Is f convex on (a,b) if and only if f(y)-f(x)>(y-x)f'(x) for all x, y in (a,b)?

In summary, the conversation discusses the concept of convex functions and how to prove that certain functions are convex. The first question asks to show that the maximum of two convex functions is also convex. The answer states that since the second derivatives of the two functions are not equal to zero in the given interval, the maximum function also has a non-zero second derivative, implying convexity. The second question asks to show that a differentiable function is convex if and only if a certain inequality holds true for all points in the given interval. The conversation then goes on to discuss the definition of convexity and how it relates to the given inequality.
  • #1
barksdalemc
55
0
Can someone tell me if my logic in answering the following questions is ok:

1. Suppose that f(x) and g(x) are convex on (a,b). Show that the functions h(x)=max[f(x), g(x)] is also convex on (a,b).

-I said that since f and g are convex their second derivatives are not equal to zero in (a,b) and then said since h is the max of f or g, that h also has a second derivative in (a,b) not equal to zero implying it is also convex.

2. Let f be differentiable on (a,b). Show that if f is convex if and only if for all x, y in (a,b): f(y)-f(x)>(y-x)f'(x)

-I'm at a loss on this one.
 
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  • #2
What is your definition of convex? I guarantee it is not equivalent to "having a second derivative not equal to zero." Not only do convex function need not have even first derivatives, let alone second ones, but those that do certainly can have second derivatives equal to zero, such as any line.
 
  • #3
ok. the definition states that a curve is convex in a ndb about some x if every point on the curve in the nbd is either above or below the tangent line at x.
 
  • #4
barksdalemc said:
2. Let f be differentiable on (a,b). Show that if f is convex if and only if for all x, y in (a,b): f(y)-f(x)>(y-x)f'(x)

Rearrange: f(y)[tex]\ge[/tex]f(x)+(y-x)f'(x).
Draw a diagram: Two points (x,f(x)) and (y,f(y)), the horizontal distance between (y-x) and slope at (x,f(x)) is f'(x).
 
  • #5
Thanks, but it seems like rewording of the definition of convexity. Is that ok?
 
  • #6
Convex is when the curve is never below any tangent line (it can be above or contained in the tangent).
 

Related to Is f convex on (a,b) if and only if f(y)-f(x)>(y-x)f'(x) for all x, y in (a,b)?

1. What is a convex function?

A convex function is a mathematical function that satisfies the property that a line segment connecting any two points on the curve lies entirely on or above the curve. In other words, the function must be "curving upwards" and cannot have any "dips" or "humps".

2. How do you determine if a function is convex?

To determine if a function is convex, you can use the second derivative test. If the second derivative of the function is always positive, then the function is convex. Another method is to check if the graph of the function lies above the tangent line at any point along the curve.

3. What are the real-world applications of convex functions?

Convex functions have various applications in fields such as economics, physics, and computer science. For example, in economics, convex functions are used to model cost and production functions, while in physics, they are used to describe energy and force interactions. In computer science, convex functions are important for optimization and machine learning algorithms.

4. How do convex functions relate to optimization problems?

Convex functions are essential in optimization problems because they have a single global minimum, making it easier to find the optimal solution. Additionally, convex functions have many useful properties, such as being continuous and differentiable, which allows for efficient optimization algorithms to be used.

5. Can a function be both convex and concave?

No, a function cannot be both convex and concave. A function is convex if it curves upwards, while a concave function curves downwards. These two properties cannot coexist in the same function. However, a function can have regions that are both convex and concave, known as saddle points.

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