From gumnazo; training, i.e. (figuratively) asceticism -- exercise.
see GREEK gumnazo
a. properly, the exercise of the body in the palaestra.
b. any exercise whatever: σωματική γυμνασία, the exercise of conscientiousness relative to the body, such as is characteristic of ascetics and consists in abstinence from matrimony and certain kinds of food, 1 Timothy 4:8. (4 Macc. 11:19. In Greek writings from Plato, legg. i., p. 648 c. down.)