Some basic topological and algebraic properties of convex sets

In what follows, C is a convex set in a vector space X.

Topological interior. Let us start with the following easy observation.
Observation 0.1. Let C be a convex set in a normed space X. If C contains an
open ball B
0
(z
0
, r), then
B
0
_
(1 t)z
0
+ty, (1 t)r
_
C whenever y C, t [0, 1).
Proof. Fix y C, t [0, 1). Since C is convex, it contains the set (1 t)B
0
(z
0
, r) +
ty = B
0
((1 t)x +ty, (1 t)r).
Corollary 0.2. Let C be a convex set in a normed space X. If x int(C) and
y C, then [x, y) int(C). In particular, int(C) is a convex set.
Theorem 0.3. Let C be a convex set in a normed space X.
(a) If either int(C) = or C is nite-dimensional, then int(C) = int(C).
(b) If int(C) = , then C = int(C).
Proof. First part of (a). Suppose that int(C) = . Thus C contains an open ball
B
0
(z
0
, r). One inclusion is obvious. Let x int(C). There exists > 0 such
that B
0
(x, ) C. If x = z
0
, we are done. If x = z
0
, x y B
0
(x, ) such that
x (z
0
, y), that is, there exists t (0, 1) with x = (1 t)z
0
+ty. Since y C, there
exists y

C be such that y y

< r. For x

= (1t)z
0
+ty

, Observation 0.1 says

that B
0
(x

, (1t)r) C. Then x int(C), since xx

= (1t)yy

< (1t)r.
Second part of (a). Let C be nite-dimensional. If a(C) = X, then int(C) =
by the relative interior theorem; hence we can apply the rst part of (a). If
a(C) = X, the ane hull of C is closed (since it is a translate of a nite-dimensional
linear set) and has no interior points. Since int(C) int(C) int(a(C)) =
int(a(C)) = , we have int(C) = int(C) = .
(b) Obviously, C int(C). If x C, x z
0
int(C). Arbitrarily near to x we can
nd some y C; but since [z
0
, y) int(C) (Corollary 0.2), arbitrarily near to x we
can nd points of int(C). Thus x int(C).
Algebraic interior. Let C be a convex set in a vector space X, x C. We say
that x is an algebraically interior point of C if for every v X there exists t > 0
such that x +tv C. In this case, we shall write x a-int(C).
(For a nonconvex set E X, an algebraically interior point is a point x E such that for
each v X there exists t > 0 such that [x, x +tv] E.)
In other words, x a-int(C) if and only if x int
L
(C L) for each line L X
passing through x.
The following proposition is an analogue of Corollary 0.2.
Proposition 0.4. Let C be a convex set in a vector space X. If x a-int(C) and
y C, then [x, y) a-int(C). In particular, the set a-int(C) is convex.
1
2
Proof. Let 0 < < 1, z = (1 )x + y, v X. Take t > 0 such that x + tv C.
Then z +(1)tv C since z +(1)tv = (1)(x+tv) +y. Now, the assertion
easily follows.
If X is a normed space, then obviously int(C) a-int(C). The following theo-
rem states some sucient conditions for equality of the two sets. Before stating it
we recall the following fundamental theorem of R.L. Baire, which we state in the
following form.
Theorem 0.5 (Baire Category Theorem). Let T be either a complete metric space
or a Hausdor locally compact topological space. If F
n
(n N) are closed sets
without interior points, then also the union

nN
F
n
has no interior points.
Exercise 0.6. Use the Baire Category Theorem to prove the following two facts.
1. Every compact countable set in a Hausdor topological space has at least one
isolated point.
2. The algebraic dimension of a Banach space is either nite or uncountable.
Theorem 0.7. Let C be a convex set in a normed linear space X. Then
int(C) = a-int(C)
provided at least one of the following conditions is satised.
(a) int(C) = ;
(b) C is nite-dimensional;
(c) X is Banach and C is an F

-set.
Proof. (a) Let x a-int(C). Fix z
0
int(C). If x = z
0
, there exists y C such that
x (z
0
, y). Then x int(C) by Corollary 0.2.
(b) Let x a-int(C). This implies that a(C) = X and hence X is nite-
dimensional. By the relative interior theorem, int(C) = ri(C) is nonempty. Apply
the part (a).
(c) Let x a-int(C). We can suppose that x = 0. Write C =

k
F
k
where each F
k
is a closed set. Then
X =
_
t>0
tC =
_
n
nC =
_
n,k
nF
k
.
By the Baire Category Theorem, there exist n, k such that nF
k
has a nonempty
interior. Thus int(F
k
) = and hence int(C) = . Apply (a).
Directions from a point. Let C be a convex set in a vector space X, x
0
C.
Let us consider two sets of directions: the set c(x
0
, C) of directions of the half-lines
from x
0
to the points of C, and the set i(x
0
, C) of directions of the lines L such
that L C is a nondegenerate segment containing x
0
in its relative interior. More
precisely,
c(x
0
, C) = {v V : x
0
+tv C for some t > 0} ,
i(x
0
, C) = {v V : x
0
tv C for some t > 0} .
Let us state main properties of these two sets.
3
Proposition 0.8. Let X, C, x
0
be as above.
(a) x
0
x
0
+ i(x
0
, C) x
0
+ c(x
0
, C) a(C).
(b) c(x
0
, C) = cone(C x
0
).
(c) c(x
0
, C) is a convex cone, and i(x
0
, C) is a linear set.
(d) i(x
0
, C) = c(x
0
, C)
_
c(x
0
, C)

.
(e) x
0
+ i(x
0
, C) is the largest ane set A such that x
0
int
A
(C A).
(f) a(C) = x
0
+
_
c(x
0
, C) c(x
0
, C)

.
Proof. (b) follows directly form the denitions; hence c(x
0
, C) is a convex cone.
Obviously, we have 0 i(x
0
, C) c(x
0
, C). Since x
0
+ c(x
0
, C) is the set of all
closed half-lines from x
0
to the points of C (or {x
0
} if there are no such half-lines),
it is contained in a(C); hence (a) holds. The part (d) follows easily from denitions.
Since K (K) is a linear set whenever K is a convex cone, we have proved (c),
too.
Let us show (e). Clearly, x
0
+i(x
0
, C) is an ane set. Let A be an ane set such
that x
0
int(C A). For every point x A\ x
0
the set C

x
0
x is a nondegenerate
segment containing x
0
in its relative interior. Since x
0
+ i(x
0
, C) is the union of all
possible lines L with this property, we have A x
0
+ i(x
0
, C).
It remains to prove (f). By translation, we can suppose that x
0
= 0. Thus, by (b),
we have to show that, if 0 C, then span(C) = cone(C) cone(C). The inclusion
is obvious. To show the other one, consider a (nite) linear combination x =

i
c
i
with
i
= 0, c
i
C. Then
x =

i
>0

i
c
i

i
<0
(
i
)c
i
cone(C) cone(C) .

Algebraic relative interior. Let us recall that a relative interior of a convex set
C in a normed space is the set ri(C) = int
a(C)
(C). Recall also the fact, proved
in the chapter on nite-dimensional spaces, that every nite-dimensional convex set
has a nonempty relative interior. The algebraic relative interior of C is dened
analogously in the following denition.
Denition 0.9. Let C be a convex set in a vector space X. The algebraic relative
interior of C is the set a-ri(C) = a-int
a(C)
(C).
Observation 0.10. Let C be a convex set in a vector space X, x C. Then
x a-ri(C) x + i(x, C) = a(C) x + c(x, C) = a(C) .
Proof. Easy exercise.
Observe that Theorem 0.7 immediately gives the following
Corollary 0.11. Let C be a convex set in a normed space. Then a-ri(C) = ri(C)
whenever at least one of the following conditions is satised: (a) ri(C) = ; (b)
dim(C) < ; (c) X is a Banach space, a(C) is closed, and C is an F

-set.
4
Inside points. Let C be a convex set in a normed space X. For x C, let L
x
be
the family of all lines L X, for which CL is a nondegenerate segment containing
x in its relative interior.
It is easy to see that
x a-ri(C)
_
LL
x
(C L) = C .
Thus the following notion of an inside point weakens the notion of an algebraically
interior point.
Denition 0.12. Let X, C, x, L
x
be as above. We say that x is an inside point of
C (or x is almost surrounded by C) if

LL
x
(C L) is dense in C.
Since

LL
x
L = x+i(x, C) whenever L
x
= , we have the following reformulation
of the above denition.
Observation 0.13. A point x is an inside point of C if and only if [x+i(x, C)] C
is dense in C.
Proposition 0.14. Let C be a convex set in a normed linear space X.
(a) If x is an inside point of C and y C, then each point of [x, y) is an inside point
of C.
(b) The set of all inside points of C is convex.
(c) If x is an inside point of C, then

LL
x
L is dense in a(C).
(d) If x is an inside point of C, then every continuous ane function a: C R that
attains its maximum over C at x is constant on C.
(e) If C is nite-dimensional, then each inside point of C belongs to ri(C).
Proof. (a) Fix z (0, 1), u C and > 0. Since x is an inside point of C,
there exist two distinct points c, d C such that x (c, d) and dist(u, [c, d]) < .
Consider the line L =

cd. If y L, then obviously z ri(C L). If y / L, then
:= conv{c, d, y} is a nondegenerate triangle containing z in its relative interior.
Thus there exist c

, d

such that z (c

, d

) and dist(u, [c

, d

]) < (indeed, it
sucies take c

[c, d] so that c

u < ). We have proved that z is an inside

point of C.
(b) is an immediate corollary of (a).
(c) The set D =

LL
x
(LC) is dense in C. Thus a(D) is dense in a(C). Observe
that the set A =

LL
x
L = x +i(x, C) is ane (Proposition 0.8(c)), it contains D,
and every ane set containing D must contain A. It follows that A = a(D). So A
is dense in a(C).
(d) The function a must be constant on each segment C L (L L
x
); so it is
constant on

LL
x
(C L). By density, a is constant on C.
(e) If C is nite-dimensional, the set ane set

LL
x
L is closed (since it is contained
in the nite-dimensional ane set a(C)). Hence

LL
x
(LC) is closed in C. Thus

LL
x
(L C) = C which means that x a-ri(C) = ri(C). (The equality follows
from Corollary 0.11).
5
Now, we are going to prove a theorem about existence of inside points. Before
proving it, we shall need an important lemma about innite convex combinations.
We say that a point x X is an innite convex combination of elements of a set
A X if
x =
+

n=1

n
y
n
with y
n
A,
n
0,

+
1

j
= 1.
Lemma 0.15. Let C be a convex set in a normed space X. Suppose that C is either
closed or open. Then every innite convex combination of elements of C belongs to
C.
Proof. We can (and do) suppose that
n
> 0 for each n. Let C be closed. Denoting

N
=

N
1

j
(N N), we have
x = lim
N
N

n=1

n
c
n
= lim
N

N
N

n=1

N
c
n
= lim
N
N

n=1

N
c
n
C = C .
Now, let C be open. By translation, we can suppose that 0 C. Suppose that
x = 0 (otherwise we are done). There exists > 0 such that c
1
:= c
1
+ x C.
Then, by the rst part of the proof,
x := (1 +
1
)x =
1
c
1
+

+
n=2

n
c
n
C .
Since 0 int(C), x C and x
_
0, x
_
. Applying Corollary 0.2 and Theorem 0.3(a),
we get x int(C) = int(C) = C.
The following proposition is both an immediate corollary and a generalization of
Lemma 0.15.
Proposition 0.16. Let C be a convex set in a normed space X. If C is the inter-
section of a family of open convex sets, then every innite convex combination of
elements of C belongs to C.
Remark 0.17. The sets that are intersections of families of open convex sets are called
evenly convex sets. An easy application of the Hahn-Banach theorem gives that a convex
set is evenly convex if and only if it is the intersection of a family of open halfspaces. There
exist convex sets C that are not evenly convex but still they are closed under making innite
convex combinations of their elements: consider, in R
2
, the union of an open halfplane and
one of its boundary points.
The following theorem is essentially due to V. Klee.
Theorem 0.18 (Klee, 1955). Let X be a Banach space. If C X is a separable
non-singleton set which is the intersection of a family of open convex sets (e.g., a
separable closed convex set), then C has an inside point.
Proof. There exist countably many pairwise distinct points c
n
C (n N) such that
the set {c
n
}
nN
is dense in C. Fix a sequence {
n
} (0, 1) such that

+
1

n
= 1
and

+
1

n
c
n
< +. Then the series

+
1

n
c
n
converges in X (since it
6
converges absolutely and X is complete). Let us prove that the point x =

+
1

n
c
n
is an inside point of C.
For each n N, x =
n
c
n
+(1
n
)x
n
where x
n
=

k=n

k
1
n
c
k
C (Lemma 0.15).
If c
n
= x
n
for some n, then c
n
= x, and hence such n is unique; put n
0
= n + 1 in
this case. Otherwise dene n
0
= 1. The segments [c
n
, x
n
] (n n
0
) are nondegener-
ate and contained in C, and their union is dense in C. Since x (c
n
, x
n
) for each
n n
0
, the proof is complete.
Corollary 0.19. Let X be a normed space, and C X a separable complete convex
set. Then C has an inside point.
Proof. Consider C as a closed convex set in the completion X of X, and apply the
previous theorem.
Comparison of several properties.
We can dene another two properties of a point x of a convex set C in a normed linear space
X. Let L
x
be as above. We shall say that:
x is a quasi-inside point (quasi inside point) of C if

LL
x
L is dense in a(C);
x is a non-support point of C if every x

that attains its supremum over C

at x is constant on C.
Theorem 0.20. Let X, C, x be as above. Let us consider the following properties:
(a) x ri(C);
(b) x a-ri(C);
(c) x is an inside point of C;
(d) x is a q-inside point of C;
(e) x is a non-support point of C.
Then the following implications hold
(a) (b) (c) (d) (e) ,
and none of these implications can be reversed. However, for nite-dimensional C, the
properties (a)-(e) are all equivalent.
Proof. The implications (a) (b) (c) are easy, while (c) (d) is contained in Proposi-
tion 0.14(c).
(d) (e). Let x

be such that x

(x) = supx

(C). Then necessarily x

is constant
on

LL
x
L, and hence also on a(C) by continuity.
Let C be nite-dimensional and (e) holds. Then ri(C) = (by the relative interior theo-
rem). We can suppose that 0 C (thus a(C) = span(C)). If x / ri(C), the Hahn-Banach
separation theorem implies existence of a nonzero functional [span(C)]

that attains its

supremum over C at x. Obviously, is not constant on C By the Hahn-Banach extension
theorem, can be extended to an alement of X

. But this contradicts (e).

(b) (a). Let X be an innite dimensional normed space and f : X R a discontinuous
linear functional. Consider C = {y X : f(y) > 0} and any x C.
(c) (b). Let f : X R be a discontinuous linear functional. Consider the set C = {y
X : f(y) 0} and x = 0. Then

LL
x
L = Ker(f) and a(C) = X.
(d) (c). Let e
i
(i N) be the canonical unit elements of c
0
(i.e., e
i
= (0, . . . , 0, 1, 0, 0, . . .)
where 1 is on the i-th position). Let X = span{e
i
}
iN
(the space of all nitely supported
7
sequences), equipped with the sup-norm. Dene a (dsicontinuous) linear functional f : X
R by f(e
i
) = i (i N) and consider
C = {y X : 0 f(y) 1, |y(i)| 2
i
i N} , x = 0 .
It is easy to see that 0 C, a(C) = span(C) = X and

LL
0
L = Ker(f). Thus (d) holds.
To show that (c) does not hold, it suces to show that f is continuous on C; indeed, in this
case,

LL
0
(L C) = Ker(f) C is closed in C and hence not dense in C. Let us proceed
by contradiction. If f|
C
is not continuous, there exist > 0 and a sequence {c
n
} C
converging to some c C, such that |f(c
n
) f(c)| > for each n. By denition of C,
the sequences {c
n
(i)}
nN
(i N) and {f(c
n
)}
nN
are bounded (in R) and hence contain
convergent subsequences. By a standard diagonal argument and passing to a subsequence,
we can suppose that
lim
n
c
n
(i) = z(i) R (i N), lim
n
f(c
n
) = R.
Since |z
i
| 2
i
(i N), the series

iN
z(i)e
i
converges absolutely, and hence its sum is
an element z of c
0
. We have
c
n
z =

iN
(c
n
(i) z(i))e
i


iN
|c
n
(i) z(i)| .
By the Lebesgue Dominated Convergence Theorem (applied to the counting measure on N),
the last expression tends to 0 as n . It follows that z = c X; in particular, z(i) = c(i)
for each i.. For each n N, denote N(n) = max supp(c
n
c). Then we have

f(c
n
c)

= |

N(n)
i=1
(c
n
(i) c(i))f(e
n
)|

iN
i|c
n
(i) c(i)| .
Since i|c
n
(i)| i2
i
and ic
n
(i) ic(i) (i N), and

1
i2
i
< +, we can apply again the
Lebesgue Dominated Convergence Theorem to conclude that lim
n

iN
i|c
n
(i) c(i)| = 0.
Hence we get f(c
n
) f(c), a contradiction.
(e) (d). Let f : X R be a discontinuous linear functional. Let
C = {y X : f(y) > 0} {0} , x = 0.
Then

LL
x
L = , hence (d) is false. If some x

satises x

|
C
0, then it must be
constant on the level sets of the type f
1
() with > 0. It follows that Ker(x

) contains
the dense set Ker(f); hence x

= 0. This proves (e).