This is a problem from mathematical analysis.
It is clear that we only need to discuss the the problem when $x_1$, $x_2$ are located in $[a,b]$ and $[c,d]$ respectively.
I have tried mark $x_0$ in $[b,c]$ as I think this may help me use the definition of convex function.
(I am sorry that my English is poor, thank you very much)