TheoremBase

Increment Bound for a Convex Function through an Extended Point

Statement

Let nn be a natural number with 1≤n1\le n, let R\mathbb{R} be the set of real numbers with the operations and the order ≤\le of its ordered field structure, let CC be a convex subset of Euclidean space Rn\mathbb{R}^{n}, a real vector space by Euclidean Space Rn\mathbb{R}^n is a Real Vector Space, and let u:C→Ru:C\to\mathbb{R} be convex on CC.

Let D⊆CD\subseteq C and let m,M∈Rm,M\in\mathbb{R} satisfy

m≤u(w)andu(w)≤Mfor every w∈D.m\le u(w)\qquad\text{and}\qquad u(w)\le M\qquad\text{for every }w\in D.

Let x,y,z∈Dx,y,z\in D and let λ∈R\lambda\in\mathbb{R} satisfy 0≤λ0\le\lambda, λ≤1\lambda\le1 and

y=λ z+(1−λ) x.y=\lambda\,z+(1-\lambda)\,x .

Then

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

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