(
S
c
h
w
a
r
z
Schwarz
Schwarz定理)若
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]连续,
f
(
x
)
f(x)
f(x)的广义二阶导数
f
[
2
]
(
x
)
=
l
i
m
h
→
0
+
f
(
x
+
2
h
)
−
2
f
(
x
)
+
f
(
x
−
2
h
)
4
h
2
f^{[2]} (x)=\underset{h\to 0^+}{lim}\frac{f(x+2h)-2f(x)+f(x-2h)}{4h^2}
f[2](x)=h→0+lim4h2f(x+2h)−2f(x)+f(x−2h)存在且恒为零,证明:
f
(
x
)
f(x)
f(x)是线性函数.
证
\textbf{证}
证
有一个有趣的事实是如果一个函数既是凹函数也是凸函数,则它是线性函数.我们证明一下这一点:
假设
f
(
x
)
f(x)
f(x)是
[
a
,
b
]
[a,b]
[a,b]上既凸也凹的函数,则
∀
x
∈
[
a
,
b
]
\forall x\in[a,b]
∀x∈[a,b],
∃
t
∈
[
0
,
1
]
\exists t\in[0,1]
∃t∈[0,1],使得
x
=
t
a
+
(
1
−
t
)
b
x=ta+(1-t)b
x=ta+(1−t)b此时有
f
(
x
)
=
t
f
(
a
)
+
(
1
−
t
)
f
(
b
)
=
[
f
(
a
)
−
f
(
b
)
]
t
+
f
(
b
)
=
f
(
a
)
−
f
(
b
)
a
−
b
(
x
−
b
)
+
f
(
b
)
f(x)=tf(a)+(1-t)f(b) =[f(a)-f(b)]t+f(b)=\frac{f(a)-f(b)}{a-b}(x-b)+f(b)
f(x)=tf(a)+(1−t)f(b)=[f(a)−f(b)]t+f(b)=a−bf(a)−f(b)(x−b)+f(b)因此,我们只需要证明
f
(
x
)
f(x)
f(x)既凸也凹就好了.
首先,记
F
(
x
)
=
f
(
x
)
+
ε
x
2
F(x)=f(x)+\varepsilon x^2
F(x)=f(x)+εx2,于是
F
[
2
]
(
x
)
=
f
[
2
]
(
x
)
+
2
ε
=
2
ε
>
0
F^{[2]}(x)=f^{[2]}(x)+2\varepsilon=2\varepsilon>0
F[2](x)=f[2](x)+2ε=2ε>0我们证明
F
(
x
)
F(x)
F(x)是凸函数,假设不然.则
∃
x
1
<
x
2
<
x
3
\exists x_1<x_2<x_3
∃x1<x2<x3,使得下式成立
F
(
x
2
)
−
F
(
x
1
)
x
2
−
x
1
>
F
(
x
3
)
−
F
(
x
2
)
x
3
−
x
2
\frac{F(x_2)-F(x_1)}{x_2-x_1}>\frac{F(x_3)-F(x_2)}{x_3-x_2}
x2−x1F(x2)−F(x1)>x3−x2F(x3)−F(x2)
令
G
(
x
)
=
F
(
x
1
)
+
F
(
x
3
)
−
F
(
x
2
)
x
3
−
x
2
(
x
−
x
1
)
G(x)=F(x_1)+\frac{F(x_3)-F(x_2)}{x_3-x_2}(x-x_1)
G(x)=F(x1)+x3−x2F(x3)−F(x2)(x−x1)则对于函数
H
(
x
)
=
G
(
x
)
−
F
(
x
)
H(x)=G(x)-F(x)
H(x)=G(x)−F(x)而言,有
H
(
x
1
)
=
0
H
(
x
2
)
<
0
H
(
x
3
)
=
0
H(x_1)=0\quad H(x_2)<0\quad H(x_3)=0
H(x1)=0H(x2)<0H(x3)=0因此
H
(
x
)
H(x)
H(x)在
[
x
1
,
x
3
]
[x_1,x_3]
[x1,x3]上最小值在
(
x
1
,
x
3
)
(x_1,x_3)
(x1,x3)某点
c
c
c达到,则有
F
[
2
]
(
c
)
=
−
H
[
2
]
(
c
)
=
−
l
i
m
h
→
0
+
H
(
c
+
2
h
)
−
2
H
(
c
)
+
H
(
c
−
2
h
)
4
h
2
≤
0
F^{[2]}(c)=-H^{[2]}(c)=-\underset{h\to 0^+}{lim}\frac{H(c+2h)-2H(c)+H(c-2h)}{4h^2}\leq 0
F[2](c)=−H[2](c)=−h→0+lim4h2H(c+2h)−2H(c)+H(c−2h)≤0这与
F
[
2
]
(
x
)
>
0
F^{[2]}(x)>0
F[2](x)>0矛盾,故
F
(
x
)
F(x)
F(x)是凸函数,而令
ε
→
0
\varepsilon\to0
ε→0,即得到
f
(
x
)
f(x)
f(x)也是凸函数.同理,可证
f
(
x
)
f(x)
f(x)是凹函数.