Math 2.0

Real functions Proof

Proof that a function with nonnegative second derivative is convex

Builds on A function with nonnegative derivative is increasingA differentiable function is convex iff its derivative is increasingSecond derivativeDifferentiable functions are continuousConvex function

Proof

We show that f′f' is increasing and then use the derivative test for convexity.

  1. Since ff is twice differentiable on II, the function f′ ⁣:I→ℝf' \colon I \to \R is differentiable on II. Its derivative is the second derivative f′′f''.
  2. A differentiable function is continuous, so f′f' is continuous on II.
  3. Every point of the open interval II is an interior point of II, and (f′)′(x)=f′′(x)≥0(f')'(x) = f''(x) \ge 0 there.
  4. By the nonnegative derivative test applied to f′f', the function f′f' is increasing on II.
  5. The function ff is differentiable on II and f′f' is increasing. By the derivative test for convexity, ff is convex on II.

Idea

A nonnegative second derivative means the first derivative never decreases. So the slope of ff only grows from left to right, and a function whose slope grows is convex.

Reading path

To understand this page from the ground up, read these 148 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 a function with nonnegative derivative is increasing, 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 that a differentiable function is convex iff its derivative is increasing, 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. Derivative function definition
  64. Binary relation definition
  65. Order on the reals definition
  66. Commutativity of addition statement
  67. Proof of strong induction from ordinary induction proof
  68. Tautology definition
  69. Higher derivative definition
  70. Antisymmetric relation definition
  71. Reflexive relation definition
  72. Transitive relation definition
  73. Interval definition
  74. Strong induction statement
  75. Logical equivalence definition
  76. Second derivative definition
  77. Preorder definition
  78. Proof of the epsilon-delta form of continuity proof
  79. Proof of the epsilon-delta form of the limit of a function proof
  80. Proof of the well-ordering principle from strong induction proof
  81. Proof of the double negation law by a truth table proof
  82. Partial order definition
  83. Epsilon-delta definition of continuity statement
  84. Epsilon-delta definition of a limit statement
  85. Well-ordering principle statement
  86. Double negation law statement
  87. Total order definition
  88. Proof by contradiction concept
  89. Proof that every sequence has a monotone subsequence, by peaks proof
  90. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  91. Every sequence has a monotone subsequence statement
  92. The reals form an ordered field statement
  93. Absolute value definition
  94. Proof of the approximation property of the supremum proof
  95. Proof of the triangle inequality for real numbers proof
  96. Proof that the absolute value is multiplicative proof
  97. Proof of the epsilon-N definition of the limit of a sequence proof
  98. Approximation property of the supremum statement
  99. Triangle inequality statement
  100. Absolute value is multiplicative statement
  101. Epsilon-N definition of the limit of a sequence statement
  102. Proof that the reals are Archimedean from the completeness axiom proof
  103. Proof of the limit of a sum of sequences proof
  104. Proof of the squeeze theorem for sequences proof
  105. Proof of the uniqueness of limits proof
  106. Proof that limits preserve non-strict inequalities proof
  107. Proof that differentiable functions are continuous proof
  108. The reals are Archimedean statement
  109. Proof that convergent sequences are bounded proof
  110. Proof of the monotone convergence theorem for sequences proof
  111. Differentiable functions are continuous statement
  112. Proof that there is a natural number n with 1/n below any positive epsilon proof
  113. Limit of a sum of sequences statement
  114. Uniqueness of limits statement
  115. Limits preserve non-strict inequalities statement
  116. Squeeze theorem statement
  117. Convergent sequences are bounded statement
  118. Monotone convergence theorem for sequences statement
  119. Proof of the limit of a product of sequences proof
  120. There is a natural number n with 1/n below any positive epsilon statement
  121. Proof that a decreasing sequence bounded below converges proof
  122. Proof of the sequential characterization of limits proof
  123. Decreasing sequence bounded below converges statement
  124. Proof that continuity is equivalent to sequential continuity proof
  125. Limit of a product of sequences statement
  126. Continuity is equivalent to sequential continuity statement
  127. Sequential characterization of limits statement
  128. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  129. Proof of the linearity of differentiation proof
  130. Bolzano–Weierstrass theorem statement
  131. Linearity of differentiation statement
  132. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  133. Proof of the constant multiple rule proof
  134. Boundedness theorem statement
  135. Constant multiple rule statement
  136. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  137. Extreme value theorem statement
  138. Proof of Fermat's theorem on stationary points proof
  139. Fermat's theorem on stationary points statement
  140. Proof of Rolle's theorem proof
  141. Rolle's theorem statement
  142. Proof of the mean value theorem from Rolle's theorem proof
  143. Mean value theorem statement
  144. Proof that a differentiable function is convex iff its derivative is increasing proof
  145. Proof that a function with nonnegative derivative is increasing proof
  146. A differentiable function is convex iff its derivative is increasing statement
  147. A function with nonnegative derivative is increasing statement
  148. Proof that a function with nonnegative second derivative is convex proof

Where this leads

114 pages build on this one.

Further reading

  1. Web https://proofwiki.org/wiki/Real_Function_is_Convex_iff_Derivative_is_Increasing
About this page
Tag1GZH50HV78
URIm2://1GZH50HV78
Kindproof
WritingW0 stub
MSC26A51
ProvesA function with nonnegative second derivative is convex
UsesA function with nonnegative derivative is increasing, A differentiable function is convex iff its derivative is increasing, Second derivative, Differentiable functions are continuous, Convex function
Changed4 November 2026

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