I want to prove that the set $\{ f:||f||_{\infty}=1 \}$ where $f$ belongs to the space of continuous functions on $[a,b]$ is not a strictly convex set. As a counterexample, I'm asked to use $f(x)=x$ and $g(x)=x^2$ on $[0,1]$
I do understand the definition of convex set and strict convex set, but apparently not enough to prove this fact. I tried by contradiction, assuming it's convex in hope to find an element that is not an interior of the set. But I don't seem to get anywhere, so any help is appreciated. Thanks
A set $S$ is called strictly convex if it is convex and furthermore all points $\lambda f + (1 - \lambda)g $ $\lambda \in (0,1)$ are in the interior of the set, for all $f,g \in S$.
The set can't be strictly convex because it is not even convex. As an example, pick $f(x)=x, g(x)=1-x$ on $[0,1]$ and $\lambda=1/2$. Clearly $f$ and $g$ belongs to the set. But $||\lambda g +(1-\lambda)f||_{\infty}= ||(1-x)/2+x/2||_{\infty}=1/2$, which shows that $\lambda g +(1-\lambda)f$ is not in the space, so can't be convex by definition.