Let n be a natural number with 1≤n, let R be the set of real numbers with the operations and the order ≤ of its ordered field structure, let C be a convex subset of Euclidean space Rn, a real vector space by Euclidean Space Rn is a Real Vector Space, and let u:C→R be convex on C.
Let D⊆C and let m,M∈R satisfy
m≤u(w)andu(w)≤Mfor every w∈D.
Let x,y,z∈D and let λ∈R satisfy 0≤λ, λ≤1 and
y=λz+(1−λ)x.
Then
u(y)−u(x)≤λ(M−m).