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 is convex (resp. strictly convex) on I then and are increasing (resp. strictly increasing) on the interior of I; the set of points in I at which is not differentiable is countable, and and are continuous at every point where is differentiable.
The first part follows immediately from (8) (resp. (9)) and the inequality
On the other hand, let E be the set of interior points of I where is not differentiable (that is ). For each let be the open interval ; it follows from (8) that if and are two points of E such that , then for all and all ; in other words, as runs through E the open nonempty intervals are pairwise disjoint; the set of such intervals is thus countable, and hence so is E. Finally, (resp. ) being increasing, it has a right limit and a left limit at every interior point of I; prop. 6 of I, p. 18 now shows that the right limit of (resp. ) at the point is equal to , and its left limit is , from which we have the last part of the corollary.
Let be a convex function on I, an interior point of I, and D a line passing through the point , with equation . It follows from the inequalities (8) that if then every point of the graph G lies above D, and, if is strictly convex, is the only point common to D and G; one says that D is a support line to G at the point . Conversely, if G lies above D, one has for every , from which for , and for ; on letting tend to in these inequalities it follows that .
In particular, if is differentiable at the point there is only one supporting line to G at the point , the tangent to G at .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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