When you purposely deny yourself something, especially in favor of the needs of others, you would describe this act as an abnegation. This has to be your choice, not the choice of others — so it's not abnegation when your parents don't let you stay out all night.

The noun abnegation definitely has the sense of self-denial and self-sacrifice. So you wouldn't use abnegation to refer to the fact that you are giving up candy in order to eat more fruit. Instead, you would use the word if you were giving up desserts in order to donate to charity all the money you saved by not eating them for a month or two. Some religions have fast days and you would definitely use abnegation if you've given up all food or something you like to eat in order to follow the rules and requirements of your beliefs.

Definitions of abnegation

n the denial and rejection of a doctrine or belief

abnegation of the Holy Trinity”
Type of:
the act of refusing to comply (as with a request)

n renunciation of your own interests in favor of the interests of others

denial, self-abnegation, self-denial, self-renunciation
Type of:
forgoing, forswearing, renunciation
the act of renouncing; sacrificing or giving up or surrendering (a possession or right or title or privilege etc.)
self-sacrifice, selflessness
acting with less concern for yourself than for the success of the joint activity

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