Hermite–Hadamard inequality

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In mathematics, the Hermite–Hadamard inequality, named after Charles Hermite and Jacques Hadamard and sometimes also called Hadamard's inequality, states that if a function f : [a, b] → R is convex, then the following chain of inequalities hold:

f(a+b2)≤1b−a∫abf(x)dx≤f(a)+f(b)2.

The inequality has been generalized to higher dimensions: if Ω⊂ℝn is a bounded, convex domain and f:Ω→ℝ is a positive convex function, then

1|Ω|∫Ωf(x)dx≤cn|∂Ω|∫∂Ωf(y)dσ(y)

where cn is a constant depending only on the dimension. The best known bound on cn is cn≤2n3/2 and cn≥n−1 [1].

References

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