Two remarks on convex functions

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T. Popoviciu, Deux remarques sur les fonctions convexes, Bull. de la Sect. sci. de l’Acad. Roum., 20 (1938) no. ?, pp. 45-49 (in French).

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Bulletin Mathematique de la Societe des Sciences Mathematiques de Roumanie

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Romanian Society of Mathematical Sciences

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1938-c -142- Popoviciu- Two remarks on convex functions
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TWO REMARKS ON CONVEX FUNCTIONS

BY

TIBERIU POPOVICIUNote presented by MG Tzitzéica, MAR

I

I. Let us consider a function f ( x ) f ( x ) f(x)f(x)f(x)non-concave on a linear set E E EEE. If E E EEEis bounded we will designate by has = min E has = min E a=min Ea=\min Ehas=minE, has < b = max E has < b = max E a < b = max Ea<b=\max Ehas<b=maxEits extremities. The function f ( x ) f ( x ) f(x)f(x)f(x)is bounded on every bounded subset E 1 E 1 E_(1)E_{1}E1of E E EEEwhich contains its extremities c , d c , d CDc, dc,dFurthermore, the maximum of f ( x ) f ( x ) f(x)f(x)f(x)on E 1 E 1 E_(1)E_{1}E1is always reached and is only reached at least at one of the extremes c , d c , d CDc, dc,dunless the function does not reduce to a constant on E 1 E 1 E_(1)E_{1}E1This applies to all functions. f ( x ) + α x + β , α , β f ( x ) + α x + β , α , β f(x) + alpha x + beta, alpha, betaf(x)+\alpha x+\beta, \alpha, \betaf(x)+αx+β,α,βbeing two constants. According to a remark by Mr. S S SSSSaks 1 1 ^(1){ }^{1}1) the converse is true and we can state the following property:
For the function f ( x ) f ( x ) f(x)f(x)f(x)either non-concave on E E EEEit is necessary and sufficient that, whatever the constant a and the bounded subset E 1 E 1 E_(1)E_{1}E1of E E EEEcontaining its extremities, the function f ( x ) + α x f ( x ) + α x f(x) + alpha xf(x) + α xf(x)+αxreaches its maximum at least at one of its extremities c , d c , d CDc, dc,d.
Indeed, we verify that the property is equivalent to the inequality of definition
| I x 1 f ( x 1 ) I x 2 f ( x 2 ) I x 3 f ( x 3 ) | 0 , x 1 , < x 2 < x 3 , x 1 , x 2 , x 3 E I      x 1      f x 1 I      x 2      f x 2 I      x 3      f x 3 0 , x 1 , < x 2 < x 3 , x 1 , x 2 , x 3 E |[I,x_(1),f(x_(1))],[I,x_(2),f(x_(2))],[I,x_(3),f(x_(3))]| >= 0,x_(1), < x_(2) < x_(3),x_(1),x_(2),x_(3)sub E\left|\begin{array}{lll} \mathrm{I} & x_{1} & f\left(x_{1}\right) \\ \mathrm{I} & x_{2} & f\left(x_{2}\right) \\ \mathrm{I} & x_{3} & f\left(x_{3}\right) \end{array}\right| \geq 0, x_{1},<x_{2}<x_{3}, x_{1}, x_{2}, x_{3} \subset E|Ix1f(x1)Ix2f(x2)Ix3f(x3)|0,x1,<x2<x3,x1,x2,x3E
of the non-concave function f ( x ) f ( x ) f(x)f(x)f(x)
Convex functions can be characterized in the same way, but then it must be stated in the problem statement that f ( x ) + α x f ( x ) + α x f(x) + alpha xf(x) + α xf(x)+αx1. If a non-concave function reaches its maximum at only one of its endpoints.
2. If a non-concave function reaches its minimum at two points x 1 , x 2 x 1 , x 2 x_(1),x_(2)x_{1}, x_{2}x1,x2of E E EEE, it reaches him at every point of E E EEEbetween x 1 , x 2 x 1 , x 2 x_(1),x_(2)x_{1}, x_{2}x1,x2. We
We will now seek to state a converse. We will assume E E EEEbounded and closed, and we will say that a function is continuous on E E EEEif it is continuous at every point of the derivative E E E^(')E^{\prime}Eof E E EEEWe therefore have the following property:
The function f ( x ) f ( x ) f(x)f(x)f(x)finished, uniform and continuous over the closed and bounded set E E EEE' is non-concave if when for a α , f ( x ) + α x α , f ( x ) + α x alpha,f(x)+alpha x\alpha, f(x)+\alpha xα,f(x)+αxreached its minimum in two points x 1 , x 2 x 1 , x 2 x_(1),x_(2)x_{1}, x_{2}x1,x2of E E EEE, it reaches him at every point of E E EEEbetween x 1 x 1 x_(1)x_{1}x1And x 2 x 2 x_(2)x_{2}x2.
First, let's note that the function f ( x ) + α x + β f ( x ) + α x + β f(x) + alpha x + betaf(x) + α x + βf(x)+αx+βOr β β beta\betaβis a constant and enjoys the same property. We will take into account the fact that a continuous function on a closed set always reaches its minimum.
The whole difficulty lies in showing that, whatever x 0 E x 0 E x_(0)sub Ex_{0} \subset Ex0Eand different from the extremities of E E EEE, one can find a α α alpha\alphaαsuch that the minimum, equal to zero for a suitable choice of β β beta\betaβ, of f ( x ) + α x + β f ( x ) + α x + β f(x) + alpha x + betaf(x) + α x + βf(x)+αx+βbe reached for x = x 0 x = x 0 x=x_(0)x=x_{0}x=x0This is equivalent to saying that at every point HAS 0 ( x 0 , f ( x 0 ) ) HAS 0 x 0 , f x 0 A_(0)(x_(0),f(x_(0)))A_{0}\left(x_{0}, f\left(x_{0}\right)\right)HAS0(x0,f(x0)), abscissa x 0 E x 0 E x_(0)sub Ex_{0} \subset Ex0Epasses a line of support 2 2 ^(2){ }^{2}2) of the curve y = f ( x ) y = f ( x ) y=f(x)y=f(x)y=f(x)We then know that the function is necessarily non-concave.
Regardless of λ λ lambda\lambdaλthere exists a line of support for the direction curve λ λ lambda\lambdaλ(of angular coefficient λ ^ λ ^ hat(lambda)\hat{\lambda}λ^). The curve is, moreover, not below this line. It is therefore necessary to demonstrate that if x 0 E x 0 E x_(0)sub Ex_{0} \subset Ex0Ethere exists a line of support passing through HAS 0 HAS 0 A_(0)A_{0}HAS0.
If the parallel to the axis O x O x OxO xOxled by HAS 0 HAS 0 A_(0)A_{0}HAS0If the line of support is a supporting line, the property is proven. Otherwise, let's draw the supporting line. Δ 0 Δ 0 Delta_(0)\Delta_{0}Δ0parallel to O x 3 O x 3 Ox^(3)\mathrm{O} x^{3}Ox3This line contains at least one point of the curve y = f ( x ) y = f ( x ) y=f(x)y=f(x)y=f(x); either HAS HAS HASHASHASone of these points and, to clarify, let's assume its abscissa x 1 < x 0 x 1 < x 0 x_(1) < x_(0)x_{1}<x_{0}x1<x0Let us now consider all the lines of support. Δ λ Δ λ Delta_(lambda)\Delta_{\lambda}Δλ(of direction) λ λ lambda\lambdaλ) of the curve C C CCCrepresented by y = f ( x ) y = f ( x ) y=f(x)y=f(x)y=f(x)when x E x E x sub Ex \subset ExEvaries within the closed interval ( has , x 0 ) has , x 0 (a,x_(0))\left(a, x_{0}\right)(has,x0)and either C C C^(')C^{\prime}Cthe curve represented by y = f ( x ) y = f ( x ) y=f(x)y=f(x)y=f(x)when x E x E x sub Ex \subset ExEvaries within the closed interval ( x 0 , b x 0 , b x_(0),bx_{\mathbf{0}}, bx0,b). All the points of C C C^(')C^{\prime}Care above any right Δ λ Δ λ Delta_(lambda)\Delta_{\lambda}Δλwith λ < λ < lambda <\lambda<λ<o. When λ λ lambda\lambdaλStarting from 0, two cases are possible:
I. We arrive (by virtue of continuity) at a value λ 0 λ 0 lambda^(') >= 0\lambda^{\prime} \geq 0λ0such as Δ λ Δ λ Delta_(lambda^('))\Delta_{\lambda^{\prime}}Δλis a line of support of C C CCCIn this case, this line Δ λ Δ λ Delta_(lambda^('))\Delta_{\lambda^{\prime}}Δλcontains at least one point of C C CCCand at least one point of C C C^(')C^{\prime}CTherefore, it is necessary that HAS 0 HAS 0 A_(0)A_{0}HAS0also belongs to this line, and the property is proven.
II. The curve C C C^(')C^{\prime}Cis above Δ λ Δ λ Delta_(lambda)\Delta_{\lambda}Δλregardless of λ λ lambda\lambdaλI say that this is impossible. Indeed, Δ λ Δ λ Delta_(lambda)\Delta_{\lambda}Δλis not below the right δ λ δ λ delta_(lambda)\delta_{\lambda}δλ, of direction λ λ lambda\lambdaλ, through the projection of HAS 0 HAS 0 A_(0)A_{0}HAS0on Δ 0 Δ 0 Delta_(0)\Delta_{0}Δ0The curve C C C^(')C^{\prime}Cmust therefore be above δ λ δ λ delta_(lambda)\delta_{\lambda}δλregardless of λ λ lambda\lambdaλwhich is clearly impossible.
The stated property is therefore proven.
3. - Suppose, in particular, that E E EEElet be a closed and finite interval ( has , b has , b a,ba, bhas,b), we can state the following property:
The function f ( x ) f ( x ) f(x)f(x)f(x)finite and continuous in the finite and closed interval ( has , b has , b a,ba, bhas,b) is convex if, for any number α α alpha\alphaα, the function f ( x ) + α x f ( x ) + α x f(x) + alpha xf(x) + α xf(x)+αxreaches its minimum at a single point.
The assumption of continuity cannot be eliminated in these statements to draw the preceding conclusions. Let us consider, for this purpose, the function
g ( x ) = { I I ( x I ) 2 , 0 x < I ( 2 x ) I x 2 g ( x ) = I I ( x I ) 2      , 0 x < I ( 2 x )      I x 2 g(x)={[I-sqrt(I-(xI)^(2)),","quad0 <= x < I],[(2-x),I <= x <= 2]:}g(x)= \begin{cases}\mathrm{I}-\sqrt{\mathrm{I}-(x-\mathrm{I})^{2}} & , \quad 0 \leqq x<\mathrm{I} \\ (2-x) & \mathrm{I} \leqq x \leqq 2\end{cases}g(x)={II(xI)2,0x<I(2x)Ix2
It is easy to verify that g ( x ) + α x g ( x ) + α x g(x) + alpha xg(x) + α xg(x)+αxalways reaches its minimum and at a single point, the function g ( x ) g ( x ) g(x)g(x)g(x)However, it is not convex. On the contrary, one can substitute for continuity a less restrictive hypothesis, for example lower semi-continuity.

II

I. - Either E E EEEa linear set. I say that E E EEEis decomposed into two consecutive subsets E 1 E 1 E_(1)E_{1}E1And E 2 E 2 E_(2)E_{2}E2if: E 1 , E 2 E 1 , E 2 ^(@)E_(1),E_(2){ }^{\circ} E_{1}, E_{2}E1,E2contain only points of E , 2 E , 2 E,2^(@)E, 2^{\circ}E,2every point of E E EEEbelongs to one and only one of the sets E 1 , E 2 , 3 E 1 , E 2 , 3 E_(1),E_(2),3^(@)E_{1}, E_{2}, 3^{\circ}E1,E2,3every point of E 1 E 1 E_(1)E_{1}E1is to the left of every point of E 2 E 2 E_(2)E_{2}E2Any point between max E 1 max E 1 maxE_(1)\max E_{1}maxE1And min E 2 min E 2 minE_(2)\min E_{2}minE2is a decomposition point. Such a point may or may not belong to one of the sets E 1 , E 2 E 1 , E 2 E_(1),E_(2)E_{1}, E_{2}E1,E2It can also happen that one of the sets E 1 , E 2 E 1 , E 2 E_(1),E_(2)E_{1}, E_{2}E1,E2either empty, the other then coincides with E E EEEIn this case, there is no decomposition point.
We know that:
If f ( x ) f ( x ) f(x)f(x)f(x)is non-concave on E E EEEwe can break down the whole E E EEEin two consecutive subsets E 1 , E 2 E 1 , E 2 E_(1),E_(2)E_{1}, E_{2}E1,E2such that on each the function is monotonic.
If E 1 E 1 E_(1)E_{1}E1is empty f ( x ) f ( x ) f(x)f(x)f(x)is non-decreasing on E E EEEand if E 2 E 2 E_(2)E_{2}E2is empty f ( x ) f ( x ) f(x)f(x)f(x)is non-increasing on E E EEEIn general, the function is non-increasing on E 1 E 1 E_(1)E_{1}E1and non-decreasing on E 2 4 E 2 4 E_(2)^(4)E_{2}{ }^{4}E24).
But there are more general functions that possess the same property. We propose to characterize these functions by inequalities between three of their values.
2. - From the inequality of definition, it immediately follows that if f ( x ) f ( x ) f(x)f(x)f(x)is non-concave we have
(I) f ( x 2 ) max [ f ( x 1 ) , f ( x 3 ) ] , x 1 < x 2 < x 3 , x 1 , x 2 , x 3 E f x 2 max f x 1 , f x 3 , x 1 < x 2 < x 3 , x 1 , x 2 , x 3 E quad f(x_(2)) <= max[f(x_(1)),f(x_(3))],x_(1) < x_(2) < x_(3),x_(1),x_(2),x_(3)sub E\quad f\left(x_{2}\right) \leqq \max \left[f\left(x_{1}\right), f\left(x_{3}\right)\right], x_{1}<x_{2}<x_{3}, x_{1}, x_{2}, x_{3} \subset Ef(x2)max[f(x1),f(x3)],x1<x2<x3,x1,x2,x3E.
However, this inequality does not characterize non-concave functions. The inequality is satisfied, for example, by any non-negative function whose p p pppnth power, with p 1 p 1 p >= 1p \geq 1p1, is non-concave. Functions that satisfy
Inequality (I) can be viewed precisely as the limiting case for p + p + p rarr+oop \rightarrow+\inftyp+.
We propose to demonstrate that:
Either f ( x ) f ( x ) f(x)f(x)f(x)a finite, uniform function defined on the set E. So that we can decompose E E EEEin two consecutive subsets E 1 , E 2 E 1 , E 2 E_(1),E_(2)E_{1}, E_{2}E1,E2on property (I).
We assume that if E 1 , E 2 E 1 , E 2 E_(1),E_(2)E_{1}, E_{2}E1,E2are not empty the function is non-increasing on E 1 E 1 E_(1)E_{1}E1and non-decreasing on E 2 E 2 E_(2)E_{2}E2Otherwise, the function - f ( x ) f ( x ) f(x)f(x)f(x)must verify inequality (I).
It is easy to see that the condition is necessary. It remains to show that it is also sufficient, therefore:
If the function f ( x ) f ( x ) f(x)f(x)f(x), finite, uniform and defined on the set E E EEEverifying property (1), we can decompose the set E E EEEin two consecutive subsets such that on each the function is monotonic.
3. - Let us therefore demonstrate this last property. Let m = min f ( x ) m = min f ( x ) m = min f(x)m = min f(x)m=minf(x)
which can be a finite number or -oo-\infty. Either
(2) ξ 1 , ξ 2 , ξ n , (2) ξ 1 , ξ 2 , ξ n , {:(2)xi_(1)","xi_(2)dots","xi_(n)","dots:}\begin{equation*} \xi_{1}, \xi_{2} \ldots, \xi_{n}, \ldots \tag{2} \end{equation*}(2)ξ1,ξ2,ξn,
a sequence of points, distinct or not, such that f ( ξ n ) m f ξ n m f(xi_(n))rarr mf\left(\xi_{n}\right) \rightarrow mf(ξn)mFor n n n rarr oon \rightarrow \inftynWe can always assume that the sequence (2) is either convergent or tends towards + + +oo+\infty+Or -oo-\inftyTo simplify, we can say that the sequence tends towards a point ξ ξ xi\xiξfinite or infinite. It's easy to see that if m = m = m=-oom=-\inftym=there is only one point ξ ξ xi\xiξThree cases may arise:
I. ξ ξ xi\xiξis finished. Consider two points x 1 < x 2 x 1 < x 2 x_(1) < x_(2)x_{1}<x_{2}x1<x2to the left of ξ ξ xi\xiξWe cannot have f ( x 1 ) < f ( x 2 ) f x 1 < f x 2 f(x_(1)) < f(x_(2))f\left(x_{1}\right)<f\left(x_{2}\right)f(x1)<f(x2)since then we could find a ξ n > x 2 ξ n > x 2 xi_(n) > x_(2)xi_{n}>x_{2}ξn>x2such as one has f ( ξ n ) < f ( x 2 ) f ξ n < f x 2 f(xi_(n)) < f(x_(2))f\left(\xi_{n}\right)<f\left(x_{2}\right)f(ξn)<f(x2)By taking x 3 = ξ n x 3 = ξ n x_(3)=xi_(n)x_{3}=\xi_{n}x3=ξnThis contradicts inequality (I). Therefore, it is necessary that f ( x 1 ) f ( x 2 ) f x 1 f x 2 f(x_(1)) >= f(x_(2))f\left(x_{1}\right) \geq f\left(x_{2}\right)f(x1)f(x2)We see in the same way that if x 1 < x 2 x 1 < x 2 x_(1) < x_(2)x_{1}<x_{2}x1<x2are to the right of ξ ξ xi\xiξwe have f ( x 1 ) f ( x 2 ) f x 1 f x 2 f(x_(1)) <= f(x_(2))f\left(x_{1}\right) \leq f\left(x_{2}\right)f(x1)f(x2)So, if the point ξ ξ xi\xiξdoes not belong to E E EEEThe property has been demonstrated. It remains to be shown that this is still the case if ξ E ξ E xi sub E\xi \subset EξETwo scenarios are possible: I f ( ξ ) = m I f ( ξ ) = m I^(@)f(xi)=m\mathrm{I}^{\circ} f(\xi)=mIf(ξ)=mwhich is only possible if m m mmmis finished. In this case, we obviously have f ( x 1 ) f ( ξ ) f x 1 f ( ξ ) f(x_(1)) >= f(xi)f\left(x_{1}\right) \geq f(\xi)f(x1)f(ξ)For ξ > x 1 E ξ > x 1 E xi > x_(1)sub E\xi>x_{1} \subset Eξ>x1EAnd f ( ξ ) f ( x 2 ) f ( ξ ) f x 2 f(xi) <= f(x_(2))f(\xi) \leq f\left(x_{2}\right)f(ξ)f(x2)For ξ < x 2 E ξ < x 2 E xi < x_(2)sub E\xi<x_{2} \subset Eξ<x2EThe property therefore results in this case as well, and ξ ξ xi\xiξbelongs indifferently to E 1 E 1 E_(1)E_{1}E1Or E 2 , 2 f ( ξ ) > m E 2 , 2 f ( ξ ) > m E_(2),2^(@)f(xi) > mE_{2}, 2^{\circ} f(\xi)>mE2,2f(ξ)>m. In this case ξ ξ xi\xiξcan only be a limit on one side. If it is a left (right) limit, then we have f ( ξ ) f ( x 2 ) f ( ξ ) f x 2 f(xi) <= f(x_(2))f(\xi) \leqq f\left(x_{2}\right)f(ξ)f(x2)for everything ξ < x 2 E [ f ( x 2 ) f ( ξ ) ξ < x 2 E f x 2 f ( ξ ) xi < x_(2)sub E[f(x_(2)) >= f(xi):}\xi<x_{2} \subset E\left[f\left(x_{2}\right) \geq f(\xi)\right.ξ<x2E[f(x2)f(ξ)for everything ξ > x 1 E ] ξ > x 1 E {: xi > x_(1)sub E]\left.\xi>x_{1} \subset E\right]ξ>x1E]and the property still results, the point of decomposition ξ ξ xi\xiξbelonging to E 2 E 2 E_(2)E_{2}E2(resp. to E 1 E 1 E_(1)E_{1}E1II
. ξ = ξ = xi=-oo\xi=-\inftyξ=This can only happen if E E EEEis unbounded below. We then see, as above, that if x 1 < x 2 x 1 < x 2 x_(1) < x_(2)x_{1}<x_{2}x1<x2are two points of E E EEEwe have f ( x 1 ) f ( x 2 ) f x 1 f x 2 f(x_(1)) <= f(x_(2))f\left(x_{1}\right) \leqq f\left(x_{2}\right)f(x1)f(x2)The function is therefore non-decreasing on E E EEEIII
. ξ = + ξ = + xi=+oo\xi=+\inftyξ=+Similarly, we can see that the function is non-increasing on E E EEE.
The property is therefore completely proven.
We can also note that while equality is never possible in (I), the function is strictly monotonic (decreasing and increasing) on ​​the decomposition subsets E 1 E 1 E_(1)E_{1}E1And E 2 E 2 E_(2)E_{2}E2and vice versa.

Seminarul Matematic, Universitatea Cernăuți


  1. 1 1 ^(1){ }^{1}1) S. Saks, O funkcjach wypuklych i podharmonicznych, “Mathesis Polska”, t. VI (1931), pp. 43-65.
  2. 2 2 ^(2){ }^{2}2) A support line is a line that passes through a point on the curve which is entirely located on one side of that line.
    3 3 ^(3){ }^{3}3The reader is asked to draw the figure.
  3. 4 4 ^(4){ }^{4}4) The example E = E = E=E=E=interval ( 0 , 1 ) , f ( 0 ) = 1 , f ( x ) = x ( 0 , 1 ) , f ( 0 ) = 1 , f ( x ) = x (0,1),f(0)=1,f(x)=x(0,1), f(0)=1, f(x)=x(0,1),f(0)=1,f(x)=xFor 0 < x 1 0 < x 1 0 < x <= 10<x \leqq 10<x1shows us that E 1 E 1 E_(1)E_{1}E1can well be formed by a single point (similarly E 2 E 2 E_(2)E_{2}E2). We agree, of course, that any function defined at a single point is monotonic and indifferently increasing or decreasing.
1938

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