Well If I've got a nice understanding, this proof involves the use of Rolle's and/or Mean Value Theorems. But I don't even an idea of how to start. We already know that $$f\text{ concave}\Rightarrow f''<0$$ but, then...
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A concave function does not need to be differentiable. – blat Dec 07 '17 at 07:08
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You only get $f''\le 0$ as a characterization (for twice differentiable functions on an interval). – Jochen Oct 31 '23 at 17:30
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$$ \frac{b}{a+b}f(0) + \frac{a}{a+b}f(a+b) \leq f(a) $$
since $f(0) \ge 0$ we have
$$ \frac{a}{a+b}f(a+b) \leq f(a) $$ similarly by interchanging the role $a$ with $b$ we have
$$ \frac{b}{a+b}f(a+b) \leq f(b) $$
Now by adding last two inequality we arrive to the result.
Red shoes
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We may suppose $a \leq b$. First note that $a=\frac a b b+(1-\frac a b) 0$. Hence $f(a) \geq \frac a b f(b)$. Next write b as $\alpha a+(1-\alpha)(a+b)$ and apply the definition of concavity. We get $f(a+b) \leq \frac b {b-a} f(b) - \frac a {b-a} f(a) \leq f(a)+f(b)$ because $\frac a {b-a} f(b) \leq \frac b {b-a} f(a)$
Mittens
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Kavi Rama Murthy
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