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Exercise 10.7
Exercise 7: (a) Show that the simplex is the smallest convex subset of that contains .
(b) Show that affine mappings take convex sets to convex sets.
Answers
(a) First we need to show that is convex. Let , so that the components satisfy
Let , and let . Then
so that lies between and , and lies between and . Hence .
Let be a convex subset of containing ; we need to show that . We can consider for by letting the components with index greater than be 0. I am going to show that , by induction. Let . Then for , so that . Now suppose that and let . Then implies
so that
Hence since , which shows that .
(b) Let be vector spaces and let , for some , be an affine mapping from to . Let be a convex subset of , and let , be elements of for some and . Then for , we have , so that
Hence is convex.