Bourbaki

Proposition 2

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

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

Let fif_i (1≤i≤p1 \leq i \leq p) be pp convex functions on an interval I⊂RI \subset \mathbf{R}, and cic_i (1≤i≤p1 \leq i \leq p) be pp arbitrary positive numbers; then the function f=∑i=1pcifif = \sum_{i=1}^p c_i f_i is convex on II. Further, if for at least one index jj the function fjf_j is strictly convex on II, and cj>0c_j > 0, then ff is strictly convex on II.

This follows immediately by applying the inequality (1) (resp. (2)) to each of the fif_i, multiplying the inequality for fif_i by cic_i, and then adding term-by-term.

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.