$z=x_1^2+x_2^2$
$u=(u_1,u_2)$
$v=(v_1,v_2)$
Height of arc: $f[\theta u+(1-\theta )v]= f[\theta u_1+(1-\theta)v_1,\theta u_2 + (1-\theta)v_2 ]$
$= [\theta u_1+(1-\theta)v_1]^2 + [\theta u_2 + (1-\theta)v_2 ]^2$
Height of line segment: $\theta f(u) + (1-\theta)f(v) =\theta(u_1^2+u_2^2)+(1-\theta)(v_1^2+v_2^2)$
My book says that subtracting the height of the arc from the height of the line segment should result (after collecting terms) in the following:
$\theta(1-\theta)(u_2^2+u_2^2)+\theta(1-\theta)(v_1^2+v_2^2)-2\theta(1-\theta)(u_1v_1+u_2v_2)$
I've been trying for way too long to get that result, but I can't replicate it. Any hints?