Thursday, 12 February 2015

A real differentiable function is convex if and only if its derivative is monotonically increasing



I'm working on a problem in baby Rudin, Chapter 5 Exercise 14 reads:





Let f be a differentiable real function defined in (a,b). Prove that f is convex if and only if f is monotonically increasing.




I am trying to prove that f is monotonically increasing under that assumption that f is convex. I have written a proof, but a friend and I do not agree on the validity of my argument. Here is my argument.




First, assume that f is convex. Since f is differentiable and real on (a,b), f is continuous on (a,b). So, for $a f(y1)=f(u)f(s)usandf(y2)=f(t)f(v)tv.




Then, by exercise 23 of chapter 4 (proven previously):
f(u)f(s)usf(t)f(v)tv


or,
f(y1)f(y2).

Hence, f is monotonically increasing.





My friend claims that this merely proves that for any two arbitrary intervals [s,u] and [v,t] there are points that satisfy f(y1)f(y2). He says that what I need to prove is that for any two arbitrary points y1y2 we have f(y1)f(y2). (I should mention that he doesn't know how one would do this.)



Is he right? Is my proof insufficient? If so, how can I fix it?


Answer



Your friend is right.



From the previously solved exercise, you can show that for arbitrary $s

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