Bourbaki

Definition 1

Tag 085P, permanent. Cite it as [Bourbaki, Tag 085P].

Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE

We say that a finite numerical function ff, defined on an interval I⊂RI \subset \mathbf{R}, is convex on II if, no matter what the points x,x′x, x' of II, (x<x′x < x'), every point MzM_z of the graph GG of ff such that x≤z≤x′x \leq z \leq x' lies below the segment MxMx′M_xM_{x'} (or, what comes to the same, if every point of this segment lies above GG) (fig. 2).

!Graph showing points M_x, M_z, M_{x'}, and curve G

Fig. 2

Taking account of the parametric representation of a segment (Gen. Top., VI, p. 35), the condition for ff to be convex on I is that one has the inequality

f(λx+(1−λ)x′)≤λf(x)+(1−λ)f(x′) f(\lambda x + (1 - \lambda)x') \leq \lambda f(x) + (1 - \lambda)f(x')

for each pair of points (x,x′)(x, x') of I and every λ∈[0,1]\lambda \in [0, 1].

Definition 1 is equivalent to the following: the set of points in R2\mathbf{R}^2 lying above the graph G of ff is convex. Indeed, this condition is clearly sufficient for ff to be convex on I; it is also necessary, for if ff is convex on I, and if (x,y),(x′,y′)(x, y), (x', y') are two points lying above G, then one has y≥f(x), y′≥f(x′)y \geq f(x),\ y' \geq f(x'), from which, for 0≤λ≤10 \leq \lambda \leq 1,

λy+(1−λ)y′≥λf(x)+(1−λ)f(x′)≥f(λx+(1−λ)x′) \lambda y + (1 - \lambda)y' \geq \lambda f(x) + (1 - \lambda)f(x') \geq f(\lambda x + (1 - \lambda)x')

by (1), which shows that every point of the segment with endpoints (x,y)(x, y) and (x′,y′)(x', y') lies above G.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.