Let R be the real numbers and let (R,dR) be the real line. Let J⊆R be order-convex and such that every t∈J satisfies u<t<v for some u,v∈J, so that every point of J is an interior point of J.
Let g:J→R and g1:J→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∈J the function g is differentiable at t with g′(t)=g1(t), and the function g1 is differentiable at t with
0≤g1′(t).
Then for all s,t∈J and every θ∈R with 0≤θ and θ≤1, the point (1−θ)s+θt belongs to J and
g((1−θ)s+θt)≤(1−θ)g(s)+θg(t).