Put , and . The chain rule yieldsFor every nonzero vector , the Cauchy-Schwarz inequality givesThus the Hessian is a positive-definite matrix everywhere. The Hessian criterion for convexity implies that is strictly convex on . Its unique global minimum is at , where .
Writing , the gradient and Hessian matrix areConsequently, for any nonzero ,In particular the Hessian matrix is a positive semidefinite matrix everywhere, so the Hessian criterion for convexity proves is convex. The strict inequality along every nonconstant line also proves strict convexity.
The Hessian criterion for convexity, in the usual twice-differentiable multivariate setting, isThus the Hessian matrix must be a positive semidefinite matrix everywhere. The criterion follows by applying the second-derivative criterion for convexity to each line restriction , whose second derivative is . Continuous second partials are a sufficient regularity hypothesis for this line-restriction argument.