Dear all, I need to prove $f(x)=e^x$ is a convex function. I could use the derivative test, but I would like to use the actual definition for practice. The definition says let $\lambda\in[0,1], x_1,x_2\in\mathbb{R}$, a function is convex if
$$
f(\lambda x_1 + (1-\lambda) x_2 \leq \lambda f(x_1) + (1-\lambda)f(x_2).
$$
In essence, I need to show
$$
e^{\lambda x_1 + (1-\lambda)x_2} \leq \lambda f(x_1) + (1-\lambda)f(x_2).
$$
To prove the above inequality, let $a\in[1,\infty)$, I start with this
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