I have to prove that the sum of convex functions is again convex.
I know the definition of convex function: f(tx1+(1−t)x2)≤tf(x1)+(1−t)f(x2) - this the first convex function, then I have the second one g(tx1+(1−t)x2)≤tg(x1)+(1−t)g(x2)
What should I do next? Thank you for your help and time.
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