Inequality for convex function
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Let a < b be real numbers and f: [a,b] -> R a convex function (equivalently a concave upward function). Define
F(s,t) = f (s) + f(t) - 2f((s+t)/2)
Prove that F(s,t) ≤ F(a,b) for every s,t ∈[a,b].
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Solution Summary
In this solution we are given a convex function in two variables and we are proving that it satisfies an inequality based on that fact alone.
Solution Preview
Please see attachment.
Proof. First, we observe that for each s, t (please see the attached file) [a,b] we have that F(s, t) = F(t, s).
Therefore, without loss of generality we can always assume that t <= s. Also since convex means that f"(x) <= 0 we conclude that f is differentiable and ...
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