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Strict convexity gives uniqueness of a minimiser

Statement

Let K be a convex subset of a real vector space and let I:K→(−∞,+∞] be proper and strictly convex (Convex and strictly convex functionals on a convex subset of a real vector space, Proper, coercive and weakly lower semicontinuous extended-real functionals). If u,v∈K both minimise I on K, then u=v.

Facts & Assumptions

Given: A convex subset K of a real vector space and a proper, strictly convex extended-real functional I:K→(−∞,+∞] (Convex and strictly convex functionals on a convex subset of a real vector space, Proper, coercive and weakly lower semicontinuous extended-real functionals); points u,v∈K that both minimise I on K, in the sense that I(u)=I(v)=inf⁡KI.

[F1]

Strict convexity: for u≠v with I(u),I(v)<+∞ and λ∈(0,1) one has I(λu+(1−λ)v)<λI(u)+(1−λ)I(v); convexity gives λu+(1−λ)v∈K (Convex and strictly convex functionals on a convex subset of a real vector space).

[F2]

The infimum is a lower bound: inf⁡KI≤I(w) for every w∈K (Greatest lower bound (infimum)).

Proof

technique · direct, by evaluating strict convexity at the midpoint of two minimisers
1.1F1F2given

Set-up. Let u,v∈K both minimise I and suppose for contradiction that u≠v. Properness gives inf⁡KI<+∞, so t:=inf⁡KI=I(u)=I(v) is finite.

2.1F1step 1.1algebra

Strict convexity at the midpoint. The midpoint w:=12u+12v lies in the convex set K, and strict convexity with λ=12 applies because u≠v and I(u)=I(v)=t<+∞: hence I(w)<12I(u)+12I(v)=t.

3.1F2step 2.1∎

Contradiction. Step 2.1 gives I(w)<t=inf⁡KI, while [F2] gives inf⁡KI≤I(w) since w∈K. This is impossible, so u=v; two distinct minimisers cannot exist.

Remarks

Properness is necessary. Without it the statement is false: on K=[0,1]⊆R the functional I≡+∞ is convex and vacuously strictly convex, and 0 and 1 are two distinct points at which I equals inf⁡KI=+∞. Properness, equivalently the existence of a finite competitor, is what excludes this degenerate case, and it holds in the finite-valued integral-functional applications (Proper, coercive and weakly lower semicontinuous extended-real functionals).

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