Paper 1, Section II, D

Analysis I | Part IA, 2017

Let a,b∈Ra, b \in \mathbb{R} with a<ba<b and let f:(a,b)→Rf:(a, b) \rightarrow \mathbb{R}.

(a) Define what it means for ff to be continuous at y0∈(a,b)y_{0} \in(a, b).

ff is said to have a local minimum at c∈(a,b)c \in(a, b) if there is some ε>0\varepsilon>0 such that f(c)⩽f(x)f(c) \leqslant f(x) whenever x∈(a,b)x \in(a, b) and ∣x−c∣<ε|x-c|<\varepsilon.

If ff has a local minimum at c∈(a,b)c \in(a, b) and ff is differentiable at cc, show that f′(c)=0f^{\prime}(c)=0.

(b) ff is said to be convex if

f(λx+(1−λ)y)⩽λf(x)+(1−λ)f(y)f(\lambda x+(1-\lambda) y) \leqslant \lambda f(x)+(1-\lambda) f(y)

for every x,y∈(a,b)x, y \in(a, b) and λ∈[0,1]\lambda \in[0,1]. If ff is convex, r∈Rr \in \mathbb{R} and [y0−∣r∣,y0+∣r∣]⊂(a,b)\left[y_{0}-|r|, y_{0}+|r|\right] \subset(a, b), prove that

(1+λ)f(y0)−λf(y0−r)⩽f(y0+λr)⩽(1−λ)f(y0)+λf(y0+r)(1+\lambda) f\left(y_{0}\right)-\lambda f\left(y_{0}-r\right) \leqslant f\left(y_{0}+\lambda r\right) \leqslant(1-\lambda) f\left(y_{0}\right)+\lambda f\left(y_{0}+r\right)

for every λ∈[0,1]\lambda \in[0,1].

Deduce that if ff is convex then ff is continuous.

If ff is convex and has a local minimum at c∈(a,b)c \in(a, b), prove that ff has a global minimum at cc, i.e., that f(x)⩾f(c)f(x) \geqslant f(c) for every x∈(a,b)x \in(a, b). [Hint: argue by contradiction.] Must ff be differentiable at cc ? Justify your answer.

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