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.
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.