设f(x)为[a,b]上的函数且满足 则称f(x)为[a,b]上的凹函数,证明: (1)若f(x)在[a,b]上二阶可微,且f"(x)>0,则f(x)为[a,b]上的凹函数. (2)若f(x)为[a,b]上的有界凹函数,则下列结论成立: (i) ∈[0,1],f(λx 1 +(1一λ)x 2 )≤λf(x 1 )+(1—λ)f(x 2 ),x 1 ,x 2 ∈[a,b];
【正确答案】正确答案:(1)对 x,x 0 ∈[a,b],有 f(x)=f(x 0 )+f"(x 0 )(x一x 0 )+ (x-x 0 ) 2 >f(x 0 )+f"(x 0 )(x—x 0 ),在上式中分别取x=x 1 ,x=x 2 得到 上述两式相加即得证. (2)先证(i).由(1)有f(x)≥f(x 0 )+f"(x 0 )(x—x 0 ),分别取x=x 1 ,x=x 2 ,x 0 =λx 1 +(1一λ)x 2 ,得到 f(x 1 )≥f(x 0 )+(1一λ)f"(x 0 )(x 1 —x 2 ), ① f(x 2 )≥f(x 0 )+λf’(x 0 )(x 2 一x 1 ). ② λ×①+(1一λ)×②得 λf(x 1 )+(1-λ)f(x 2 )≥f(x 0 )=f(λx 1 +(1一λ)x 2 ), 得证 再证(iv). ∈[a,b],设G为|f(x)|的上界,取绝对值充分小的δ,m<n,使得 x 1 =x 2 =…=x m =x+nδ,x m+1 =…=x n =x.由(ii)知
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