Suppose f is a concave function on the interval [a,b], meaning lambda f(x)+(1−lambda)f(y)<=f(lambda x+(1−lambda)y) for every x,y in [a,b] and every lambda in [0,1]. Prove that for any p,q,r in a,b] with q>=r>=0

Cristofer Watson

Cristofer Watson

Answered question

2022-10-22

Suppose f is a concave function on the interval [ a , b ], meaning
λ f ( x ) + ( 1 λ ) f ( y ) f ( λ x + ( 1 λ ) y )
for every x , y [ a , b ] and every λ [ 0 , 1 ]. Prove that for any p , q , r [ a , b ] with q r 0

Answer & Explanation

Amadek6

Amadek6

Beginner2022-10-23Added 21 answers

Let's calculate first the specific λ that "averages" the endpoints p ± q to give p ± r, i.e. solve for λ,
λ ( p + q ) + ( 1 λ ) ( p q ) = ± r (1) λ ± = ± r + q 2 q
Now, using the fact that q r 0 p ± r [ p q , p + q ],
f ( p ± r ) = f ( λ ± ( p + q ) + ( 1 λ ± ) ( p q ) ) λ ± f ( p + q ) + ( 1 λ ± ) f ( p q )
Summing these and substituting the values in ( 1 ),
f ( p + r ) + f ( p r ) ( λ + + λ ) f ( p + q ) + ( 2 λ + λ ) f ( p q ) = f ( p + q ) + f ( p q )

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