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A convex real function is Lipschitz on every closed bounded subinterval of the interior of its domain, hence continuous throughout the interior
Statement
Let be convex and let . Then there is such that for all . Thus is Lipschitz on (Lipschitz map, -Hölder map for rational , and contraction) and is continuous at every point of (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Facts & Assumptions
Given: A convex function and .
For a convex function and , the three secant slopes satisfy (For a convex function and , the three secant slopes satisfy ).
A function is Lipschitz with constant when for all points in its domain (Lipschitz map, -Hölder map for rational , and contraction).
Proof
Choose with ; then for , two applications of the three-slope inequality give .
With , step 1.1 yields for ; symmetry gives the same estimate for all , which is the Lipschitz condition.
Given , choose such an interval containing in its interior; the estimate in step 2.1 gives the -- condition at by taking when , and is immediate when .