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Mar 22, 2014 at 17:56 comment added Jan Kyncl If instead of the lines we have only two segments of finite length, then it seems both convex and concave continuous functions exist: the function must only go below or above the tetrahedron which is a convex hull of the two segments.
Mar 22, 2014 at 7:00 comment added Bjørn Kjos-Hanssen Oh, I see... but this seems to make crucial use of the fact that we can extend lines to infinity, which actually in my intended application we can't.
Mar 22, 2014 at 6:28 comment added Jan Kyncl No, such function cannot be continuous at points $(x,0)$ for $x>0$. To see this, consider (in 3D) the segments connecting $(0,0,0)$ with $(x,1,x)$. They pointwise approach the line formed by the points $(x,0,x)$, and they must lie below the graph of $f$. An analogous argument also shows that there is no convex function solving the question.
Mar 22, 2014 at 6:21 comment added Bjørn Kjos-Hanssen Nice. Any thoughts on whether there is a continuous one?
Mar 22, 2014 at 6:19 vote accept Bjørn Kjos-Hanssen
Mar 22, 2014 at 6:12 history answered Jan Kyncl CC BY-SA 3.0