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Gruber P. Convex and Discrete Geometry

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Continuity Properties<br />

x y z<br />

Fig. 1.4. <strong>Convex</strong> function<br />

1 <strong>Convex</strong> Functions of One Variable 5<br />

First, some needed terminology is introduced. Let f : I → R. The function f is<br />

Lipschitz on J ⊆ I if there is a constant L > 0, a Lipschitz constant of f on J, such<br />

that<br />

| f (x) − f (y)| ≤L|x − y| for x, y ∈ J.<br />

f is absolutely continuous on J, if for every ε>0, there is a δ>0 such that if<br />

[ai, bi], i = 1,...,n, is any finite system of non-overlapping intervals in J of total<br />

length less than δ, then<br />

�<br />

| f (bi) − f (ai)|

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