Math 2.0

Real functions Proof

Proof that a differentiable function is convex iff its derivative is increasing

Builds on Convex functionSlopes of a convex function are increasingMean value theoremDerivativeDifferentiable functions are continuousInterval

Proof

We prove the two directions separately. For u≠vu \ne v in II write s(u,v)=f(v)−f(u)v−us(u, v) = \dfrac{f(v) - f(u)}{v - u}, the slope of the chord. Note that s(u,v)=s(v,u)s(u, v) = s(v, u).

Convex implies f′f' increasing.

  1. Assume ff is convex. Let x<yx < y in II; we show f′(x)≤f′(y)f'(x) \le f'(y).
  2. For each tt with x<t<yx < t < y, the slope inequalities give s(x,t)≤s(x,y)≤s(t,y)s(x, t) \le s(x, y) \le s(t, y).
  3. By the definition of the derivative, s(x,t)=f(x+h)−f(x)hs(x, t) = \dfrac{f(x + h) - f(x)}{h} with h=t−xh = t - x. So s(x,t)→f′(x)s(x, t) \to f'(x) as t→x+t \to x^+.
  4. Suppose f′(x)>s(x,y)f'(x) > s(x, y). Put ε=f′(x)−s(x,y)\varepsilon = f'(x) - s(x, y). By step 3 there is t∈(x,y)t \in (x, y) with s(x,t)>f′(x)−ε=s(x,y)s(x, t) > f'(x) - \varepsilon = s(x, y).
  5. This contradicts step 2. So f′(x)≤s(x,y)f'(x) \le s(x, y).
  6. Likewise s(t,y)=f(y+h)−f(y)hs(t, y) = \dfrac{f(y + h) - f(y)}{h} with h=t−y<0h = t - y < 0. So s(t,y)→f′(y)s(t, y) \to f'(y) as t→y−t \to y^-.
  7. Suppose f′(y)<s(x,y)f'(y) < s(x, y). With ε=s(x,y)−f′(y)\varepsilon = s(x, y) - f'(y), step 6 gives t∈(x,y)t \in (x, y) with s(t,y)<s(x,y)s(t, y) < s(x, y). This contradicts step 2.
  8. So f′(x)≤s(x,y)≤f′(y)f'(x) \le s(x, y) \le f'(y). Hence f′f' is increasing on II.

f′f' increasing implies convex.

  1. Assume f′f' is increasing on II. Let u,v∈Iu, v \in I and λ∈[0,1]\lambda \in [0, 1]. We show f(λu+(1−λ)v)≤λf(u)+(1−λ)f(v)f(\lambda u + (1 - \lambda) v) \le \lambda f(u) + (1 - \lambda) f(v).
  2. If u=vu = v, or λ∈{0,1}\lambda \in \set{0, 1}, both sides are equal. Exchanging uu with vv and λ\lambda with 1−λ1 - \lambda leaves the claim unchanged. So we may assume u<vu < v and 0<λ<10 < \lambda < 1.
  3. Let p=λu+(1−λ)vp = \lambda u + (1 - \lambda) v. Then p−u=(1−λ)(v−u)>0p - u = (1 - \lambda)(v - u) > 0 and v−p=λ(v−u)>0v - p = \lambda (v - u) > 0. So u<p<vu < p < v.
  4. Since II is an interval, [u,v]⊆I[u, v] \subseteq I. The function ff is differentiable on II, hence continuous on II.
  5. By the mean value theorem on [u,p][u, p] and on [p,v][p, v], there are c1∈(u,p)c_1 \in (u, p) and c2∈(p,v)c_2 \in (p, v) with s(u,p)=f′(c1)s(u, p) = f'(c_1) and s(p,v)=f′(c2)s(p, v) = f'(c_2).
  6. Since c1<c2c_1 < c_2 and f′f' is increasing, s(u,p)≤s(p,v)s(u, p) \le s(p, v).
  7. By step 11 this reads f(p)−f(u)(1−λ)(v−u)≤f(v)−f(p)λ(v−u)\dfrac{f(p) - f(u)}{(1 - \lambda)(v - u)} \le \dfrac{f(v) - f(p)}{\lambda (v - u)}.
  8. Multiplying by λ(1−λ)(v−u)>0\lambda (1 - \lambda)(v - u) > 0 gives λ(f(p)−f(u))≤(1−λ)(f(v)−f(p))\lambda (f(p) - f(u)) \le (1 - \lambda)(f(v) - f(p)).
  9. Rearranging, f(p)≤λf(u)+(1−λ)f(v)f(p) \le \lambda f(u) + (1 - \lambda) f(v). So ff is convex.

Idea

For a convex function, the slope of a chord over [x,y][x, y] lies between the tangent slopes at xx and at yy, since chord slopes increase. Conversely, the mean value theorem turns chord slopes into values of f′f'. If f′f' is increasing, chords to the left of a point are less steep than chords to the right, and that is convexity.

Reading path

To understand this page from the ground up, read these 141 pages in order. The foundations come first. The path takes the proofs Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof of the commutativity of addition by induction, Proof of the epsilon-delta form of continuity, Proof that there is a natural number n with 1/n below any positive epsilon, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the double negation law by a truth table, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof of the uniqueness of limits, Proof of strong induction from ordinary induction, Proof of the limit of a product of sequences, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of the linearity of differentiation, Proof of the sequential characterization of limits, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof that differentiable functions are continuous, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the Archimedean property in an Archimedean ordered field, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof that convergent sequences are bounded, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof of the mean value theorem from Rolle's theorem, Proof that slopes of a convex function are increasing, Proof of the constant multiple rule.

  1. Construction of the reals from Cauchy sequences concept
  2. Convex function definition
  3. Definition by recursion concept
  4. Element definition
  5. Integers object
  6. Limit point of a set definition
  7. Local maximum definition
  8. Mathematical induction concept
  9. Natural numbers object
  10. Ordered field definition
  11. Peano axioms concept
  12. Proposition concept
  13. Rational numbers object
  14. Real numbers object
  15. Sequence definition
  16. Set bounded above definition
  17. Proof that slopes of a convex function are increasing proof
  18. Set definition
  19. Ring of integers statement
  20. Limit of a function definition
  21. Local minimum definition
  22. Archimedean ordered field definition
  23. Successor function definition
  24. Conjunction definition
  25. Disjunction definition
  26. Implication definition
  27. Negation definition
  28. Predicate definition
  29. The reals form a field statement
  30. Real sequence definition
  31. Subsequence definition
  32. Infimum definition
  33. Supremum definition
  34. Slopes of a convex function are increasing statement
  35. Ordered pair definition
  36. Continuity at a point definition
  37. Derivative definition
  38. Addition of natural numbers definition
  39. Proof of the Archimedean property in an Archimedean ordered field proof
  40. The rationals form a field statement
  41. Biconditional definition
  42. The successor function is injective statement
  43. Zero is not a successor statement
  44. Truth table concept
  45. Modus ponens concept
  46. Universal quantifier definition
  47. Bounded sequence definition
  48. Limit of a sequence definition
  49. Monotone sequence definition
  50. Completeness axiom statement
  51. Cartesian product definition
  52. Continuous function definition
  53. Differentiable function definition
  54. Archimedean property statement
  55. Proof of the commutativity of addition by induction proof
  56. Order on the natural numbers definition
  57. Subset definition
  58. The rationals form an ordered field statement
  59. Propositional logic concept
  60. Mathematical proof concept
  61. Convergent sequence definition
  62. Sequential continuity definition
  63. Binary relation definition
  64. Order on the reals definition
  65. Commutativity of addition statement
  66. Proof of strong induction from ordinary induction proof
  67. Tautology definition
  68. Antisymmetric relation definition
  69. Reflexive relation definition
  70. Transitive relation definition
  71. Interval definition
  72. Strong induction statement
  73. Logical equivalence definition
  74. Preorder definition
  75. Proof of the epsilon-delta form of continuity proof
  76. Proof of the epsilon-delta form of the limit of a function proof
  77. Proof of the well-ordering principle from strong induction proof
  78. Proof of the double negation law by a truth table proof
  79. Partial order definition
  80. Epsilon-delta definition of continuity statement
  81. Epsilon-delta definition of a limit statement
  82. Well-ordering principle statement
  83. Double negation law statement
  84. Total order definition
  85. Proof by contradiction concept
  86. Proof that every sequence has a monotone subsequence, by peaks proof
  87. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  88. Every sequence has a monotone subsequence statement
  89. The reals form an ordered field statement
  90. Absolute value definition
  91. Proof of the approximation property of the supremum proof
  92. Proof of the triangle inequality for real numbers proof
  93. Proof that the absolute value is multiplicative proof
  94. Proof of the epsilon-N definition of the limit of a sequence proof
  95. Approximation property of the supremum statement
  96. Triangle inequality statement
  97. Absolute value is multiplicative statement
  98. Epsilon-N definition of the limit of a sequence statement
  99. Proof that the reals are Archimedean from the completeness axiom proof
  100. Proof of the limit of a sum of sequences proof
  101. Proof of the squeeze theorem for sequences proof
  102. Proof of the uniqueness of limits proof
  103. Proof that limits preserve non-strict inequalities proof
  104. Proof that differentiable functions are continuous proof
  105. The reals are Archimedean statement
  106. Proof that convergent sequences are bounded proof
  107. Proof of the monotone convergence theorem for sequences proof
  108. Differentiable functions are continuous statement
  109. Proof that there is a natural number n with 1/n below any positive epsilon proof
  110. Limit of a sum of sequences statement
  111. Uniqueness of limits statement
  112. Limits preserve non-strict inequalities statement
  113. Squeeze theorem statement
  114. Convergent sequences are bounded statement
  115. Monotone convergence theorem for sequences statement
  116. Proof of the limit of a product of sequences proof
  117. There is a natural number n with 1/n below any positive epsilon statement
  118. Proof that a decreasing sequence bounded below converges proof
  119. Proof of the sequential characterization of limits proof
  120. Decreasing sequence bounded below converges statement
  121. Proof that continuity is equivalent to sequential continuity proof
  122. Limit of a product of sequences statement
  123. Continuity is equivalent to sequential continuity statement
  124. Sequential characterization of limits statement
  125. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  126. Proof of the linearity of differentiation proof
  127. Bolzano–Weierstrass theorem statement
  128. Linearity of differentiation statement
  129. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  130. Proof of the constant multiple rule proof
  131. Boundedness theorem statement
  132. Constant multiple rule statement
  133. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  134. Extreme value theorem statement
  135. Proof of Fermat's theorem on stationary points proof
  136. Fermat's theorem on stationary points statement
  137. Proof of Rolle's theorem proof
  138. Rolle's theorem statement
  139. Proof of the mean value theorem from Rolle's theorem proof
  140. Mean value theorem statement
  141. Proof that a differentiable function is convex iff its derivative is increasing proof

Where this leads

116 pages build on this one.

Further reading

  1. Web https://proofwiki.org/wiki/Real_Function_is_Convex_iff_Derivative_is_Increasing
About this page
TagEMKG76V8PS
URIm2://EMKG76V8PS
Kindproof
WritingW0 stub
MSC26A51
ProvesA differentiable function is convex iff its derivative is increasing
UsesConvex function, Slopes of a convex function are increasing, Mean value theorem, Derivative, Differentiable functions are continuous, Interval
Changed4 November 2026

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