My task is as follows:
Let f:R→R be a twice-differentiable function,
and let f's second derivative be continuous. Let f be convex with
the following definition of convexity: for any $a f(a+b2)≤f(a)+f(b)2 Prove that
f″≥0 everywhere.
I've thought of trying to show that there exists a c in every [a,b]⊂R such that f″(c)≥0, and then just generalizing that, but I haven't been able to actually do it -- I don't know how to approach this. I'm thinking that I should use the mean-value theorem. I've also thought about picking a<v<w<b and then using the MVT on [a,v] and [w,b] to identify points in these intervals and then to take the second derivative between them, and showing that it's nonnegative.
However I'm really having trouble even formalizing any of these thoughts: I can't even get to a any statements about f′. I've looked at a few proofs of similar statements, but they used different definitions of convexity, and I haven't really been able to bend them to my situation.
I'd appreciate any help/hints/sketches of proofs or directions.
Answer
Here's how I ended up solving it. I made reference to this answer for the general principle, and this answer for the part about proving slopes of lines.
Let m=a+b2. Suppose we draw a line (on a two-dimensional Cartesian grid) from (a,f(a)) to (b,f(b)). Then the point (m,f(m)) lies on or below this line because f is midpoint convex: the height of the line at m is given f(a)+f(b)2, which is ≥f(m) by definition.
Since (m,f(m)) lies on or below this line, it follows that the slope of the line from (a,f(a)) to (m,f(m)) is less than or equal to the slope of the line from (m,f(m)) to (b,f(b)). We briefly show this:
We want to show that f(b)−f(m)b−m≥f(m)−f(a)m−a. Remark that b−m=b−a2=m−a, so the inequality simplifies to f(b)−f(m)≥f(m)−f(a), which is true since f(m)≤f(m)+f(a)2.
Having shown that the slope of ((a,f(a)),(m,(f(m)) is less than or equal to the slope of ((m,f(m)),(b,(f(b)), we apply the MVT to both of these two lines:
∃c∈(a,m) s.t. f(m)−f(a)m−a=f′(c)
∃d∈(m,b) s.t. f(b)−f(m)b−m=f′(d)
And knowing that the slope of the line joining ((a,f(a)),(m,f(m))) is less than or equal to that of the slope of the line joining ((m,f(m)),(b,f(b))), we have that f′(c)≤f′(d). We then apply the MVT once more:
∃z∈(c,d) s.t. f′(d)−f′(c)d−c=f″(z)
So f′(d)−f′(c)=f″(z)(d−c). We know that f′(d)≥f′(c), so f′(d)−f′(c)≥0. We also know that d−c>0 because c∈(a,m) and d∈(m,b), where a<b. So our statement reduces to this inequality:
f″(z)≥0
As desired.
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