Let f be a convex function on an open set S that is bounded above by M
Question:
f(x) ¥ M for every x U
1. Show that there exists a ball B(x0) containing x0 such that for every x B(x0),
2. Choose some x B(x0) and α [0, 1]. Let z = αx + (1 - α)x0. Show that x0 can be written as a convex combination of x, x0 and z as follows:
3. Deduce that f(x0) - f(z) ¤ α(M - f(x0)).
4. Show that this implies that f is continuous at x0.
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