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My prof mentioned that the sum of strictly convex and convex functions is strictly convex, Im having trouble swallowing that, is it accurate?

ViktorStein
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bobdylan
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1 Answers1

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Assume $f$ is convex and $g$ is stricly convex. Let $0<\theta < 1$. Then calculate that $$ \begin{align} (f+g)(\theta x + (1-\theta) y) &= f(\theta x + (1-\theta) y) + g(\theta x + (1-\theta) y) \\ &< \theta f(x) + (1-\theta) f(y) + \theta g(x) + (1-\theta) g(y) \\ &= \theta (f+g)(x) + (1-\theta) (f+g)(y) \end{align} $$ where there is strict inequality because the inequality is strict in one case (and not necessarily strict in the other case).