I think you are confusing two things here. A linear program has a convex feasible region. The term "convex space" refers to an entire vector space, not to a particular region (such as an LP feasible region) within the space. It basically imposes a restriction on the nature of the norm used in defining the space.
Update:
Is there any simple example, inCan we refer to the contextfeasible set of LP and MIP, to illustrate thatlinear programming as strictly convex?
The term "strictly convex" only applies to functions, not to sets.
Also, for clarifying The distinction between the convex space and the subset of the convex space, the following example would be useful:
Consider the triangle $T$ defined by $x \geq 0$, $y \geq 0$, $x + y > \leq 1$, which is convex. TheCan we say any subset consisting of the vertices, $\{(0,0), (0,1), (1,0)\}$ is nota convex. Neither is the set $\{(x,y) > \in T : x^2 + y^2 \geq 1/2\}$./space would be a convex set/space?
No. Consider the triangle $T$ defined by $x \geq 0$, $y \geq 0$, $x + y \leq 1$, which is convex. The subset consisting of the vertices, $\{(0,0), (0,1), (1,0)\}$ is not convex. Neither is the set $\{(x,y) \in T : x^2 + y^2 \geq 1/2\}$.