TheoremBase

A Convex Function is Bounded Above near a Point by its Values at Coordinate Neighbours

Statement

Let nn be a natural number with 1≤n1\le n, let [n][n] be the initial segment determined by nn, and let R\mathbb{R} be the set of real numbers with the operations and the order ≤\le of its ordered field structure, with the absolute value written ∣⋅∣|\cdot|. 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.

For i∈[n]i\in[n] let e(i)∈Rne^{(i)}\in\mathbb{R}^{n} be the point whose iith coordinate is 11 and whose jjth coordinate is 00 for every j∈[n]j\in[n] with j≠ij\ne i. Let x0∈Rnx_{0}\in\mathbb{R}^{n}, let r∈Rr\in\mathbb{R} with 0<r0<r, and suppose that

x0∈C,x0+r e(i)∈C,x0−r e(i)∈Cfor every i∈[n].x_{0}\in C,\qquad x_{0}+r\,e^{(i)}\in C,\qquad x_{0}-r\,e^{(i)}\in C\qquad\text{for every }i\in[n].

Let M∈RM\in\mathbb{R} satisfy

u(x0)≤M,u(x0+r e(i))≤M,u(x0−r e(i))≤Mfor every i∈[n].u(x_{0})\le M,\qquad u\bigl(x_{0}+r\,e^{(i)}\bigr)\le M,\qquad u\bigl(x_{0}-r\,e^{(i)}\bigr)\le M\qquad\text{for every }i\in[n].

Then every x∈Rnx\in\mathbb{R}^{n} with

∑i=1n∣xi−(x0)i∣≤r,\sum_{i=1}^{n}\bigl|x_{i}-(x_{0})_{i}\bigr|\le r,

the sum being the finite sum of R\mathbb{R}, lies in CC and satisfies u(x)≤Mu(x)\le M.

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