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A twice-differentiable function on an open interval is convex if and only if its second derivative is nonnegative
Statement
If is twice differentiable on an open interval, then is convex if and only if for every .
Facts & Assumptions
Given: A twice differentiable on an open interval .
A differentiable function on an open interval is convex if and only if its derivative is nondecreasing (A differentiable function on an open interval is convex if and only if its derivative is nondecreasing).
If a differentiable real function has nonnegative derivative on an interval, then it is nondecreasing on that interval (On an interval , for continuous on and differentiable at every interior point: throughout gives nondecreasing, gives increasing, and give the two decreasing forms; conversely a nondecreasing has and a nonincreasing has wherever it is differentiable, and no strict converse is claimed).
Proof
Assume is convex. By [L1], is nondecreasing; its difference quotients on either side of a point are nonnegative, and their common limit is therefore nonnegative.
Assume on . Applying [L2] to shows that is nondecreasing.
By [L1], the conclusion of step 1.2 makes convex, while step 1.1 proves the reverse implication.
Depends on
- A differentiable function on an open interval is convex if and only if its derivative is nondecreasing
- On an interval $I$, for $f$ continuous on $I$ and differentiable at every interior point: $f' \ge 0$ throughout gives $f$ nondecreasing, $f' > 0$ gives $f$ increasing, $f' \le 0$ and $f' < 0$ give the two decreasing forms; conversely a nondecreasing $f$ has $f' \ge 0$ and a nonincreasing $f$ has $f' \le 0$ wherever it is differentiable, and no strict converse is claimed
- Higher derivatives and the classes $C^k$ and $C^\infty$
Used by
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 53 results over 19 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- R. Gardner, Convex Functions, Notes 6.6 (standard reference, not scraped)