Past exam of the mathematics course of the University of Cambridge / 2017 / ia / Paper 1 / 10D (Analysis I)

The function $f$ is continuous at $y_0$ when for every $\epsilon >0$ there is a $\delta >0$ such thatSuppose $f$ has a local minimum at $c$ and is differentiable there. For sufficiently small $h>0$,Both one-sided limits equal $f^{\prime }(c)$, so it is both nonnegative and nonpositive. Therefore

The upper bound follows immediately from convexity, sinceFor the lower bound, writeApplying convexity and rearranging givesChoose a fixed $r_0>0$ with $[y_0-r_0,y_0+r_0]\subset (a,b)$. Applying these bounds with $r=r_0$ and $r=-r_0$ shows that the difference $f(y_0+h)-f(y_0)$ is trapped between quantities of order $|h|/r_0$. Both tend to zero, so every convex function on an open interval is continuous.

Now suppose $c$ is a local minimum but some $x$ satisfies $f(x)<f(c)$. For sufficiently small $\lambda >0$, the point $z=(1-\lambda )c+\lambda x$ lies in the neighbourhood on which $c$ is minimal, whereas convexity givesa contradiction. ThusDifferentiability at the minimizer is unnecessary: $f(x)=|x-c|$ is convex, has its global minimum at $c$, and is not differentiable there.