We introduce a nonextensive entropy functional S-eta whose optimization und
er simple constraints (mean values of some standard quantities) yields stre
tched exponential probability distributions, which occur in many complex sy
stems. The new entropy functional is characterized by a parameter eta (the
stretching exponent) such that for eta = 1 the standard logarithmic entropy
is recovered. We study its mathematical properties. showing that the basic
requirements for a well-behaved entropy functional are verified, i.e. S-et
a possesses the usual properties of positivity, equiprobability, concavity
and irreversibility and verifies Khinchin axioms except the one related to
additivity since S-eta is nonextensive. The entropy S-eta is shown to be su
peradditive for eta < 1 and subadditive for eta > 1.