/-- One can get `f'' v w` as the limit of `h ^ (-2)` times the alternate sum of the values of `f`
along the vertices of a quadrilateral with sides `h v` and `h w` based at `x`.
In a setting where `f` is not guaranteed to be continuous at `f`, we can still
get this if we use a quadrilateral based at `h v + h w`. -/
theorem Convex.isLittleO_alternate_sum_square {v w : E} (h4v : x + (4 : ℝ) • v ∈ interior s)
    (h4w : x + (4 : ℝ) • w ∈ interior s) :
    (fun h : ℝ => f (x + h • (2 • v + 2 • w)) + f (x + h • (v + w))
        - f (x + h • (2 • v + w)) - f (x + h • (v + 2 • w)) - h ^ 2 • f'' v w) =o[𝓝[>] 0]
      fun h => h ^ 2 := by
  have A : (1 : ℝ) / 2 ∈ Ioc (0 : ℝ) 1 := ⟨by norm_num, by norm_num⟩
  have B : (1 : ℝ) / 2 ∈ Icc (0 : ℝ) 1 := ⟨by norm_num, by norm_num⟩
  have C : ∀ w : E, (2 : ℝ) • w = 2 • w := fun w => by simp only [two_smul]
  have h2v2w : x + (2 : ℝ) • v + (2 : ℝ) • w ∈ interior s := by
    convert s_conv.interior.add_smul_sub_mem h4v h4w B using 1
    simp only [smul_sub, smul_smul, one_div, add_sub_add_left_eq_sub, mul_add, add_smul]
    norm_num
    simp only [show (4 : ℝ) = (2 : ℝ) + (2 : ℝ) by norm_num, _root_.add_smul]
    abel
  have h2vww : x + (2 • v + w) + w ∈ interior s := by
    convert h2v2w using 1
    simp only [two_smul]
    abel
  have h2v : x + (2 : ℝ) • v ∈ interior s := by
    convert s_conv.add_smul_sub_mem_interior xs h4v A using 1
    simp only [smul_smul, one_div, add_sub_cancel', add_right_inj]
    norm_num
  have h2w : x + (2 : ℝ) • w ∈ interior s := by
    convert s_conv.add_smul_sub_mem_interior xs h4w A using 1
    simp only [smul_smul, one_div, add_sub_cancel', add_right_inj]
    norm_num
  have hvw : x + (v + w) ∈ interior s := by
    convert s_conv.add_smul_sub_mem_interior xs h2v2w A using 1
    simp only [smul_smul, one_div, add_sub_cancel', add_right_inj, smul_add, smul_sub]
    norm_num
    abel
  have h2vw : x + (2 • v + w) ∈ interior s := by
    convert s_conv.interior.add_smul_sub_mem h2v h2v2w B using 1
    simp only [smul_add, smul_sub, smul_smul, ← C]
    norm_num
    abel
  have hvww : x + (v + w) + w ∈ interior s := by
    convert s_conv.interior.add_smul_sub_mem h2w h2v2w B using 1
    rw [one_div, add_sub_add_right_eq_sub, add_sub_cancel', inv_smul_smul₀ two_ne_zero, two_smul]
    abel
  have TA1 := s_conv.taylor_approx_two_segment hf xs hx h2vw h2vww
  

Proof state:
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
s : Set E
s_conv : Convex ℝ s
f : E → F
f' : E → E →L[ℝ] F
f'' : E →L[ℝ] E →L[ℝ] F
hf : ∀ x ∈ interior s, HasFDerivAt f (f' x) x
x : E
xs : x ∈ s
hx : HasFDerivWithinAt f' f'' (interior s) x
v w : E
h4v : x + 4 • v ∈ interior s
h4w : x + 4 • w ∈ interior s
A : 1 / 2 ∈ Ioc 0 1
B : 1 / 2 ∈ Icc 0 1
C : ∀ (w : E), 2 • w = 2 • w
h2v2w : x + 2 • v + 2 • w ∈ interior s
h2vww : x + (2 • v + w) + w ∈ interior s
h2v : x + 2 • v ∈ interior s
h2w : x + 2 • w ∈ interior s
hvw : x + (v + w) ∈ interior s
h2vw : x + (2 • v + w) ∈ interior s
hvww : x + (v + w) + w ∈ interior s
TA1 :
  (fun h =>
      f (x + h • (2 • v + w) + h • w) - f (x + h • (2 • v + w)) - h • (f' x) w - h ^ 2 • (f'' (2 • v + w)) w -
        (h ^ 2 / 2) • (f'' w) w) =o[𝓝[>] 0]
    fun h => h ^ 2
⊢ (fun h =>
      f (x + h • (2 • v + 2 • w)) + f (x + h • (v + w)) - f (x + h • (2 • v + w)) - f (x + h • (v + 2 • w)) -
        h ^ 2 • (f'' v) w) =o[𝓝[>] 0]
    fun h => h ^ 2

Next tactic:
have TA2 := s_conv.taylor_approx_two_segment hf xs hx hvw hvww