f(x)<=1/2f(x1)+1/2f(x2),x=(x1+x2)/2,注意到1/2=x2-x/x2-x1=x-x1/x2-x1,那么代入

f(x)<=(x2-x)/(x2-x1)f(x1)+(x-x1)/(x2-x1)f(x2),等价于f(x)(x2-x1)<=(x2-x)f(x1)+(x-x1)f(x2) (1)

那个二阶条件是充要条件

必要性证明,假设是凹的,(1)式改写成,f(x)-f(x1)/x-x1<=f(x2)-f(x)/x2-x,其中x1<x<x2,令x趋向x1和x2,并求极限,由导数定义,f'(x1)<=f(x2)-f(x1)/x2-x1,f'(x2)>=f(x2)-f(x1)/x2-x1,所以f'(x1)<=f'(x2),即导函数单调增,f''(x)>=0

充分性证明,由于f''(x)>=0,f'(x)单调增(广义的),这里要用拉格朗日定理了

f(x)-f(x1)/x-x1=f'(a),其中x1<a<x.

f(x2)-f(x)/x2-x=f'(b),其中x<b<x2.

所以f'(a)<=f'(b)

即f(x)-f(x1)/x-x1<=f(x2)-f(x)/x2-x

显然与凹定义等价