[Math] Question about existance of global minimum in a strictly convex function

convex optimizationconvex-analysisconvex-geometryreal-analysis

Is it true that a strictly convex function must have a global minimum ?
I know that every strictly convex function has at most one global minimum and each local minimum is a global minimum but I can not prove or disprove the statement.

Strictly convex function: The real-value function that for every $x$ , $y$ $\in$ $R$ and $t$ $\in$ $(0,1)$ we have:
$$f(tx + (1-t)y) < tf(x) + (1-t)f(y)$$

Best Answer

No, take the function $f: (1, 2) \to \mathbb{R}$, $x \mapsto x^2$. Alternatively, you can consider $\exp: \mathbb{R} \to \mathbb{R}$.

This statement can even fail when the domain is compact, take for example the function $f: [0, 1] \to \mathbb{R}$ that is defined by $f(x) = \begin{cases} 1 & x = 0 \\ x^2 & x > 0\end{cases}$.

If the domain is compact and $f$ is continuous, the statement holds. The existence of a minimum follows directly from the compactness of the domain and the continuity of the function. If $f$ assumes its minimum at two different points $x \ne y$, then by definition of strict convexity $f\left(\frac{x + y}{2}\right) < \frac{1}{2}(f(x) + f(y)) = f(x)$, in contradiction to the choice of $x$.

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