Theorem 13.1.11 (Convex Properties).label Let $c\suf\R^{n}$ be nonempty then

  1. (1)

    $Conv(c)$ is the smallest convex set containing $c$

  2. (2)

    $c$ is convex if and only if $Conv(c)=c$

  3. (3)

    $Conv(c)=\curl{\sums{m}{i=1}\lam_ix_i:\curl{\lam_i}_1^m\suf[0,1],\curl{x_i}_1^m\suf c,\sums{m }{i=1}\lam_i=1}$

Proof.

  1. (1)

    Follows from Lemma 13.1.4

  2. (2)

    We note $c\suf c$ so if $c$ is convex then $Conv(c)\suf c$ hence $Conv(c)=c$. Conversely $Conv(c)$ is convex.

  3. (3)

    Check

$\square$

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