Proving the Convexity of a Function Using the Mean Value Theorem

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Homework Statement


f is a continues function in [a,b] and has a second derivative in (a,b). L(x) is a line that goes through (a,f(a)) and (b,f(b)).
Prove that if f''(x)>0 in (a,b) then L(x)>f(x) for every x in (a,b)


Homework Equations



MVT

The Attempt at a Solution



First of all,
[tex]L(x) = f(a) + \frac{f(b)-f(a)}{b-a} (x-a)[/tex]
and so
[tex]L(x) - f(x) = f(a) - f(x) + \frac{f(b)-f(a)}{b-a} (x-a)[/tex]
[tex]\frac{f(b)-f(a)}{b-a} = f'(t)[/tex] where t is in (a,b)
and so
[tex]( L - f)' (x) = f'(t) - f'(x)[/tex]
Now, [tex]( L - f )' (x) = 0[/tex] only when [tex]f'(t) = f'(x)[/tex]
And since f''(x)>0 f'(x) is an injective function in (a,b) and so [tex]f'(t) = f'(x)[/tex] only when x=t. and since f''(x)>0 we get a maximum at x=t.
Now, (L-f)(a) = 0 and (L-f)(b) = 0. If for any other x_0 =/= t
(L-f)(x_0)=0 then that would mean that for some x in (a,x_0) and for some x in (x_0,b) (L-f)'(x) = 0, but this is impossible as (L-f)'(x) is injective and we alredy found one point (t) where (L-f)'(x) = 0.
Also, (L-f)(t) > (L-f)(a) = 0 because it's a maximum in (a,b). And so for all x in (a,b) L-f)(x) > 0 => L(x) > f(x).

I felt that that proof was pretty weak, especially towards the end. How can I make it better. And is there any easier way?
Thanks.
 
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Hint (hopefully): Let f : I --> R be differentiable twice on an open real interval I. f is a convex function on I iff f''(x) >= 0, for every x in I.
 
This is a proof that f is a convex function. As far as I know, the only way to do it is with a contradiction. Suppose there exists a t in (a,b) with [itex]L(t) \le f(t)[/itex]. That ought to make it feel more cleaner and mathy-like.

Your logic is backwards, you're presupposing (L-f)'(x)=0 for some x. It makes more sense that since (L-f)(a)=0 and (L-f)(b)=0 that there would exist a t in (a,b) such that (L-f)'(t)=0.

"and since f''(x)>0 we get a maximum at x=t." If g'(x)=0 and g''(x)<0 then g(x) is a local maximum. (L-f)'(t)=0 and f''(x)>0 doesn't tell you 'something gets maximized' (I'm not sure what you're saying gets maximized).

Anyhow, since (L-f)''(x)=-f(x)<0 (L-f)(t) is a local maximum.
 
Last edited:
radou said:
Hint (hopefully): Let f : I --> R be differentiable twice on an open real interval I. f is a convex function on I iff f''(x) >= 0, for every x in I.

Unfortunately that's not a hint. That's precisely the inference he's been asked to show.