Let I⊂R be a non-empty open interval, ε≥0 and f:I→R a function satisfying the
f(tx+(1−t)y)≤tf(x)+(1−t)f(y)+εt(1−t)∣x−y∣
inequality for all x,y∈I and t∈[0,1]. Prove that there exists a convex g:I→R function, such that the function l:=f−g has the ε-Lipschitz property, that is
∣l(x)−l(y)∣≤ε∣x−y∣ for all x,y∈I