Bourbaki

Exercise 11, § 4

Functions of a Real Variable, I, 47

Bourbaki marks this one as harder than the rest.

Let ff be a continuous function on an open interval I⊂RI \subset \mathbf{R}, having a finite right derivative at every point of II. If for every x∈Ix \in I and every y∈Iy \in I such that y>xy > x the point My=(y,f(y))M_y = (y, f(y)) lies above the right semi-tangent to the graph of ff at the point Mx=(x,f(x))M_x = (x, f(x)), show that ff is convex on II (using the mean value theorem show that

fd′(y)≥f(y)−f(x)y−xfor x<y. f'_d(y) \geq \frac{f(y) - f(x)}{y - x} \quad \text{for } x < y.
Give an example of a function which is not convex, has a finite right derivative everywhere, and such that for every x∈Ix \in I there exists a number hx>0h_x > 0 depending on xx such that MyM_y lies above the right semi-tangent at the point MxM_x for all yy such that x≤y≤x+hxx \leq y \leq x + h_x. This last condition is nevertheless sufficient for ff to be convex, if one supposes further that ff is differentiable on II (use I, p. 12, corollary).

Solution

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