Mathematical Methods Fall 2010

Assignment 3: Concave and Convex Functions

The due date for this assignment is Tuesday September 28.

1. Let f be a real-valued function de…ned on an interval S in R Assume that f is contin-

uous at a point c in S and that f (c) 6= 0. Then there is an open ball B (c) such that
f (x) has the same sign as f (c) in B (c) \ S.

2. Let f be a real-valued and continuous function on a compact interval [a; b] in R, and

suppose that f (a) and f (b) have opposite signs. Then there is at least one point c in
the open interval (a; b) such that f (c) = 0.

3. Let f be a convex function on the interval I and x1 , x2 and x3 be points of I which

satisfy x1 < x2 < x3 . Prove that

f (x2 ) f (x1 ) f (x3 ) f (x1 ) f (x3 ) f (x2 )

x2 x1 x3 x1 x3 x2

4. Let f : R+ ! R+ be a strictly concave function. Let a; b; c; d be arbitrary positive real

numbers satisfying (i) a + d = b + c and (ii) a < b < c < d: Show that

f (a) + f (d) < f (b) + f (c)

5. If a and b are arbitrary positive real numbers, show that

a b1 a + (1 )b

for 0 < < 1.

6. Let A be an open convex set in Rn and f : A ! R is continuously di¤erentiable on A.

Then show that f is concave on A if and only if for all x1 ; x2 2 A

f (x1 ) f (x2 ) rf (x2 ) (x1 x2 )

7. Suppose A is a convex set in Rn and f : A ! R. Then show that, f is a quasiconvex

function on A if and only if for every 2 R, the set S( ) = fx 2 A : f (x) g is a
n
convex set in R .