Ok to the list of standard functional equations, add the Jensen's equation:

with the general solution f(x) = ax+b as indicated above.
The proof, if you dont want to invoke the arguments of convexity and concavity is as follows:
Setting f(0) = a and then y = 0, we get

So, now
![\frac{f(x)+f(y)}{2} = f \left( \frac{x+y}{2} \right) = \frac{f(x+y)+a}{2} \\ \\<br/>\Rightarrow f(x) + f(y) = f(x+y)+a \ \text{or} \ [f(x)-a]+[f(y)-a] = [f(x+y) - a]](http://alt1.artofproblemsolving.com/Forum/latexrender/pictures/0/2/3/023ae54c255901b54c3e0c136f2cec563f612d7f.gif)
Setting g(x) = f(x) - a,
we get g(x)+g(y) = g(x+y)
Now we have reduced it to the standard Cauchy functional equation with solution g(x) = mx
Hence f(x) = mx+a.