A convex function is defined as one that satisfies the following condition for $p_1 + p_2 = 1$.
$$f(p_1x_1 + p_2x_2) \leq p_1f(x_1) + p_2f(x_2),$$
Does this imply that for all $\lambda \leq 1$
$$f(\lambda x) \leq \lambda f(x)$$
I can imagine this is true but I can only show it for the case where $f(0) = 0$. Moreover, is the condition $\lambda\leq 1$ even necessary in the above statement? Essentially, I am looking for the most general statement one can make if $f$ is convex regarding $f(\lambda x)$.
EDIT: As pointed out by Michael, I should also add $0\leq \lambda$. My statement now is for $f$ convex such that $f(0) = 0$, and $0\leq \lambda \leq 1$ we have $f(\lambda x) \leq \lambda f(x)$. Is this the most general statement one can make?