凸函数的性质及应用研究论文f4NcfeYp.docVIP

凸函数的性质及其应用研究 摘 要 凸函数是一类重要的函数，它的概念最早见于Jensen [1905]著述中。它在纯粹数学和应用数学的众多领域中具有广泛的应用，现已成为数学规划、对策论、数理经济学、变分学和最优控制学等学科的理论基础和有力工具。凸函数的许多重要性质在数学的许多领域中都有着广泛的应用，但是它的局限性也很明显，所以研究凸函数的一些定义和性质就显得十分必要了。考虑到凸函数的连续性，可导性及凸函数在不等式证明方面的应用和意义，本文结合现有文献给出了凸函数12种定义，总结了凸函数常用的性质;由于凸函数的定义是由不等式给出的，基于此，凸函数广泛应用于对某些特殊不等式的证明，本文探讨了它在证明Jensen不等式、一般不等式 、Cauchy不等式、Holder不等式中的重要应用，并讨论了Jensen不等式，Cauchy不等式，Holder不等式在证明其他不等式的应用。 关键词：凸函数，定义，性质，应用，不等式 Properties and Applications of Convex Function Abstract Convex function is a kind of important function. The concept of the earliest can be found in Jensen’s [1905] writing. Convex function has applied in pure mathematics and many applied mathematics extensive fields. Now it become the foundation and powerful tool to study mathematical programming, theory of strategy, mathematical economics, calculus of variations and such disciplines as the optimal control theory. Many important properties of convex function have been widely used in many fields of mathematics application, but its limitations are also obviously. So the study of some definitions and properties of convex function is necessary. Considering the application and significance to prove inequality and the continuity and conductivity of convex function, this paper presents 13 kind definitions and summarizes the properties of convex function which are commonly used. Convex function are widely used in some special inequality proof, because of convex function is defined by the inequality. This paper discusses the important applications of convex function in proving Jensen inequality, general inequality, Cauchy inequality, Holder Inequality. The important applications of Cauchy inequality, Holder inequality and Jensen inequality to prove other inequalities are also discussed. Key Words: Convex function, definition, properties, applications, inequality 目 录 中文摘要 I 英文摘要 Ⅱ 1 引言 1 2 凸函数的定义 1 2.1凸函数的12种定义 1 3 凸函数的性质 4 3.1凸函数的常用性质 4 4 凸函数的应用 11 4.1凸函数在微分学中的应用 11 4.2凸函数在积分学中的应用 13 4.3利用凸函数和Jensen不等式证明不等