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SCHWEITZER 2009 Problem 9

    Let P⊆RmP\subseteq \mathbb{R}^m be a non-empty compact convex set and f:P→R+f: P\rightarrow \mathbb{R}_{ + } be a concave function. Prove, that for every ξ∈Rm\xi\in \mathbb{R}^m ∫P⟨ξ,x⟩f(x)dx≤[m+1m+2sup⁡x∈P⟨ξ,x⟩+1m+2inf⁡x∈P⟨ξ,x⟩]⋅∫Pf(x)dx.\int_{P}\langle \xi,x \rangle f(x)dx\leq \left[\frac {m + 1}{m + 2}\sup_{x\in P}{\langle\xi,x\rangle} + \frac {1}{m + 2}\inf_{x\in P}{\langle\xi,x\rangle}\right] \cdot\int_{P}f(x)dx.

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