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Functionals of a Convex Set," E Bishop and R R Phelps, Volume 7, pp. 27-35, by permission
of the American Mathematical Society.
is, there exists a continuous linear functional f $ 0 on E such that sup f{A) ^
inf/(B).
This theorem is a geometric version of the Hahn-Banach theorem. Its proof
can be found in any of several texts, for instance in [3, p. 417]. An immediate
corollary is the following support theorem,
If C is a convex subset of a real Hausdorff topological vector space E, if x is
a point in the boundary of C, and if the interior of C is nonempty, then there
exists a hyperplane which supports C at xf that is, there exists a continuous
linear functional / ^ 0 on E such that f(x) = sup/(C). We refer to such a
functional / as a support functional of C, and x is called a support point. Note
that if / is a support functional of C then every positive multiple of / is also
a support functional of C.
The assumption that C has interior points is a strong one, but some con
dition is indispensable to the validity of the support theorem. Indeed,
V. L. Klee has shown [6] that there exists a bounded closed convex subset
of a dense subspace of a Hilbert space which has no support points. In the
same paper Klee asked whether every bounded closed convex set C in a Banach
space has at least one support point.
In this paper we answer Klee's question affirmatively: We show that the
support points of C are actually dense in the boundary of C. This is shown
to be true even if C is not bounded. Still assuming that E is a Banach space,
we then prove (if C is bounded) that the support functionals of C are dense
in the dual space E*. If C is not necessarily bounded, we show more gener
ally that for each / in E* which is bounded on C and each e > 0 there exists
a support functional g of C with | | / — g\\ < e. In fact it is shown that g can
be chosen to strictly separate C from any bounded set X which is strictly
separated from C by / . We also show that every hyperplane which intersects
the boundary of C contains a support point of C. Examples are given to
show that these theorems fail in certain more general situations.
The methods of this paper derive from a previous paper [1], in which a
proof was indicated of the fact that the set of support functionals of a bounded
closed convex set in a Banach space is dense in the dual space. By extend
ing and simplifying the method of [1], we have been able to improve this
27
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28 ERRETT BISHOP AND R. R. PHELPS
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THE SUPPORT FUNCTIONALS OF A CONVEX SET 29
our directed index set), hence it converges to its supremum. This implies
that it is a Cauchy net, and since x,y in W implies that \\x-y\\^
*[/(*)—/O0]» say, we see that W itself is a Cauchy net in Z. Now, Z =
X n (K + z)\ since K is closed, Z must be complete and therefore W converges
to an element of y in Z. By continuity of / and of the norm, it is simple to
verify that y > x for all x in Wy i.e., W has an upper bound in Z. Zorn's
lemma then applies and our lemma is proved.
The ideas we have developed so far enable us to prove the density of
support points.
THEOREM 1. If C is a closed convex subset of a Banach space £ , then the
support points of C are dense in the boundary of C.
PROOF. If z is a point of the boundary of C and e > 0, choose y in E~C
Selected Papers of Errett Bishop Downloaded from www.worldscientific.com
such that 11 y — z \ \ < e/2 and choose (by applying the separation theorem to
any convex neighborhood of y which is disjoint from the closed set C) / in
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295
30 ERRETT BISHOP AND R. R. PHELPS
PROOF. Choose x in E such that | | x | | = l and f(x) > k~\l + 2/e), and
suppose that y in E is such that f(y) = 0 and \\y\\ g 2/e. Then ||*±3> li ^
1 + 2/e < */(#) = kf(x zty), so # zt y e K and hence g(x dzzy)^0. This implies
that \g(y) | ^ #(*) g ||* || = 1. Clearly, then, \g(y) | ^ e/2 whenever f(y) = 0
and \\y\\ ^ 1, so by Lemma 2, either | | / + # | | ^ e or | | / —#11 ^ £- Choose z
in £ such that || z || = 1 and f{z) > max (k"\ e). Then 26 if so £(2) ^ 0 and it
follows that | | / + g | | ^ (f + g)(z) > £> and our proof is complete.
We could now easily prove our density theorem; to include unbounded sets
C, it would be formulated somewhat as follows: If / is bounded on C, then
there is a support functional of C which is arbitrarily close to / . With little
care, however, we can do considerably more than this; the result is expressed
as follows: If / strictly separates the set C from a bounded set X, then there
is a support functional of C which is arbitrarily close to / and which strictly
Selected Papers of Errett Bishop Downloaded from www.worldscientific.com
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THE SUPPORT FUNCTIONALS OF A CONVEX SET 31
xn such that 11 x- xn\\ < 3"ld. Thenif j>€C, | | j > - *«|| ^ l l j > - * l l - | U - * n l l >
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d - 3~ld = (2/3)d. Thus, dn ^ (2/3)d and hence \\ x - xn \\ < 2'ldn, which shows
that gn(x) > sup gn(C) and completes the proof.
If C is bounded, then every / in F * is bounded on C, so we obtain another
corollary to Theorem 2.
COROLLARY 4. / / C is a bounded closed convex subset of a Banach space Ef
then the support functionals of C are dense in E*.
If fe F*, we say that / attains its norm provided there exists x in U such
that ll/H = / 0 t ) . Since U is closed and convex, the proof of the following
corollary is immediate from the previous one. (This result was first proved
in [1].)
COROLLARY 5. / / E is a Banach space, then the set of f in E* which attain
their norm are dense in E*.
In all the above results we could have dropped the hypothesis that E be a
complete normed space provided we assumed that C itself be complete. This
follows from the fact that we applied Lemma 1 only to the set C. The follow
ing result shows, however, that Corollary 4 (and hence Theorem 2) must fail
in an incomplete space.
THEOREM 3. If E is an incomplete normed linear space, then there exists a
bounded, closed convex subset C of E having nonempty interior such that the
support functionals of C are not dense in E*.
PROOF. Imbed £ a s a dense subspace of its completion F and identify (in
the obvious way) £ * and F*. Since E ^ F, there exists x in F~ E such that
| | x | | = 1. By applying the support theorem to x and the unit ball of F, we
can find / in F * such that | | / | | = 1 = / ( * ) . Let D = {yiyeF, \\y\\ £ 1 and
f(y) = 0} and let C in F be the convex hull of D and x, so that C is the
set of all elements of the form z = Xx + (1 — X)y, where yeD and Xe[0,1].
It is easily verified (using the compactness of [0,1]) that the convex set C is
closed; it also has nonempty interior. (If || z - (1/2)* || < 1/8, then 0 < f(z) < 1.
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32 ERRETT BISHOP AND R. R. PHELPS
Il/lI for all x in U. Let X={y:f{y) ^ 2} and let C = U; then sup/(C) <
inf/GB), but if g separates C and B, then # must be some real multiple of/,
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THE SUPPORT FUNCTIONALS OF A CONVEX SET 33
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34 ERRETT BISHOP AND R. R. PHELPS
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BIBLIOGRAPHY
1. E. Bishop and R. R. Phelps, A proof that every Banach space is subreflexive, Bull.
Amer. Math. Soc. 6 7 (1961), 97-98.
2. N. Bourbaki, Espaces vectoriels topologiqUes, Chapter V, Hermann, Paris, 1955.
3. N. Dimford and J. Schwartz, Linear operators, Part I, Interscience, New York,
1958.
4. R. C. James, Reflexivity and the supremum of linear functionals, Ann. of Math.
(2) 6 6 (1957), 159-169.
5. V. L. Kiee, Convex sets in linear spaces, Duke Math. J. 18 (1951), 443-466.
6. 1 Extremal structure of convex sets. II, Math. Z. 6 9 (1958), 90-104.
7. R. R. Phelps, A representation theorem for bounded convex sets, Proc. Amer. Math.
Soc. 1 1 (1960), 976-983.
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