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The Real And Complex Number Systems

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lx fa <br />

then fx lx for all x c, b.<br />

fc fa<br />

c a<br />

x a,<br />

Proof: Consider x c, d, then c xa xc a ca<br />

xa x, wehave<br />

fc x a c fa c x a fx<br />

which implies that<br />

fc fa<br />

fx fa c a x a lx.<br />

(Inequality 2) Letf be a convex function defined on a, b. Leta s t u b,<br />

then we have<br />

ft fs<br />

t s<br />

<br />

fu fs<br />

u s<br />

<br />

fu ft<br />

u t<br />

Proof: By definition of convex, we know that<br />

fu fs<br />

fx fs u s x s, x s, u *<br />

and by inequality 1, we know that<br />

ft fs<br />

fs <br />

t s<br />

x s fx, x t, u. **<br />

So, as x t, u, by (*) and (**), we finally have<br />

ft fs fu fs<br />

t s<br />

u s .<br />

Similarly, we have<br />

Hence, we have<br />

ft fs<br />

t s<br />

fu fs<br />

u s<br />

<br />

<br />

fu fs<br />

u s<br />

fu ft<br />

u t<br />

<br />

.<br />

fu ft<br />

u t<br />

Remark: Using abvoe method, it is easy to verify that if f is a convex function on a, b,<br />

then f x and f x exist for all x a, b. In addition, if x y, wherex, y a, b, then<br />

we have<br />

f x f x f y f y.<br />

That is, f x and f x are increasing on a, b. We omit the proof.<br />

(Exercise 1) Letfx be convex on a, b, and assume that f is differentiable at<br />

c a, b, wehave<br />

lx fc f cx c fx.<br />

That is, the equation of tangent line is below fx if the equation of tangent line exists.<br />

Proof: Sincef is differentiable at c a, b, we write the equation of tangent line at c,<br />

lx fc f cx c.<br />

Define<br />

fs fc<br />

ms s c where a s c and mt <br />

then it is clear that<br />

ms f c mt<br />

which implies that<br />

.<br />

.<br />

ft fc<br />

t c<br />

where b t c,

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