Let X be a real normed space, then C( X) is functionally convex (brie y, F-convex), if T(C) R is convex for all bounded linear transformations T 2 B(X; R); and K( X) is functionally closed (brie y, F-closed), if T(K) R is closed for all bounded linear transformations T 2 B(X; R). We improve the Krein-Milman theorem on nite dimensional spaces. We partially prove the Chebyshev 60 years old open problem. Finally, we introduce the notion of functionally convex functions. The function f on X is functionally convex (brie y, F-convex) if epi f is a F-convex subset of X R. We show that every function f: (a; b) ! R which has no vertical asymptote is F-convex.