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Convex Functions on an Open Interval: Monotone Slopes, Supporting Lines, Continuity, and the Supremum of Rational Supporting Lines

For a convex function on an open interval the difference quotients increase, every point carries a supporting line whose slope is the infimum of the right difference quotients, the function is continuous, and it is the supremum of its supporting lines at rational points.

Statement

In the setting of The Real Line: Standing Notation and Background for Calculus on Intervals, let II be an interval that is an open subset of (R,dR)(\mathbb{R},d_{\mathbb{R}}) (Metric Spaces: Balls, the Metric Topology, and the Real and Complex Numbers as Metric Spaces (iv)), and let f:I→Rf:I\to\mathbb{R} be convex on II.

Increasing slopes. For all s,t,u∈Is,t,u\in I with s<t<us<t<u,

f(t)−f(s)t−s≤f(u)−f(s)u−s≤f(u)−f(t)u−t.\frac{f(t)-f(s)}{t-s}\le\frac{f(u)-f(s)}{u-s}\le\frac{f(u)-f(t)}{u-t}.

Infimum of the right difference quotients. For every x∈Ix\in I the set

{f(y)−f(x)y−x:y∈I, y>x}\Bigl\{\frac{f(y)-f(x)}{y-x}:y\in I,\ y>x\Bigr\}

is nonempty and bounded below; its infimum cxc_{x} is a real number, and

f(x)−f(s)x−s≤cx≤f(t)−f(x)t−x(s,t∈I, s<x<t).\frac{f(x)-f(s)}{x-s}\le c_{x}\le\frac{f(t)-f(x)}{t-x}\qquad\bigl(s,t\in I,\ s<x<t\bigr).

Supporting lines. For all x,y∈Ix,y\in I,

f(y)≥f(x)+cx (y−x).f(y)\ge f(x)+c_{x}\,(y-x).

Continuity. ff is continuous on II.

Supremum of the rational supporting lines. For every y∈Iy\in I, with the rational numbers read in R\mathbb{R} as in The Real Numbers, with the Natural Numbers, Integers and Rationals Identified with Subsets of the Reals, and Completeness (v),

f(y)=sup⁡{f(q)+cq (y−q):q∈I∩Q}.f(y)=\sup\bigl\{f(q)+c_{q}\,(y-q):q\in I\cap\mathbb{Q}\bigr\}.

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