Proof: Convexity Implies Existence of Left/Right Derivatives

In summary, the problem asks to prove that if a function f(x) is convex on an open interval, then the left and right derivatives of f exist at every point. The solution involves using the definition of convexity to show that the differential quotient is increasing as x1 increases towards x and decreasing as x2 approaches x. The proof may also incorporate the fact that any convex function on an open interval is continuous. Additionally, the limits of increasing/decreasing functions bounded above/below can be used to show that the left and right hand limits of the differential quotient exist.
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Homework Statement


Prove that if f(x) is convex on an open interval, then left and right derivatives of f exist at every point.

The Attempt at a Solution


So i have been able to show (from the definition of convex) that for any x1< x < x2 in the interval:
[tex]\frac{f(x)-f(x_1)}{x-x_1}\leq \frac{f(x_2)-f(x_1)}{x_2-x_1} \leq\frac{f(x_2)-f(x)}{x_2-x}[/tex]

in other words, the differential quotient in increasing as x1 increases towards x and decreasing as x2 approaches x.
i'm not sure how to incorporate these facts.

also, should my proof somehow involve that any convex function on an open interval in continuous?
 
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  • #2
What do you know about the limits of increasing/decreasing functions bounded above/below?
 
  • #3
so an increasing/decreasing function that is bounded above/below has a limit.

would i then take lim x1->x- for the left hand limit and lim x2->x+ for right hand limit?

also, for one handed limits, does the fact that it has to be approached from one side gaurentee that the approach is eventually monotone (which would imply the differential quotient is eventually monotone)?
 

1. What is the definition of convexity?

Convexity is a mathematical concept that describes a set or function that, when graphed, lies entirely above its tangent lines. In other words, the line connecting any two points on the graph must also lie above the graph.

2. How does convexity imply the existence of left/right derivatives?

If a function is convex, it means that it is continuous and has a well-defined slope at any point on the graph. This allows for the existence of both left and right derivatives, which represent the rate of change of the function at a specific point from the left and right sides, respectively.

3. Can a function be convex without having left/right derivatives?

No, a function cannot be convex without having left/right derivatives. The definition of convexity requires the function to have a well-defined slope at every point, which is represented by the existence of left/right derivatives.

4. Why is the existence of left/right derivatives important?

The existence of left/right derivatives is important because it allows for the calculation of the slope or rate of change of a function at a specific point. This information is useful in many areas of mathematics and science, such as optimization, economics, and physics.

5. Are there any exceptions to the rule that convexity implies the existence of left/right derivatives?

Yes, there are a few exceptions to this rule. One example is a function that is convex but has a discontinuity, such as a sharp corner in its graph. In this case, the function does not have a derivative at that specific point. However, it still has left and right derivatives at all other points and can be considered convex overall.

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