Differential Conditions for Convexity

Basis
Last updated: Tags: Calculus, Convexity

The chord definition of convexity is global: you must compare the function value at every convex combination to the corresponding chord height. Checking this for all pairs of points is impractical. Differentiability turns convexity into a local condition: one inequality on ff' or ff'' at each point replaces the infinitely many chord comparisons.

Condition 1: convexity via monotonicity of ff'

Theorem. Let ff be differentiable on an open interval II. Then ff is convex on II if and only if ff' is monotonically non-decreasing on II.

Proof (\Rightarrow): convex \Rightarrow ff' non-decreasing

Assume ff is convex on II. Take x1<x2x_1 < x_2 in II; the goal is f(x1)f(x2)f'(x_1) \leq f'(x_2).

Recall from the convex checkpoint the equivalent secant-slope characterisation: for any a<b<ca < b < c in II,

f(b)f(a)ba    f(c)f(b)cb.(1)\frac{f(b) - f(a)}{b - a} \;\leq\; \frac{f(c) - f(b)}{c - b}. \tag{1}

Apply (1)(1) with a=x1a = x_1, b=x2b = x_2, c=x2+hc = x_2 + h for small h>0h > 0:

f(x2)f(x1)x2x1    f(x2+h)f(x2)h.\frac{f(x_2) - f(x_1)}{x_2 - x_1} \;\leq\; \frac{f(x_2 + h) - f(x_2)}{h}.

Taking h0+h \to 0^+ on the right gives f(x2)f'(x_2).

Apply (1)(1) again with a=x1a = x_1, b=x1+hb = x_1 + h, c=x2c = x_2 for small h>0h > 0:

f(x1+h)f(x1)h    f(x2)f(x1+h)x2x1h.\frac{f(x_1 + h) - f(x_1)}{h} \;\leq\; \frac{f(x_2) - f(x_1 + h)}{x_2 - x_1 - h}.

Taking h0+h \to 0^+ on the left gives f(x1)f'(x_1), and the right side tends to f(x2)f(x1)x2x1\dfrac{f(x_2) - f(x_1)}{x_2 - x_1}.

Chaining:

f(x1)    f(x2)f(x1)x2x1    f(x2).f'(x_1) \;\leq\; \frac{f(x_2) - f(x_1)}{x_2 - x_1} \;\leq\; f'(x_2).

So f(x1)f(x2)f'(x_1) \leq f'(x_2). \square

Proof (\Leftarrow): ff' non-decreasing \Rightarrow convex

Assume ff' is non-decreasing on II. Take x<yx < y in II and λ(0,1)\lambda \in (0, 1); set zλx+(1λ)yz \coloneqq \lambda x + (1 - \lambda)y, so x<z<yx < z < y.

Note that zx=(1λ)(yx)z - x = (1-\lambda)(y - x) and yz=λ(yx)y - z = \lambda(y - x).

By the Mean Value Theorem:

f(z)f(x)  =  f(c1)(zx)for some c1(x,z),f(z) - f(x) \;=\; f'(c_1)(z - x) \quad\text{for some } c_1 \in (x, z), f(y)f(z)  =  f(c2)(yz)for some c2(z,y).f(y) - f(z) \;=\; f'(c_2)(y - z) \quad\text{for some } c_2 \in (z, y).

Since c1<z<c2c_1 < z < c_2 and ff' is non-decreasing, f(c1)f(c2)f'(c_1) \leq f'(c_2). Therefore:

f(z)f(x)zx  =  f(c1)    f(c2)  =  f(y)f(z)yz.\frac{f(z) - f(x)}{z - x} \;=\; f'(c_1) \;\leq\; f'(c_2) \;=\; \frac{f(y) - f(z)}{y - z}.

Substituting zx=(1λ)(yx)z - x = (1-\lambda)(y-x) and yz=λ(yx)y - z = \lambda(y-x):

f(z)f(x)1λ    f(y)f(z)λ.\frac{f(z) - f(x)}{1 - \lambda} \;\leq\; \frac{f(y) - f(z)}{\lambda}.

Multiply through by λ(1λ)>0\lambda(1-\lambda) > 0:

λ(f(z)f(x))    (1λ)(f(y)f(z)).\lambda\bigl(f(z) - f(x)\bigr) \;\leq\; (1-\lambda)\bigl(f(y) - f(z)\bigr).

Rearranging:

λf(z)λf(x)    (1λ)f(y)(1λ)f(z),\lambda f(z) - \lambda f(x) \;\leq\; (1-\lambda)f(y) - (1-\lambda)f(z), f(z)    λf(x)+(1λ)f(y).f(z) \;\leq\; \lambda f(x) + (1-\lambda)f(y). \quad \square

This is exactly the chord inequality, so ff is convex.

Condition 2: convexity via the second derivative

Theorem. Let fC2(I)f \in C^2(I). Then ff is convex on II if and only if f(x)0f''(x) \geq 0 for all xIx \in I.

Proof. By Condition 1, ff is convex on II if and only if ff' is non-decreasing on II. By the Monotonicity Test applied to ff', ff' is non-decreasing on II if and only if (f)=f0(f')' = f'' \geq 0 on II. Chaining the two equivalences gives the result. \square

Strict convexity

Corollary. If f(x)>0f''(x) > 0 for all xIx \in I, then ff is strictly convex on II.

Proof. Strictly positive ff'' means ff' is strictly increasing (Monotonicity Test, case 1). In the ()(\Leftarrow) proof above, c1<c2c_1 < c_2 then forces f(c1)<f(c2)f'(c_1) < f'(c_2), so every inequality in the chain is strict, giving strict convexity. \square

The converse fails: f(x)=x4f(x) = x^4 satisfies f(0)=0f''(0) = 0 yet is strictly convex — the condition f>0f'' > 0 everywhere is sufficient but not necessary for strict convexity.

Recognising convex functions

The second-derivative test makes convexity a matter of sign checking:

FunctionDomainff''Convex?
x2x^2R\mathbb{R}2>02 > 0Strictly convex
x4x^4R\mathbb{R}12x2012x^2 \geq 0Strictly convex (see note above)
exe^xR\mathbb{R}ex>0e^x > 0Strictly convex
lnx-\ln x(0,)(0, \infty)1/x2>01/x^2 > 0Strictly convex
lnx\ln x(0,)(0, \infty)1/x2<0-1/x^2 < 0Strictly concave
x3x^3R\mathbb{R}6x6x, changes signNeither convex nor concave

For f(x)=x3f(x) = x^3: f(x)>0f''(x) > 0 on (0,)(0, \infty) and f(x)<0f''(x) < 0 on (,0)(-\infty, 0), so ff is convex on (0,)(0, \infty) and concave on (,0)(-\infty, 0), but not on all of R\mathbb{R}.

Summary

  • Condition 1: ff differentiable on II is convex     \iff ff' is non-decreasing on II.
    • (\Rightarrow): The secant-slope property of convex functions squeezes f(x1)f(x2)f'(x_1) \leq f'(x_2).
    • (\Leftarrow): MVT produces c1<c2c_1 < c_2 with f(c1)f(c2)f'(c_1) \leq f'(c_2), which algebraically yields the chord inequality.
  • Condition 2: fC2(I)f \in C^2(I) is convex     \iff f0f'' \geq 0 on II (combining Condition 1 with the Monotonicity Test for ff').
  • Strict convexity: f>0f'' > 0 everywhere \Rightarrow strictly convex; the converse can fail at isolated points.
  • To check convexity in practice: compute ff'' and determine its sign on the interval of interest.