-- Mathlib/Analysis/Convex/Deriv.lean
/-- If a function `f` is continuous on a convex set `D ⊆ ℝ`, is twice differentiable on its
interior, and `f''` is nonnegative on the interior, then `f` is convex on `D`. -/
lemma convexOn_of_hasDerivWithinAt2_nonneg {D : Set ℝ} (hD : Convex ℝ D) {f f' f'' : ℝ → ℝ}
    (hf : ContinuousOn f D) (hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x)
    (hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x)
    (hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x) : ConvexOn ℝ D f

Proof state:
case refine_1
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ DifferentiableOn ℝ (deriv f) (interior D)

Tactic:
rw [differentiableOn_congr this]

Result:
case refine_1
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ DifferentiableOn ℝ f' (interior D)

Proof state:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
y : ℝ
hy : y ∈ interior D
⊢ HasDerivWithinAt (deriv f) (f'' y) (interior D) y

Tactic:
exact (hf'' _ hy).congr this <| by rw [this hy]

Result:
no goals

Proof state:
case refine_1
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ DifferentiableOn ℝ f' (interior D)

Tactic:
exact fun x hx ↦ (hf'' _ hx).differentiableWithinAt

Result:
no goals

Proof state:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
⊢ ConvexOn ℝ D f

Tactic:
have : (interior D).EqOn (deriv f) f' := deriv_eqOn isOpen_interior hf'

Result:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ ConvexOn ℝ D f

Proof state:
case refine_2
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ ∀ x ∈ interior D, 0 ≤ deriv^[2] f x

Tactic:
rintro x hx

Result:
case refine_2
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ 0 ≤ deriv^[2] f x

Proof state:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ ConvexOn ℝ D f

Tactic:
refine convexOn_of_deriv2_nonneg hD hf (fun x hx ↦ (hf' _ hx).differentiableWithinAt) ?_ ?_

Result:
case refine_1
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ DifferentiableOn ℝ (deriv f) (interior D)

case refine_2
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
⊢ ∀ x ∈ interior D, 0 ≤ deriv^[2] f x

Proof state:
case h.e'_4
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ deriv (deriv f) x = f'' x

Tactic:
rw [deriv_eqOn isOpen_interior (fun y hy ↦ ?_) hx]

Result:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
y : ℝ
hy : y ∈ interior D
⊢ HasDerivWithinAt (deriv f) (f'' y) (interior D) y

Proof state:
case h.e'_4
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ deriv^[2] f x = f'' x

Tactic:
dsimp

Result:
case h.e'_4
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ deriv (deriv f) x = f'' x

Proof state:
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
y : ℝ
hy : y ∈ interior D
⊢ deriv f y = f' y

Tactic:
rw [this hy]

Result:
no goals

Proof state:
case refine_2
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ 0 ≤ deriv^[2] f x

Tactic:
convert hf''₀ _ hx using 1

Result:
case h.e'_4
D : Set ℝ
hD : Convex ℝ D
f f' f'' : ℝ → ℝ
hf : ContinuousOn f D
hf' : ∀ x ∈ interior D, HasDerivWithinAt f (f' x) (interior D) x
hf'' : ∀ x ∈ interior D, HasDerivWithinAt f' (f'' x) (interior D) x
hf''₀ : ∀ x ∈ interior D, 0 ≤ f'' x
this : EqOn (deriv f) f' (interior D)
x : ℝ
hx : x ∈ interior D
⊢ deriv^[2] f x = f'' x