Proof: Convexity Implies Existence of Left/Right Derivatives

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SUMMARY

The discussion centers on proving that if a function f(x) is convex on an open interval, then both left and right derivatives exist at every point within that interval. The user demonstrates that the differential quotient is increasing as x1 approaches x and decreasing as x2 approaches x, establishing the necessary conditions for the existence of these derivatives. The conversation also touches on the continuity of convex functions and the behavior of limits for increasing or decreasing functions that are bounded. The user contemplates the application of one-sided limits to finalize the proof.

PREREQUISITES
  • Understanding of convex functions and their properties
  • Familiarity with differential quotients and limits
  • Knowledge of one-sided limits in calculus
  • Concept of monotonicity in functions
NEXT STEPS
  • Study the properties of convex functions in detail
  • Learn about the relationship between continuity and differentiability
  • Explore the concept of limits in calculus, focusing on one-sided limits
  • Investigate monotonic functions and their implications for derivatives
USEFUL FOR

Students of calculus, mathematicians interested in real analysis, and anyone studying the properties of convex functions and their derivatives.

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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:
\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}

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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What do you know about the limits of increasing/decreasing functions bounded above/below?
 
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)?
 

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