In the mathematical theory of functional analysis, the Krein–Milman theorem is a proposition about compact convex sets in locally convex topological vector spaces (TVSs).
This theorem generalizes to infinite-dimensional spaces and to arbitrary compact convex sets the following basic observation: a convex (i.e. "filled") triangle, including its perimeter and the area "inside of it", is equal to the convex hull of its three vertices, where these vertices are exactly the extreme points of this shape. This observation also holds for any other convex polygon in the plane R 2 . {\displaystyle \mathbb {R} ^{2}.}
Statement and definitions
Preliminaries and definitions
Throughout, X {\displaystyle X} will be a real or complex vector space. For any elements x {\displaystyle x} and y {\displaystyle y} in a vector space, the set [ x , y ] := { t x + ( 1 − t ) y : 0 ≤ t ≤ 1 } {\displaystyle [x,y]:=\{tx+(1-t)y:0\leq t\leq 1\}} is called the closed line segment or closed interval between x {\displaystyle x} and y . {\displaystyle y.} The open line segment or open interval between x {\displaystyle x} and y {\displaystyle y} is ( x , y ) := ∅ {\displaystyle (x,y):=\varnothing } when x = y {\displaystyle x=y} while it is ( x , y ) := { t x + ( 1 − t ) y : 0 < t < 1 } {\displaystyle (x,y):=\{tx+(1-t)y:0<t<1\}} when x ≠ y ; {\displaystyle x\neq y;} it satisfies ( x , y ) = [ x , y ] ∖ { x , y } {\displaystyle (x,y)=[x,y]\setminus \{x,y\}} and [ x , y ] = ( x , y ) ∪ { x , y } . {\displaystyle [x,y]=(x,y)\cup \{x,y\}.} The points x {\displaystyle x} and y {\displaystyle y} are called the endpoints of these interval. An interval is said to be non-degenerate or proper if its endpoints are distinct. The intervals [ x , x ] = { x } {\displaystyle [x,x]=\{x\}} and [ x , y ] {\displaystyle [x,y]} always contain their endpoints while ( x , x ) = ∅ {\displaystyle (x,x)=\varnothing } and ( x , y ) {\displaystyle (x,y)} never contain either of their endpoints. If x {\displaystyle x} and y {\displaystyle y} are points in the real line R {\displaystyle \mathbb {R} } then the above definition of [ x , y ] {\displaystyle [x,y]} is the same as its usual definition as a closed interval. For any p , x , y ∈ X , {\displaystyle p,x,y\in X,} the point p {\displaystyle p} is said to (strictly) lie between x {\displaystyle x} and y {\displaystyle y} if p {\displaystyle p} belongs to the open line segment ( x , y ) . {\displaystyle (x,y).} If K {\displaystyle K} is a subset of X {\displaystyle X} and p ∈ K , {\displaystyle p\in K,} then p {\displaystyle p} is called an extreme point of K {\displaystyle K} if it does not lie between any two distinct points of K . {\displaystyle K.} That is, if there does not exist x , y ∈ K {\displaystyle x,y\in K} and 0 < t < 1 {\displaystyle 0<t<1} such that x ≠ y {\displaystyle x\neq y} and p = t x + ( 1 − t ) y . {\displaystyle p=tx+(1-t)y.} In this article, the set of all extreme points of K {\displaystyle K} will be denoted by extreme ( K ) . {\displaystyle \operatorname {extreme} (K).}
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