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Needs:
N-Dimensional Line Segments
Real Affine Sets
Real Subspaces
Real Halfspaces
Topological Closures
Topological Interiors
Needed by:
Affine Transformations of Real Convex Sets
Convex Real Cones
Convex Set Dimensions
Convex Sets
Real Convex Bodies
Real Convex Combinations
Real Convex Cones
Real Convex Functions
Real Convex Hulls
Real Convex Optimization Problems
Real Convex Sets and Halfspaces
Real Extreme Points
Real Function Epigraphs
Real Polar Sets
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Real Convex Sets

Definition

A set $C \subset \R ^n$ is convex if it contains the closed line segment between every pair of points. In the notation of closed line segments, $C$ is convex if

\[ [x, y] \subset C \quad \text{for all } x, y \in C \]

In other words,

\[ \lambda x + (1-\lambda )y \in C \quad \text{for all } x, y \in C \text{ and } \lambda \in [0,1] \]

Roughly speaking, $C$ is convex if and only if its intersection with every line in $\R ^n$ is either empty or a closed line segment.

Examples

The empty set, any singleton, any subspace, any affine set and any halfspace.

Properties

Suppose $\mathcal{K} \subset \powerset{\R ^d}$ is a set of convex sets. Then $\bigcap\mathcal{K} $ is convex.
Suppose $A, B \subset \R ^d$ are convex sets. Then $A + B$, $A - B$ and $\lambda A$ for any real $\lambda $ is convex.
If $A \subset \R ^d$ is convex, then $\cl(A)$ and $\Int(A)$ are convex.1
Suppose $A \subset \R ^d$ is convex, $x \in A$ and $y \in \Int(a)$. Then all points of the line segement between $x$ and $y$ are members of $\Int(A)$.
Suppose $T: \R ^d \to \R ^d$ is affine. If $A \subset \R ^d$ is convex, then $T(A)$ is convex.

  1. For the first, use $\cl(A) = \bigcap_{\mu > 0} (A + \mu B)$ where $B$ is unit ball of $\R ^d$. ↩︎
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