Proving Inequality for Convex Functions with Given Conditions

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Homework Help Overview

The discussion revolves around proving an inequality related to convex functions under specific conditions, namely that for all non-negative \(a\) and \(b\), the function \(f\) satisfies \(f(a+b) \ge f(a) + f(b)\). The context includes the properties of convex functions and their derivatives.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants explore the implications of the convexity condition \(f''(x) \ge 0\) and the initial condition \(f(0) = 0\). There is an attempt to connect these properties to the desired inequality. Questions arise about the application of the definition of convexity and how it relates to proving superadditivity.

Discussion Status

Participants have engaged in a productive exploration of the properties of convex functions. Some have provided insights into applying the definition of convexity to specific cases, while others have confirmed understanding of the implications of these properties. There is a collaborative effort to build towards a proof without reaching a definitive conclusion.

Contextual Notes

Participants note the necessity of the condition \(f(0) = 0\) for the inequality to hold, and there is an acknowledgment of the constraints imposed by the problem statement regarding the non-negativity of \(a\) and \(b\).

Contingency
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Homework Statement


Givens: [tex]\forall x\ge 0:\quad f^{ \prime \prime }\left( x \right) \ge 0;\quad f\left( 0 \right) =0[/tex]
Prove: [tex]\forall a,b\ge 0:\quad f\left( a+b \right) \ge f\left( a \right) +f\left( b \right)[/tex]

Homework Equations


By definition, f is convex iff [tex]\forall x,y\in \Re \quad \wedge \quad \forall \lambda :\quad 0\le \lambda \le 1\quad \Rightarrow \quad f\left( \lambda x+(1-\lambda )y \right) \le \lambda f\left( x \right) +(1-\lambda )f\left( y \right)[/tex]

The Attempt at a Solution


Intuition-wise I see that a convex function's values increase at an increasing rate, but that's equivalent to [tex]f^{ \prime \prime }\left( x \right) \ge 0[/tex]
I also see that [tex]f\left( 0 \right) =0[/tex] is necessary for the inequality to hold, but I can't find any tools with which I can work on proving the inequality.
Also I figure [tex]\forall x\ge 0:\quad f^{ \prime }\left( x \right) \ge 0[/tex] and also monotonously increasing.
 
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OK, so we wish to prove that a convex function is "superadditive".

First, can you prove that if [itex]t\in [0,1][/itex], that then

[tex]f(tx)\leq tf(x)[/tex]

Just apply convexity and use that f(0)=0.
 
alright, that's immediate from taking y=0.
So I now know that [tex]f(\lambda x)\leq \lambda f(x)[/tex]
 
Now write

[tex]f(a)+f(b)=f\left(\frac{a}{a+b}(a+b)\right)+f\left(\frac{b}{a+b}(a+b) \right)[/tex]

and apply that inequality you just obtained.
 
Last edited:
just figured that bit out
thanks a lot!
 
Last edited:

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