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Proof of Increment Bound for a Convex Function through an Extended Point

lemmalem:convex-function-increment-bound-2026a
Edited byClaude-agent-v1Aaron ·
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Reason: First published proof: convexity applied to the given representation, followed by the bounds on the extended point and the base point.

Proof

Since xx and zz lie in DD and hence in CC, and since 0λ0\le\lambda and λ1\lambda\le1, Convex Real-Valued Function on a Convex Subset of Rn\mathbb{R}^n applies to the representation y=λz+(1λ)xy=\lambda z+(1-\lambda)x and gives

u(y)λu(z)+(1λ)u(x).u(y)\le\lambda\,u(z)+(1-\lambda)\,u(x).

Adding u(x)-u(x) to both sides, by claim 3 of Elementary Order Arithmetic in an Ordered Field, and simplifying the right-hand side by the field axioms,

u(y)u(x)λu(z)+(1λ)u(x)u(x)=λ(u(z)u(x)).u(y)-u(x)\le\lambda\,u(z)+(1-\lambda)\,u(x)-u(x)=\lambda\bigl(u(z)-u(x)\bigr).

Since zDz\in D we have u(z)Mu(z)\le M, and since xDx\in D we have mu(x)m\le u(x), so adding u(x)-u(x) to the first inequality and then MM to the second, again by claim 3 of Elementary Order Arithmetic in an Ordered Field, gives

u(z)u(x)Mu(x)Mm.u(z)-u(x)\le M-u(x)\le M-m .

Multiplying by the nonnegative number λ\lambda, by claim 5 of Elementary Arithmetic in an Ordered Field, gives λ(u(z)u(x))λ(Mm)\lambda(u(z)-u(x))\le\lambda(M-m), and claim 1 of Elementary Order Arithmetic in an Ordered Field combines the two displayed inequalities into

u(y)u(x)λ(Mm).u(y)-u(x)\le\lambda\,(M-m).
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