Let a,b∈R with a<b and let f:(a,b)→R.
(a) Define what it means for f to be continuous at y0∈(a,b).
f is said to have a local minimum at c∈(a,b) if there is some ε>0 such that f(c)⩽f(x) whenever x∈(a,b) and ∣x−c∣<ε.
If f has a local minimum at c∈(a,b) and f is differentiable at c, show that f′(c)=0.
(b) f is said to be convex if
f(λx+(1−λ)y)⩽λf(x)+(1−λ)f(y)
for every x,y∈(a,b) and λ∈[0,1]. If f is convex, r∈R and [y0−∣r∣,y0+∣r∣]⊂(a,b), prove that
(1+λ)f(y0)−λf(y0−r)⩽f(y0+λr)⩽(1−λ)f(y0)+λf(y0+r)
for every λ∈[0,1].
Deduce that if f is convex then f is continuous.
If f is convex and has a local minimum at c∈(a,b), prove that f has a global minimum at c, i.e., that f(x)⩾f(c) for every x∈(a,b). [Hint: argue by contradiction.] Must f be differentiable at c ? Justify your answer.