Exercise 3.3

Suppose X is a real vector space (without topology). Call a point x 0 A X an internal point of A if A x 0 is an absorbing set.

( a )
Suppose A and B are disjoint convex sets in X , and A has an internal point. Prove that there is a nonconstant linear functional Λ such that Λ ( A ) Λ ( B ) contains at most one point. (The proof is similar to that of Theorem 3.4)
( b )
Show (with X = R 2 , for example) that it may not possible to have Λ ( A ) and Λ ( B ) disjoint, under the hypotheses of (a).

Answers

Proof. Take A and B as in (a); the trivial case B = is discarded. Since A x 0 is absorbing, so is its convex superset C = A B x 0 + b 0 ( b 0 B ) . Note that C contains the origin. Let p be the Minkowski functional of C . Since A and B are disjoint, b 0 x 0 is not in C , hence p ( b 0 x 0 ) 1 . We now proceed as in the proof of the Hahn-Banach theorem 3.4 to establish the existence of a linear functional Λ : X R such that

Λ p (1)

and

Λ ( b 0 x 0 ) = 1 . (2)

Then

Λa Λb + 1 = Λ ( a b + b 0 x 0 ) p ( a b + b 0 x 0 ) 1 ( a A , b B ) . (3) 

Hence

Λa Λb . (4)

We now prove that Λ ( A ) Λ ( B ) contains at most one point. Suppose, to reach a contradiction, that this intersection contains y 1 and y 2 . There so exists ( a i , b i ) in A × B ( i = 1 , 2 ) such that

Λ a i = Λ b i = y i . (5)

Assume without loss of generality that y 1 < y 2 . Then,

2 y 1 = Λ b 1 + Λ b 1 < Λ ( a 1 + a 2 ) = ( y 1 + y 2 ) . (6)

Remark that a 3 = 1 2 ( a 1 + a 2 ) lies in the convex set A . This implies

Λ b 1 < ( 6 ) Λ a 3 ( 4 ) Λ b 1 ; (7)

which is a desired contradiction. (a) is so proved and we now deal with (b).

From now on, the space X is R 2 . Fetch

S 1 ( x , y ) R 2 x 0 , y 0 , (8) S 2 ( x , y ) R 2 x > 0 , y > 0 , (9) A S 1 S 2 , (10) B X A . (11)

Pick ( x i , y i ) in S i . Let t range over the unit interval, and so obtain

t ( x 1 y 1 ) + ( 1 t ) ( x 2 y 2 ) = ( t x 1 + ( 1 t ) x 2 t y 1 + ( 1 t ) y 2 ) R × R + A . (12)

Thus, every segment that has an extremity in S 1 and the other one in S 2 lies in A . Moreover, each S i is convex. We can now conclude that A is so. The convexity of B is proved in the same manner. Furthermore, A hosts a non degenerate triangle, i.e. A is nonempty1 : A contains an internal point.

Let L be a vector line of R 2 . In other words, L is the null space of a linear functional Λ : R 2 R (to see this, take some nonzero u in L and set Λx = ( x , u ) for all x in R 2 ). One easily checks that both A and B cut L . Hence

Λ ( L ) = { 0 } Λ ( A ) Λ ( B ) . (13)

So ends the proof. □

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2020-01-24 00:00
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