Definition:Convex Real Function/Definition 1/Strictly

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Definition

Let $f$ be a real function which is defined on a real interval $I$.


$f$ is strictly convex on $I$ if and only if:

$\forall x, y \in I, x \ne y: \forall \alpha, \beta \in \R_{>0}, \alpha + \beta = 1: \map f {\alpha x + \beta y} < \alpha \map f x + \beta \map f y$


ConvexFunction1.png


The geometric interpretation is that any point on the chord drawn on the graph of any convex function always lies above the graph.


Also defined as

By setting $\alpha = t$ and $\beta = 1 - t$, this can also be written as:

$\forall x, y \in I, x \ne y: \forall t \in \openint 0 1 : \map f {t x + \paren {1 - t} y} < t \map f x + \paren {1 - t} \map f y$


Also see