]
g(x) = L(x) f (x) = 0
g(y) = L(y) f (y) = 0
g 0 (z) = L0 (z) f 0 (z) =

f (y) f (x)
f 0 (z)
yx

So g 00 (z) = f 00 (z) 0
By MVT, c (x, y) s.t. g 0 (c) = 0
g 00 0 g 0 is decreasing
So g 0 (z) 0 on [x, c] g increasing
g 0 (z) 0 on [c, y] g decreasing
g 0 f is convex
Secant Lemma:
Let f (x) be convex on (a,b)
Suppose that a < c < z < d < b
See picture in paper notes
Then:
f (d) f (c)
f (c) f (z)
f (z) f (c)

zc
dc
cz
Proof:
Find t (0, 1) s.t. z = tc + (1 t)d
Convexity says:
f (z) tf (c) + (1 t)f (d)
t(f (d) f (c)) + f (z) 0 + f (d)

f (d) f (z)
t(f (d) f (c))

t(d c)
dz
z = tc + (1 t)d
t(d c) = d z
Other leq is the same
Proposition: If f : (a, b) R is convex, then its continuous
Proof: Fix a < c0 < c < d < d0 < b
Picture in paper notes
We will show that f(x) is Lipschitz in [c, d], and hence it is continuous
By the secant lemma:
C=

f (c) f (c0 )
f (y) f (x)
f (d0 ) f (d)

=D
0
cc
yx
d0 d
C(y x) f (y) f (x) D(y x)

OR
|f (y) f (x)| max|C|, |D||y x|

Continuous
Remark:

f (x) = sec x is convex on (

2 , 2)
f 0 (x) = sec x tan x
f 00 (x) = sec x tan2 x + sec3 x > 0 not Lipschitz on ( 2 , 2 )
Definition:
Left and right derivatives:
(x)
D+ f (x) = limh0+ f (x+h)f
if it exists
h
f (x+h)+f (x)
if it exists
D f (x) = limh0+
h
f (x) = |x| is convex
Not differentiable at x = 0 but D+ f (0) = 1 = D f (0)
Theorem:
If f : (a, b) R is convex, then:
D+ f (x), D f (x)existf orallx (a, b)
and if x < y, D f (x) < D+ f (x) < D f (y) < D+ f (y)