A FEW IMPORTANT RESULTS.

We give with proof a few results associated with convex sets.

(a) Ahyperplane is a convex set.
tus consider the hyperplane X= {x: cx= z }.
Let x, and x, be two points in X ; then
CX= Z and CX2= z.
Now let the point x, be given by the convex combination d

X and X as

x= Ax, + (1- a) x,, 0s as 1.

Cx,= c{ x , + (1 - à)x, }
Then
=
hcx, +(1-a)cCx
hz+ (1-2)z. by (1)

SO that X satisfies cx = z. Thus X^ is in X and it being the conv

combination of X1 and x2 in X, X is a convex set.
Thus the hyperplane cx = z is a convex set.
 h) teseéction of two convex sets is alsoa convex set.
and X, be two convex sets and the set X be the intersection of

Xand X such that

X= X,n Xa.
Let X and X be any two points in X.

Then Ax,+(1-2)xe X, for 0s A 1

and Ax+ (1-a )xj e X, for 0 s 1.
Hence x+ (1-A)x,e X,nX,= X.
Thus, if X, and x, E X, then any convex combination of
z, and x, also will belong toX henceX, that is,
X,n X, is a convex set.
Generalising this result we can show thatthe intersection ofa finite
numberofconvex setsis also a convex set
It should be noted here that the union (i.e. X, U X) or the
difference (ie. X, - X,)of two convex sets may not be convex.

Furthermore, if the sets X, and X be closed sets, then their

intersection X can also be shown to be closed. This result can also be
generalised to a finite number of closed sets.
Note. We haveseen carlier that hyperplanes or half-spaces are convex sets. In a
linear programming problem the set of feasible solutions is given by

0
Ax(S 2)b,x2
which will be nothing but the intersection of a finite number of hyperplanes or
half-spaces
or both as by the constraints. Now the intersection of a finite number
given
of hyperplanes or closed half-spaces or both is a closed convex set. Hence the set of
feasible solutions to a linear programming problem ( if it exists ) is also a closed
convex set. Weshall prove this later in the form of a theorem.

The set of all convex combinations of a funite number of points

is a convex set.
Let X bethe set of the convex combinations of the finite number of
points
X ,X , * * * * * * n
 so that
X = [x : X= 2 p, Xi, for all , 2 0 and 2 l,= 1 ).

We are to show that the set X is convex.

Let u and v be any two points such that

and 2 = 1
u = ux,, 4i'2 0

and v=
4" x,, 4"2 0 and ," = 1.
If, for any à(0S as 1 ),
u + (1-a ) v
be in the set, then the set will be convex.

)v= E {4," + (1 a)u }x,

-

Now, Au+ (1 -

for u, H"2 0 and 0s às

in which u"+ (1- 2)p2 0,

and ( 2u" + ( 1 -

2) p.') = à 2 p"+ (1 -

a) 2 u' = 1

Hence Av+ (1- a)u

n ) and t
combination of x, (i= 1,2,
.

is also a convex

X is thus convex.