Strictly convex function

A convex function with strict inequality for distinct points
Strictly convex function

Let XX be a vector space and let f:XRf:X\to\mathbb{R} be extended-real-valued. The function ff is strictly convex if for all x,ydom(f)x,y\in \mathrm{dom}(f) with xyx\neq y and all λ(0,1)\lambda\in(0,1),

f(λx+(1λ)y)<λf(x)+(1λ)f(y). f(\lambda x+(1-\lambda)y)<\lambda f(x)+(1-\lambda)f(y).

Context. Strict convexity strengthens and typically yields uniqueness of minimizers in optimization problems.

Examples:

  • On R\mathbb{R}, f(x)=x2f(x)=x^2 is strictly convex.
  • On a normed space, f(x)=x2f(x)=\|x\|^2 is strictly convex in many settings (e.g., Hilbert spaces).
  • f(x)=xf(x)=|x| on R\mathbb{R} is convex but not strictly convex (equality holds on rays with the same sign).