Bourbaki

Corollary 2

Tag 0862, permanent. Cite it as [Bourbaki, Tag 0862].

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

If ff is convex (resp. strictly convex) on I then fd′f'_d and fg′f'_g are increasing (resp. strictly increasing) on the interior of I; the set of points in I at which ff is not differentiable is countable, and fd′f'_d and fg′f'_g are continuous at every point where ff is differentiable.

The first part follows immediately from (8) (resp. (9)) and the inequality

fg′(a)≤fd′(a). f'_g(a) \leq f'_d(a).

On the other hand, let E be the set of interior points xx of I where ff is not differentiable (that is fg′(x)<fd′(x)f'_g(x) < f'_d(x)). For each x∈Ex \in E let JxJ_x be the open interval ]fg′(x),fd′(x)[]f'_g(x), f'_d(x)[; it follows from (8) that if xx and yy are two points of E such that x<yx < y, then u<vu < v for all u∈Jxu \in J_x and all v∈Jyv \in J_y; in other words, as xx runs through E the open nonempty intervals JxJ_x are pairwise disjoint; the set of such intervals is thus countable, and hence so is E. Finally, fd′f'_d (resp. fg′f'_g) being increasing, it has a right limit and a left limit at every interior point xx of I; prop. 6 of I, p. 18 now shows that the right limit of fd′f'_d (resp. fg′f'_g) at the point xx is equal to fd′(x)f'_d(x), and its left limit is fg′(x)f'_g(x), from which we have the last part of the corollary.

Let ff be a convex function on I, aa an interior point of I, and D a line passing through the point MaM_a, with equation y−f(a)=α(x−a)y - f(a) = \alpha(x - a). It follows from the inequalities (8) that if fg′(a)≤α≤fd′(a)f'_g(a) \leq \alpha \leq f'_d(a) then every point of the graph G lies above D, and, if ff is strictly convex, MaM_a is the only point common to D and G; one says that D is a support line to G at the point MaM_a. Conversely, if G lies above D, one has f(x)−f(a)≥α(x−a)f(x) - f(a) \geq \alpha(x - a) for every x∈Ix \in I, from which f(x)−f(a)x−a≥α\frac{f(x) - f(a)}{x - a} \geq \alpha for x>ax > a, and f(x)−f(a)x−a≤α\frac{f(x) - f(a)}{x - a} \leq \alpha for x<ax < a; on letting xx tend to aa in these inequalities it follows that fg′(a)≤α≤fd′(a)f'_g(a) \leq \alpha \leq f'_d(a).

In particular, if ff is differentiable at the point aa there is only one supporting line to G at the point MaM_a, the tangent to G at MaM_a.

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

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Cites

Transcribed from the printed volume. Not translated.