Prove inequality of a convex function

  • #1
Lambda96
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Homework Statement
Proof that the following inequality holds ##\frac{f(x_2)-f(x_1)}{x_2-x_1} \leq \frac{f(x_3)-f(x_1)}{x_3-x_1 } \leq \frac{f(x_3)-f(x_2)}{x_3-x_2}##
Relevant Equations
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Hi,

I have problem to prove that the following inequality holds

Bildschirmfoto 2024-05-01 um 21.21.01.png

I thought of the following, since it is a convex function and ##x_1 < x_2 <x_3## applies, I started from the following inequality ##f(x_2) \leq f(x_3)## and transformed it further

$$f(x_2) \leq f(x_3)$$
$$f(x_2)-f(x_1) \leq f(x_3)-f(x_1)$$
$$\frac{f(x_2)-f(x_1)}{x_2- x_1} \leq \frac{f(x_3)-f(x_1)}{x_2 - x_1}$$

Since the following applies ##x_2 - x_1 \leq x_3 - x_1## it follows ##\frac{f(x_3)-f(x_1)}{x_3- x_1} \leq \frac{f(x_3)-f(x_1)}{x_2 - x_1}## then follows ##\frac{f(x_2)-f(x_1)}{x_2- x_1} \leq \frac{f(x_3)-f(x_1)}{x_3 - x_1}## i.e. the first part of the inequality

Is my approach correct, or does anyone have a better idea of how I can prove the inequality?
 
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  • #2
##f(x_2)\leq f(x_3)## sounds like a condition about increasing functions, not convex functions. What is the definition of a convex function?

Also note your last step is wrong, you basically wrote down ##a<b## and ##c< b## and concluded ##a<c##
 
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  • #3
## f ## is convex if and only if
[tex]
\frac{f(y)-f(x)}{y-x} \leqslant \frac{f(z)-f(x)}{z-x}
[/tex]
for all ## a < x < y < z < b ##. You have arrived to the right conclusion, but it does not stem from monotonicity (##x^2## is convex but not monotone, for instance) nor the suspect step in between. Consider instead
[tex]
f(y) \leqslant \frac{z-y}{z-x}f(x)+\frac{y-x}{z-x}f(z).
[/tex]
  1. Why is this inequality true? (substitute ## y=(1-\lambda)x + \lambda z ##)
  2. Check that it is equivalent to the first inequality.
 
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  • #4
Thank you Office_Shredder and nuuskur for your help 👍👍

Since it is a convex function and ##x_2## lies between ##x_1## and ##x_3##, I can represent ##x_2## as follows ##x_2=(1- \lambda)x_1 + \lambda x_3## with ##\lambda \in (0,1)##

I then inserted this expression into the first part of the inequality ##\frac{f(x_2)-f(x_1)}{x_2-x_1} \leq \frac{f(x_3)-f(x_1)}{x_3-x_1 }##

In order to get the required inequality, I applied the following, since it is a convex function ##f((1- \lambda)x_1 + \lambda x_3) \le (1-\lambda)f(x_1) + \lambda f(x_3)##
 
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