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Iosif Pinelis
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The answer is no.

Indeed, suppose that $n=1$ and $f(x)=(x+1)^2$. Then $f$ is strongly convex and $$X(t)=\cos(t\sqrt2)-1.$$

So, $X(t)$ does not converge as $t\to\infty$.

Iosif Pinelis
  • 127.9k
  • 8
  • 107
  • 229