Let f be a concave function. Then, by definition, for any α in [0,1] f(alpha x+(1−alpha)y)>=alpha f(x)+(1−alpha)f(y) Is there a way to prove that f(x)+f(y)>=f(alpha x(1−alpha )y)+f(alpha y+(1−alpha)x) by using the upper definition?

unabuenanuevasld

unabuenanuevasld

Answered question

2022-11-11

Let f be a concave function. Then, by definition, for any α [ 0 , 1 ]
f ( α x + ( 1 α ) y ) α f ( x ) + ( 1 α ) f ( y )
Is there a way to prove that
f ( x ) + f ( y ) f ( α x + ( 1 α ) y ) + f ( α y + ( 1 α ) x )
by using the upper definition?

Answer & Explanation

Samsonitew7b

Samsonitew7b

Beginner2022-11-12Added 15 answers

We have
{ f ( α x + ( 1 α ) y ) α f ( x ) + ( 1 α ) f ( y ) f ( ( 1 α ) x + α y ) ( 1 α ) f ( x ) + α f ( y )
By adding those two inequalities you get the desired result
f ( α x + ( 1 α ) y ) + f ( α y + ( 1 α ) x ) f ( x ) + f ( y )

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