A real function on an interval of the real line is convex when its value at every weighted average of two points is at most the same weighted average of its values; the convex functions on the interval form a set.
In the setting of The Real Line: Standing Notation and Background for Calculus on Intervals, let be an interval, let be the closed interval, and let be a map.
Convexity. is convex on if
(the point lies in by Intervals of the Real Line (i)).
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