Let the function $f: \mathbb{R} \rightarrow \mathbb{R}$ be convex, differentiable with derivative $f_x$ and Lipschitz continuous with constant $L$. Then, for $a,b,c,d \in \mathbb{R}$ such that $a \ge b\ge d $ and $ a \ge c\ge d$, \begin{equation*} \begin{split} & f(\max\{ b,c\}) - f(a) + f(\min\{ b,c\}) - f(d)\\ & \le f_x(\min\{ b,c\})(b -d + c - a). \\ \end{split} \end{equation*} Apparently this can be proven easily using $\max\{ b,c\} - a \le 0 $ and the convexity of $f$, but I am stumped about how exactly that is done … almost seems like a mistake! Would really appreciate any pointers or tips. For reference, this is from the proof of Lemma 3.2 in the paper: Boetius, Frederik, and Michael Kohlmann. "[Connections between optimal stopping and singular stochastic control](https://doi.org/10.1016/S0304-4149(98)00049-0)." Stochastic Processes and their Applications 77.2 (1998): 253-281.