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Exercise 3.3
Suppose X is a real vector space (without topology). Call a point an internal point of if is an absorbing set.
- Suppose and are disjoint convex sets in , and has an internal point. Prove that there is a nonconstant linear functional such that contains at most one point. (The proof is similar to that of Theorem 3.4)
- Show (with , for example) that it may not possible to have and disjoint, under the hypotheses of (a).
Answers
Proof. Take and as in (a); the trivial case is discarded. Since is absorbing, so is its convex superset . Note that contains the origin. Let be the Minkowski functional of . Since and are disjoint, is not in , hence . We now proceed as in the proof of the Hahn-Banach theorem 3.4 to establish the existence of a linear functional such that
and
Then
Hence
We now prove that contains at most one point. Suppose, to reach a contradiction, that this intersection contains and . There so exists in ( ) such that
Assume without loss of generality that . Then,
Remark that lies in the convex set . This implies
which is a desired contradiction. (a) is so proved and we now deal with (b).
From now on, the space
is
. Fetch
Pick in . Let range over the unit interval, and so obtain
Thus, every segment that has an extremity in
and the other one in
lies in
. Moreover, each
is convex. We can now conclude that
is so. The convexity of
is proved in the same manner. Furthermore,
hosts a non degenerate triangle, i.e.
is nonempty1 :
contains an internal point.
Let
be a vector line of
. In other words,
is the null space of a linear functional
(to see this, take some nonzero
in
and set
for all
in
). One easily checks that both
and
cut
. Hence
So ends the proof. □