TheoremBase

A Real Function with Nonnegative Second Derivative is Convex on an Interval

Statement

Let R\mathbb{R} be the real numbers and let (R,dR)(\mathbb{R},d_{\mathbb{R}}) be the real line. Let J⊆RJ\subseteq\mathbb{R} be order-convex and such that every t∈Jt\in J satisfies u<t<vu<t<v for some u,v∈Ju,v\in J, so that every point of JJ is an interior point of JJ.

Let g:J→Rg:J\to\mathbb{R} and g1:J→Rg_1:J\to\mathbb{R} satisfy the following, derivatives being those of Derivative at an Interior Point and well defined by Uniqueness of the Derivative at an Interior Point: for every t∈Jt\in J the function gg is differentiable at tt with g′(t)=g1(t)g'(t)=g_1(t), and the function g1g_1 is differentiable at tt with

0≤g1′(t).0\le g_1'(t).

Then for all s,t∈Js,t\in J and every θ∈R\theta\in\mathbb{R} with 0≤θ0\le\theta and θ≤1\theta\le1, the point (1−θ) s+θ t(1-\theta)\,s+\theta\,t belongs to JJ and

g((1−θ) s+θ t)≤(1−θ) g(s)+θ g(t).g\bigl((1-\theta)\,s+\theta\,t\bigr)\le(1-\theta)\,g(s)+\theta\,g(t).

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