Bourbaki

Definition 2

Tag 085U, permanent. Cite it as [Bourbaki, Tag 085U].

Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE

We say that a finite real function ff defined on an interval I⊂RI \subset \mathbf{R} is strictly convex on I if, for any points x,x′x, x' of I (x<x′x < x'), every point MzM_z of the graph G of ff such that x<z<x′x < z < x' lies strictly below the segment MxMx′M_x M_{x'} (or, what comes to the same, if every point of the segment, apart from the endpoints, lies strictly above G).

In other words, we must have the inequality

f(λx+(1−λ)x′)<λf(x)+(1−λ)f(x′) f(\lambda x + (1 - \lambda)x') < \lambda f(x) + (1 - \lambda)f(x')

for every pair of distinct points (x,x′)(x, x') of II and every λ\lambda such that 0<λ<10 < \lambda < 1.

The remarks that precede def. 2 show that for a convex function ff to be strictly convex on II it is necessary and sufficient that there be no interval contained in II (not reducing to a single point) such that the restriction of ff to this interval is affine linear.

Of the examples above, the first and third are not strictly convex; on the other hand, x2x^2 is strictly convex on R\mathbf{R}; a similar calculation shows that 1/x1/x is strictly convex on [0,+∞[[0, +\infty[.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.