MATEMATIQKI VESNIK originalni nauqni rad research paper 68, 1 (2016), 45–57 March 2016 INTEGRAL INEQUALITIES OF JENSEN TYPE FOR λ-CONVEX FUNCTIONS S. S. Dragomir Abstract. Some integral inequalities of Jensen type for λ-convex functions defined on real intervals are given. 1. Introduction Assume that I and J are intervals in R, (0, 1) ⊆ J and functions h and f are real non-negative functions defined in J and I, respectively. Definition 1. [20] Let h: J → [0, ∞) with h not identical to 0. We say that f : I → [0, ∞) is an h-convex function if for all x, y ∈ I we have f (tx + (1 − t)y) ≤ h(t)f (x) + h(1 − t)f (y) (1.1) for all t ∈ (0, 1). For some results concerning this class of functions see [3, 13, 17–20]. This class of functions contains the class of Godunova-Levin type functions [9, 10, 14, 16]. It also contains the class of P functions and quasi-convex functions. For some results on P -functions see [15] while for quasi convex functions, the reader can consult [11]. Definition 2. [4] Let s be a real number, s ∈ (0, 1]. A function f : [0, ∞) → [0, ∞) is said to be s-convex (in the second sense) or Breckner s-convex if f (tx + (1 − t)y) ≤ ts f (x) + (1 − t)s f (y) for all x, y ∈ [0, ∞) and t ∈ [0, 1]. For some properties of this class of functions see [1, 2, 4, 7, 8, 12]. 2010 Mathematics Subject Classification: 26D15, 25D10 Keywords and phrases: Convex function; discrete inequality; λ-convex function; Jensen type inequality. 45 46 S. S. Dragomir We can introduce now another class of functions defined on a convex subset C of a linear space X that contains as limiting cases the classes of Godunova-Levin and P -functions. Definition 3. We say that the function f : C ⊆ X → [0, ∞) is of s-GodunovaLevin type, with s ∈ [0, 1], if 1 1 f (tx + (1 − t)y) ≤ s f (x) + f (y), (1.2) t (1 − t)s for all t ∈ (0, 1) and x, y ∈ C. We observe that for s = 0 we obtain the class of P -functions while for s = 1 we obtain the class of Godunova-Levin. If we denote by Qs (C) the class of sGodunova-Levin functions defined on C, then we obviously have P (C) = Q0 (C) ⊆ Qs1 (C) ⊆ Qs2 (C) ⊆ Q1 (C) = Q(C) for 0 ≤ s1 ≤ s2 ≤ 1. For different inequalities of Hermite-Hadamard or Jensen type related to these classes of functions, see [1, 3, 13, 15–19]. A function h: J → R is said to be supermultiplicative if h(ts) ≥ h(t)h(s) for any t, s ∈ J. (1.3) If the inequality (1.3) is reversed, then h is said to be submultiplicative. If the equality holds in (1.3) then h is said to be a multiplicative function on J. In [15], we introduced the following concept of functions: Definition 4. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0. A mapping f : C → R defined on convex subset C of a linear space X is called λ-convex on C if µ ¶ αx + βy λ(α)f (x) + λ(β)f (y) f ≤ (1.4) α+β λ(α + β) for all α, β ≥ 0 with α + β > 0 and x, y ∈ C. We observe that if f : C → R is λ-convex on C, then f is h-convex on C with λ(t) , t ∈ [0, 1]. If f : C → [0, ∞) is h-convex function with h supermultih(t) = λ(1) plicative on [0, ∞), then f is λ-convex with λ = h. We have the following result providing many examples of subadditive functions λ: [0, ∞) → [0, ∞). P∞ Theorem 1. [5] Let h(z) = n=0 an z n be a power series with nonnegative coefficients an ≥ 0 for all n ∈ N and convergent on the open disk D(0, R) with R > 0 or R = ∞. If r ∈ (0, R) then the function λr : [0, ∞) → [0, ∞) given by · ¸ h(r) λr (t) := ln (1.5) h(r exp(−t)) is nonnegative, increasing and subadditive on [0, ∞). 47 Integral inequalities of Jensen type Now, if we take h(z) = 1 1−z , z ∈ D(0, 1), then · ¸ 1 − r exp(−t) λr (t) = ln 1−r (1.6) is nonnegative, increasing and subadditive on [0, ∞) for any r ∈ (0, 1). If we take h(z) = exp(z), z ∈ C then λr (t) = r[1 − exp(−t)] (1.7) is nonnegative, increasing and subadditive on [0, ∞) for any r > 0. P∞ Corollary 1. [5] Let h(z) = n=0 an z n be a power series with nonnegative coefficients an ≥ 0 for all n ∈ N and convergent on the open disk D(0, R) with R > 0 or R = ∞ and r ∈ (0, R). For a mapping f : C → R defined on convex subset C of a linear space X, the following statements are equivalent: (i) The function f is λr -convex with λr : [0, ∞) → [0, ∞), · ¸ h(r) λr (t) := ln ; h(r exp(−t)) (ii) We have the inequality ¸f ( αx+βy ¸f (x) · ¸f (y) · α+β ) h(r) h(r) h(r) ≤ h(r exp(−α − β)) h(r exp(−α)) h(r exp(−β)) for any α, β ≥ 0 with α + β > 0 and x, y ∈ C. (iii) We have the inequality · [h(r exp(−α))]f (x) [h(r exp(−β))]f (y) f ( αx+βy α+β ) [h(r exp(−α − β))] for any α, β ≥ 0 with α + β > 0 and x, y ∈ C. ≤ [h(r)]f (x)+f (y)−f ( αx+βy α+β ) (1.8) (1.9) We observe that, in the case when λr (t) = r[1 − exp(−t)], t ≥ 0 then the function f is λr -convex on convex subset C of a linear space X iff µ ¶ αx + βy [1 − exp(−α)]f (x) + [1 − exp(−β)]f (y) f ≤ (1.10) α+β 1 − exp(−α − β) for any α, β ≥ 0 with α + β > 0 and x, y ∈ C. Notice that this definition is independent of r > 0. The inequality (1.10) is equivalent to µ ¶ αx + βy exp(β)[exp(α) − 1]f (x) + exp(α)[exp(β) − 1]f (y) f ≤ (1.11) α+β exp(α + β) − 1 for any α, β ≥ 0 with α + β > 0 and x, y ∈ C. Motivated by the large interest on Jensen and Hermite-Hadamard inequalities that has been materialized in the last two decades by the publication of hundreds of papers, we establish here some inequalities of these types for λ-convex functions defined on real intervals. 48 S. S. Dragomir 2. Unweighted Jensen integral inequalities The following discrete inequality of Jensen type has been obtained in [6]: Theorem 2. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 and a mapping f : C → R defined on convex subset C of a linear space X. The following statements are equivalent: (i) f is λ-convex on C; (ii) For all xi ∈ C and pi ≥ 0 with i ∈ {1, . . . , n}, n ≥ 2 so that Pn > 0, we have the inequality µ ¶ n n 1 P 1 P f pi xi ≤ λ(pi )f (xi ). (2.1) Pn i=1 λ(Pn ) i=1 The proof can be done by induction over n ≥ 2. Corollary 2.PLet f : C → R be a λ-convex function on C and αi ∈ [0, 1], n i ∈ {1, . . . , n} with i=1 αi = 1. Then for any xi ∈ C with i ∈ {1, . . . , n} we have the inequality µ n ¶ n P 1 P f αi xi ≤ λ(αi )f (xi ). (2.2) λ(1) i=1 i=1 In particular, we have ¶ µ f (x1 ) + · · · + f (xn ) x1 + · · · + xn ≤ c(n) , f n n where c(n) := (2.3) nλ( n1 ) . λ(1) We have the following version of Jensen’s inequality as well: Corollary 3. Let f : C → R be a λ-convex function on C and xi ∈ C and pi ≥ 0 with i ∈ {1, . . . , n}, n ≥ 2 so that Pn > 0. Then we have the inequality µ ¶ µ ¶ n n 1 P 1 P pi f pi xi ≤ λ f (xi ). (2.4) Pn i=1 λ(1) i=1 Pn The proof follows by (2.2) for αi = pi Pn , i ∈ {1, . . . , n}. We are able now to state and prove the following unweighted Jensen inequality for Riemann integral: Theorem 3. Let u: [a, b] → [m, M ] be a Riemann integrable function on [a, b]. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 49 Integral inequalities of Jensen type and the function f : [m, M ] → [0, ∞) is λ -convex and Riemann integrable on the interval [m, M ]. If the following limit exists lim t→0+ then µ 1 f b−a Z λ(t) = k ∈ (0, ∞) t ¶ b u(t) dt a k ≤ λ(b − a) Z (2.5) b f (u(t)) dt. (2.6) a Proof. Consider the sequence of divisions (n) dn : xi =a+ i (b − a), i ∈ {0, . . . , n} n and the intermediate points (n) ξi =a+ i (b − a), i ∈ {0, . . . , n}. n (n) (n) We observe that the norm of the division ∆n := maxi∈{0,...,n−1} (xi+1 − xi ) = b−a n → 0 as n → ∞ and since u is Riemann integrable on [a, b], then µ ¶ Z b n−1 P P i b − a n−1 (n) (n) (n) u a + (b − a) . u(t) dt = lim u(ξi )[xi+1 − xi ] = lim n→∞ i=0 n→∞ n i=0 n a Also, since f : [m, M ] → [0, ∞) is Riemann integrable, then f ◦ u is Riemann integrable and · ¸ Z b P i b − a n−1 f (u(t)) dt = lim f u(a + (b − a)) . n→∞ n i=0 n a i Utilising the inequality (2.1) for pi := b−a n and xi := u(a + n (b − a)) we have µ µ ¶¶ P 1 b − a n−1 i f u a + (b − a) b − a n i=0 n µ ¶ µ µ ¶¶ P n b − a b − a n−1 i ≤ λ f u a + (b − a) λ(b − a)(b − a) n n i=0 n (2.7) for any n ≥ 1. Observe that lim n→∞ λ( b−a n ) b−a n = lim t→0+ λ(t) = k ∈ (0, ∞), t and by taking the limit over n → ∞ in the inequality (2.7), we deduce the desired result (2.6). CorollaryP 4. Let u: [a, b] → [m, M ] be a Riemann integrable function on ∞ [a, b] and h(z) = n=0 an z n be a power series with nonnegative coefficients an ≥ 0 50 S. S. Dragomir for all n ∈ N and convergent on the open disk D(0, R) with R > 0 or R = ∞ and r ∈ (0, R). Let λr : [0, ∞) → [0, ∞) be given by · ¸ h(r) λr (t) := ln h(r exp(−t)) and the function f : [m, M ] → [0, ∞) be λr -convex and Riemann integrable on the interval [m, M ]. Then ¶ µ Z b Z b 1 rh0 (r) h i u(t) dt ≤ f f (u(t)) dt. (2.8) h(r) b−a a a h(r) ln h(r exp(−(b−a))) Proof. We observe that λr is differentiable on (0, ∞) and λ0r (t) := for t ∈ (0, ∞), where h0 (z) = r exp(−t)h0 (r exp(−t)) h(r exp(−t)) P∞ n=1 nan z n−1 . Since λr (0) = 0, therefore λ(s) rh0 (r) = λ0+ (0) = > 0 for r ∈ (0, R). s→0+ s h(r) k = lim Utilising (2.6) we get the desired result (2.8). The following Hermite-Hadamard type inequality holds: Corollary 5. With the assumptions of Theorem 3 for f and λ and if [a, b] = [m, M ], we have the Hermite-Hadamard type inequality µ ¶ Z b a+b k f ≤ f (t) dt. (2.9) 2 λ(b − a) a Remark 1. Assume that the function f : [m, M ] → [0, ∞) is λ-convex and Riemann integrable on the interval [m, M ] with λ(t) = 1 − exp(−t), t ≥ 0. If u: [a, b] → [m, M ] is a Riemann integrable function on [a, b], then ¶ µ Z b Z b 1 1 f u(t) dt ≤ f (u(t)) dt. b−a a 1 − exp(−(b − a)) a In particular, for [a, b] = [m, M ] and u(t) = t we have the Hermite-Hadamard type inequality µ ¶ Z b a+b 1 f ≤ f (t) dt. 2 1 − exp(−(b − a)) a The proof follows from (2.6) observing that k = lim t→0+ λ(t) = λ0+ (0) = 1. t Integral inequalities of Jensen type 51 Utilising a similar argument and the inequality (2.4) we can state the following result as well: Theorem 4. Let u: [a, b] → [m, M ] be a Riemann integrable function on [a, b]. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 and the function f : [m, M ] → [0, ∞) is λ -convex and Riemann integrable on the interval [m, M ]. If the limit (2.5) exists, then ¶ µ Z b Z b k 1 u(t) dt ≤ f (u(t)) dt. (2.10) f b−a a λ(1)(b − a) a Examples of such inequalities are incorporated below: CorollaryP 6. Let u: [a, b] → [m, M ] be a Riemann integrable function on ∞ [a, b] and h(z) = n=0 an z n be a power series with nonnegative coefficients an ≥ 0 for all n ∈ N and convergent on the open disk D(0, R) with R > 0 or R = ∞ and r ∈ (0, R). Let λr : [0, ∞) → [0, ∞) be given by · ¸ h(r) λr (t) := ln h(r exp(−t)) and the function f : [m, M ] → [0, ∞) be λr -convex and Riemann integrable on the interval [m, M ]. Then µ ¶ Z b Z b 1 rh0 (r) h i f u(t) dt ≤ f (u(t)) dt. (2.11) b−a a a (b − a)h(r) ln h(r) −1 h(re ) We also have the Hermite-Hadamard type inequality: Corollary 7. With the assumptions of Theorem 4 for f and λ and if [a, b] = [m, M ], we have the Hermite-Hadamard type inequality µ ¶ Z b a+b k f ≤ f (t) dt. (2.12) 2 λ(1)(b − a) a Remark 2. Assume that the function f : [m, M ] → [0, ∞) is λ-convex and Riemann integrable on the interval [m, M ] with λ(t) = 1 − exp(−t), t ≥ 0. If u: [a, b] → [m, M ] is a Riemann integrable function on [a, b], then µ ¶ Z b Z b 1 e 1 f u(t) dt ≤ · f (u(t)) dt. b−a a e−1 b−a a In particular, for [a, b] = [m, M ] and u(t) = t we have the Hermite-Hadamard type inequality ¶ µ Z b e 1 a+b ≤ · f (t) dt. f 2 e−1 b−a a 52 S. S. Dragomir 3. Weighted Jensen integral inequalities We can prove now a weighted version of Jensen inequality. Theorem 5. Let u, w: [a, b] → [m, M ] be Riemann integrable functions on Rb [a, b] and w(t) ≥ 0 for any t ∈ [a, b] with a w(t) dt > 0. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 and the function f : [m, M ] → [0, ∞) is λ-convex and Riemann integrable on the interval [m, M ]. If the following limit exists, is finite and t = ` > 0, (3.1) lim t→∞ λ(t) then µ ¶ Z b Z b 1 1 f Rb w(t)u(t) dt ≤ ` R b λ(w(t))f (u(t)) dt. (3.2) a a w(t) dt w(t) dt a a Proof. Consider the sequence of divisions i (n) dn : xi = a + (b − a), i ∈ {0, . . . , n} n and the intermediate points i (n) ξi = a + (b − a), i ∈ {0, . . . , n}. n (n) (n) We observe that the norm of the division ∆n := maxi∈{0,...,n−1} (xi+1 − xi ) = b−a n → 0 as n → ∞. If we write the inequality (2.1) for the sequences ¶ µ ¶ µ i i pi = w a + (b − a) and xi = u a + (b − a) , i ∈ {0, . . . , n} n n we get à µ ¶ µ ¶! n−1 P 1 i i f Pn−1 w a + (b − a) u a + (b − a) i n n i=0 w(a + n (b − a)) i=0 1 ≤ Pn−1 λ( i=0 w(a + ni (b − a))) ¶¶ µ µ ¶¶ µ µ n−1 P i i × f u a + (b − a) , (3.3) λ w a + (b − a) n n i=0 for n ≥ 1. Observe that à ¶ µ ¶! µ n−1 P i 1 i f Pn−1 w a + (b − a) u a + (b − a) i n n i=0 w(a + n (b − a)) i=0 à µ ¶ µ ¶! b−a n−1 P i i n = f b−a Pn−1 w a + (b − a) u a + (b − a) i n n i=0 w(a + (b − a)) i=0 n n Integral inequalities of Jensen type 53 and 1 Pn−1 i i=0 w(a + n (b − a))) µ µ ¶¶ µ µ ¶¶ n−1 P i i × λ w a + (b − a) f u a + (b − a) n n i=0 Pn−1 i w(a + n (b − a)) 1 = Pi=0 × b−a Pn−1 n−1 i i λ( i=0 w(a + n (b − a))) i=0 w(a + n (b − a)) n ¶¶ µ µ ¶¶ µ µ P i b − a n−1 i f u a + (b − a) . × λ w a + (b − a) n i=0 n n λ( Then from (3.3) we get à ¶ µ ¶! µ i i f b−a Pn−1 w a + (b − a) u a + (b − a) i n n i=0 w(a + n (b − a)) i=0 n Pn−1 w(a + ni (b − a)) 1 ≤ Pi=0 × b−a Pn−1 n−1 i i λ( i=0 w(a + n (b − a))) i=0 w(a + n (b − a)) n ¶¶ µ µ ¶¶ µ µ P i b − a n−1 i × λ w a + (b − a) f u a + (b − a) (3.4) n i=0 n n b−a n n−1 P for all n ≥ 1. Since µ ¶ µ ¶ n−1 P P i b − a n−1 i n lim w a + (b − a) = lim w a + (b − a) × lim n→∞ i=0 n→∞ n→∞ b − a n n i=0 n Z b = w(t) dt × ∞ = ∞, a then Pn−1 i t i=0 w(a + n (b − a)) = lim =` Pn−1 i n→∞ λ( n→∞ λ(t) i=0 w(a + n (b − a))) lim and by letting n → ∞ in (3.4) we get the desired result (3.2). The following unweighted version of Jensen inequality holds: Corollary 8. Let u: [a, b] → [m, M ] be a Riemann integrable function on [a, b]. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 and the function f : [m, M ] → [0, ∞) be λ -convex and Riemann integrable on the interval [m, M ]. If the limit (3.1) exists, then µ ¶ Z b Z b 1 1 f u(t) dt ≤ `λ(1) f (u(t)) dt. (3.5) b−a a b−a a Moreover, if [a, b] = [m, M ], then by taking u(t) = t, t ∈ [a, b], we have the HermiteHadamard inequality µ ¶ Z b a+b 1 f ≤ `λ(1) f (t) dt. (3.6) 2 b−a a 54 S. S. Dragomir Remark 3. In order to give examples of subadditive functions λ: [0, ∞) → [0, ∞) with the property that λ(t) > 0 for all t > 0 and for which the following limit exists, is finite and t = ` > 0, (3.7) lim t→∞ λ(t) P∞ we consider the power series h(z) = n=1 an z n with nonnegative coefficients an ≥ 0 for all n ≥ 1, a1 > 0 and convergent on the open disk D(0, R) with R > 0 or R = ∞. Let λr : [0, ∞) → [0, ∞) be given by · ¸ h(r) λr (t) := ln . h(r exp(−t)) We know that λr is differentiable on (0, ∞) and λ0r (t) = for t ∈ (0, ∞), where h0 (z) = r exp(−t)h0 (r exp(−t)) h(r exp(−t)) P∞ n=1 lim t→∞ nan z n−1 . By l’Hospital’s rule we have t 1 = lim . λr (t) t→∞ λ0r (t) Since for the power series h(z) = a1 z + a2 z 2 + a3 z 3 + · · · we have h0 (z) = a1 + 2a2 z + 3a3 z 2 + · · · , then r exp(−t)(a1 + 2a2 r exp(−t) + 3a3 (r exp(−t))2 + · · · ) r exp(−t)(a1 + a2 r exp(−t) + a3 (r exp(−t))2 + · · · ) a1 + 2a2 r exp(−t) + 3a3 (r exp(−t))2 + · · · = , t ∈ (0, ∞). a1 + a2 r exp(−t) + a3 (r exp(−t))2 + · · · λ0r (t) = Therefore limt→∞ λ0r (t) = 1 and limt→∞ t λr (t) = 1. Corollary 9. Let u, w: [a, b] → [m, M ] be Riemann integrable functions on Rb [a, b] and w(t) ≥ 0 for any t ∈ [a, b] with a w(t) dt > 0. Consider the power series P∞ h(z) = n=1 an z n with nonnegative coefficients an ≥ 0 for all n ≥ 1, a1 > 0 and convergent on the open disk D(0, R) with R > 0 or R = ∞. Let r ∈ (0, R) and assume that the function f : [m, M ] → [0, ∞) is λr -convex and Riemann integrable on the interval [m, M ] with · ¸ h(r) λr (t) := ln . h(r exp(−t)) Then we have the inequality µ ¶ ¸ Z b Z b · 1 1 h(r) f Rb w(t)u(t) dt ≤ R b ln f (u(t)) dt. h(r exp(−w(t))) w(t) dt a w(t) dt a a a (3.8) Integral inequalities of Jensen type 55 The proof follows by Theorem 5 observing that ` = 1. Remark 4. With the assumptions of Corollary 9 for u, h and f we have µ ¶ · ¸ Z b Z b 1 h(r) 1 f u(t) dt ≤ ln f (u(t)) dt. (3.9) b−a a h(re−1 ) b − a a In particular, for [a, b] = [m, M ] we have the Hermite-Hadamard inequality ¶ · ¸ µ Z b h(r) 1 a+b f ≤ ln f (t) dt. (3.10) 2 h(re−1 ) b − a a 4. Interval dependency Let u: [a, b] → [m, M ] be a Riemann integrable function on [a, b]. Let λ: [0, ∞) → [0, ∞) be a function with the property that λ(t) > 0 for all t > 0 and the function f : [m, M ] → [0, ∞) be λ-convex and Riemann integrable on the interval [m, M ]. Assume also that the following limit exists lim t→0+ λ(t) = k ∈ (0, ∞). t By Theorem 3 we have that µ ¶ Z b Z b 1 1 ∆(f, u, λ; [a, b]) := f (u(t)) dt − λ(b − a)f u(t) dt ≥ 0. k b−a a a (4.1) Theorem 6. With the above assumptions for u, λ, f and k we have: (i) For any c ∈ (a, b) we have ∆(f, u, λ; [a, b]) ≥ ∆(f, u, λ; [a, c]) + ∆(f, u, λ; [c, b]) ≥ 0, (4.2) i.e., ∆(f, u, λ; ·) is a superadditive function of intervals. (ii) For any c, d ∈ (a, b) with c < d we have ∆(f, u, λ; [a, b]) ≥ ∆(f, u, λ; [c, d]) ≥ 0, i.e., ∆(f, u, λ; ·) is a monotonic nondecreasing function of intervals. Proof. (i) By the λ-convexity of f we have for c ∈ (a, b) that µ ¶ Z b 1 f u(t) dt b−a a µ µ ¶ µ ¶¶ Z c Z b 1 b−c 1 c−a u(t) dt + u(t) dt =f b−a c−a a b−a b−c c Rc Rb 1 1 λ(c − a)f ( c−a a u(t) dt) + λ(b − c)f ( b−c u(t) dt) c ≤ . λ(b − a) (4.3) 56 S. S. 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