Let f: S Y be a differentiable function on an open convex set S X. Then for
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where
A = {y Y: y = Df[] (x1 - x2) for some [x1, x2]}.
Exercise 4.45 is illustrated in figure 4.8. The affine functions f(x1) + Df[x1](x2 - x1) and f(x1) + Df[x2](x2 - x1) bound the values of f(x) between x1 and x2.
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