Convex set

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In a Euclidean space (or, more generally in an affine space), a convex

set is a region such that, for every pair of points within the region, every
point on the straight line segment that joins the pair of points is also
within the region. For example, a solid cube is a convex set, but
anything that is hollow or has an indent, for example, a crescent shape,
is not convex.

The boundary of a convex set is always a convex curve. The

intersection of all convex sets containing a given subset A of Euclidean
space is called the convex hull of A. It is the smallest convex set
containing A.

A convex function is a real-valued function defined on an interval with Illustration of a convex set which
the property that its epigraph (the set of points on or above the graph of looks somewhat like a deformed
the function) is a convex set. Convex minimization is a subfield of circle. The (black) line segment
optimization that studies the problem of minimizing convex functions joining points x and y lies completely
over convex sets. The branch of mathematics devoted to the study of within the (green) set. Since this is
properties of convex sets and convex functions is called convex true for any points x and y within the
analysis. set that we might choose, the set is
convex.
The notion of a convex set can be generalized to other spaces as
described below.

Contents
1 In vector spaces
1.1 Non-convex set
2 Properties
2.1 Intersections and unions
2.2 Closed convex sets
2.3 Convex sets and rectangles
3 Convex hulls and Minkowski sums
3.1 Convex hulls Illustration of a non-convex set. Since
3.2 Minkowski addition the red part of the (black and red)
3.3 Convex hulls of Minkowski sums line-segment joining the points x and
3.4 Minkowski sums of convex sets y lies outside of the (green) set, the set
4 Generalizations and extensions for convexity is non-convex.
4.1 Star-convex sets
4.2 Orthogonal convexity
4.3 Non-Euclidean geometry
4.4 Order topology
4.5 Convexity spaces
5 See also
6 References
7 External links

In vector spaces

Let S be a vector space over the real numbers, or, more generally, some
Let S be a vector space over the real numbers, or, more generally, some
ordered field. This includes Euclidean spaces. A set C in S is said to be
convex if, for all x and y in C and all t in the interval [0, 1], the point
(1 − t)x + ty also belongs to C. In other words, every point on the line
segment connecting x and y is in C. This implies that a convex set in a
real or complex topological vector space is path-connected, thus
connected. Furthermore, C is strictly convex if every point on the line
segment connecting x and y other than the endpoints is inside the
interior of C.

A set C is called absolutely convex if it is convex and balanced.

The convex subsets of R (the set of real numbers) are simply the
A function is convex if and only if its
intervals of R. Some examples of convex subsets of the Euclidean plane
epigraph, the region (in green) above
are solid regular polygons, solid triangles, and intersections of solid
its graph (in blue), is a convex set.
triangles. Some examples of convex subsets of a Euclidean 3-
dimensional space are the Archimedean solids and the Platonic solids.
The Kepler-Poinsot polyhedra are examples of non-convex sets.

Non-convex set
"Concave set" redirects here.

A set that is not convex is called a non-convex set. A polygon that is not a convex polygon is sometimes called
a concave polygon,[1] and some sources more generally use the term concave set to mean a non-convex set,[2]
but most authorities prohibit this usage.[3][4]

The complement of a convex set, such as the epigraph of a concave function, is sometimes called a reverse
convex set, especially in the context of mathematical optimization.[5]

Properties
If S is a convex set in n-dimensional space, then for any collection of r, r > 1, n-dimensional vectors
u1, ..., ur in S, and for any nonnegative numbers λ1, ..., λr such that λ1 + ... + λr = 1, then one has:

A vector of this type is known as a convex combination of u1, ..., ur.

Intersections and unions

The collection of convex subsets of a vector space has the following properties:[6][7]

1. The empty set and the whole vector-space are convex.

2. The intersection of any collection of convex sets is convex.
3. The union of a non-decreasing sequence of convex subsets is a convex set. For the preceding property of
unions of non-decreasing sequences of convex sets, the restriction to nested sets is important: The union
of two convex sets need not be convex.

Closed convex sets

Closed convex sets are convex sets that contain all their limit points. They can be characterised as the
intersections of closed half-spaces (sets of point in space that lie on and to one side of a hyperplane).

From what has just been said, it is clear that such intersections are convex, and they will also be closed sets. To
prove the converse, i.e., every convex set may be represented as such intersection, one needs the supporting
hyperplane theorem in the form that for a given closed convex set C and point P outside it, there is a closed
half-space H that contains C and not P. The supporting hyperplane theorem is a special case of the Hahn–
Banach theorem of functional analysis.

Convex sets and rectangles

Let C be a convex body in the plane. We can inscribe a rectangle r in C such that a homothetic copy R of r is
circumscribed about C. The positive homothety ratio is at most 2 and:[8]

Convex hulls and Minkowski sums

Convex hulls

Every subset A of the vector space is contained within a smallest convex set (called the convex hull of A),
namely the intersection of all convex sets containing A. The convex-hull operator Conv() has the characteristic
properties of a hull operator:

extensive S ⊆ Conv(S),
non-decreasing S ⊆ T implies that Conv(S) ⊆ Conv(T), and
idempotent Conv(Conv(S)) = Conv(S).

The convex-hull operation is needed for the set of convex sets to form a lattice, in which the "join" operation is
the convex hull of the union of two convex sets

Conv(S) ∨ Conv(T) = Conv(S ∪ T) = Conv(Conv(S) ∪ Conv(T)).

The intersection of any collection of convex sets is itself convex, so the convex subsets of a (real or complex)
vector space form a complete lattice.

Minkowski addition

In a real vector-space, the Minkowski sum of two (non-empty) sets, S1 and S2, is defined to be the set S1 + S2
formed by the addition of vectors element-wise from the summand-sets

S1 + S2 = {x1 + x2 : x1 ∈ S1, x2 ∈ S2} .

More generally, the Minkowski sum of a finite family of (non-empty) sets Sn is the set formed by element-wise
addition of vectors

For Minkowski addition, the zero set {0} containing only the zero vector 0 has special importance: For every
non-empty subset S of a vector space

S + {0} = S;
 S + {0} = S;
in algebraic terminology, {0} is the identity element of Minkowski
addition (on the collection of non-empty sets).[9]

Convex hulls of Minkowski sums

Minkowski addition behaves well with respect to the operation of taking

convex hulls, as shown by the following proposition:

Let S1, S2 be subsets of a real vector-space, the convex hull of their

Minkowski sum is the Minkowski sum of their convex hulls Minkowski addition of sets. The sum
of the squares Q1=[0,1]2 and Q2=
Conv(S1 + S2) = Conv(S1) + Conv(S2).
[1,2]2 is the square Q1+Q2=[1,3]2.
This result holds more generally for each finite collection of non-empty
sets:

In mathematical terminology, the operations of Minkowski summation and of forming convex hulls are
commuting operations.[10][11]

Minkowski sums of convex sets

The Minkowski sum of two compact convex sets is compact. The sum of a compact convex set and a closed
convex set is closed.[12]

Generalizations and extensions for convexity

The notion of convexity in the Euclidean space may be generalized by modifying the definition in some or
other aspects. The common name "generalized convexity" is used, because the resulting objects retain certain
properties of convex sets.

Star-convex sets

Let C be a set in a real or complex vector space. C is star convex if there exists an x0 in C such that the line
segment from x0 to any point y in C is contained in C. Hence a non-empty convex set is always star-convex
but a star-convex set is not always convex.

Orthogonal convexity

An example of generalized convexity is orthogonal convexity.[13]

A set S in the Euclidean space is called orthogonally convex or ortho-convex, if any segment parallel to any
of the coordinate axes connecting two points of S lies totally within S. It is easy to prove that an intersection of
any collection of orthoconvex sets is orthoconvex. Some other properties of convex sets are valid as well.

Non-Euclidean geometry
The definition of a convex set and a convex hull extends naturally to geometries which are not Euclidean by
defining a geodesically convex set to be one that contains the geodesics joining any two points in the set.

Order topology

Convexity can be extended for a space X endowed with the order topology, using the total order < of the
space.[14]

Let Y ⊆ X. The subspace Y is a convex set if for each pair of points a, b in Y such that a < b, the interval
(a, b) = {x ∈ X : a < x < b} is contained in Y. That is, Y is convex if and only if for all a, b in Y, a < b
implies (a, b) ⊆ Y.

Convexity spaces

The notion of convexity may be generalised to other objects, if certain properties of convexity are selected as
axioms.

Given a set X, a convexity over X is a collection 𝒞 of subsets of X satisfying the following axioms:[6][7][15]

1. The empty set and X are in 𝒞

2. The intersection of any collection from 𝒞 is in 𝒞.
3. The union of a chain (with respect to the inclusion relation) of elements of 𝒞 is in 𝒞.

The elements of 𝒞 are called convex sets and the pair (X, 𝒞) is called a convexity space. For the ordinary
convexity, the first two axioms hold, and the third one is trivial.

For an alternative definition of abstract convexity, more suited to discrete geometry, see the convex geometries
associated with antimatroids.

See also
Brouwer fixed-point theorem
Convex metric space
Carathéodory's theorem (convex hull)
Choquet theory
Helly's theorem
Holomorphically convex hull
Pseudoconvexity
Radon's theorem
Shapley–Folkman lemma

References
1. McConnell, Jeffrey J. (2006), Computer Graphics: Theory Into Practice, p. 130, ISBN 0-7637-2250-2.
2. Weisstein, Eric W. "Concave". MathWorld.
3. Takayama, Akira (1994),Analytical Methods in Economics, University of Michigan Press, p. 54,ISBN 9780472081356,
"An often seen confusion is a "concave set". Concave and convex functions designate certain classes of functions, not of
sets, whereas a convex set designates a certain class of sets, and not a class of functions. A "concave set" confuses sets
with functions."
4. Corbae, Dean; Stinchcombe, Maxwell B.; Zeman, Juraj (2009),An Introduction to Mathematical Analysis for Economic
Theory and Econometrics, Princeton University Press, p. 347,ISBN 9781400833085, "There is no such thing as a
concave set."
5. Meyer, Robert (1970), "The validity of a family of optimization methods",SIAM Journal on Control and Optimization,
8: 41–54, MR 0312915.
6. Soltan, Valeriu, Introduction to the Axiomatic Theory of Convexity , Ştiinţa, Chişinău, 1984 (in Russian).
 7. Singer, Ivan (1997). Abstract convex analysis. Canadian Mathematical Society series of monographs and advanced
texts. New York: John Wiley & Sons, Inc. pp.xxii+491. ISBN 0-471-16015-6. MR 1461544.
8. Lassak, M. (1993). "Approximation of convex bodies by rectangles". Geometriae Dedicata. 47: 111.
doi:10.1007/BF01263495.
9. The empty set is important in Minkowski addition, because the empty set annihilates every other subset: For every
subset S of a vector space, its sum with the empty set is empty:S + ∅ = ∅.
10. Theorem 3 (pages 562–563):Krein, M.; Šmulian, V. (1940). "On regularly convex sets in the space conjugate to a
Banach space". Annals of Mathematics (2), Second series. 41. pp. 556–583. doi:10.2307/1968735. JSTOR 1968735.
11. For the commutativity ofMinkowski additionand convexification, see Theorem 1.1.2 (pages 2–3) in Schneider; this
reference discusses much of the literature on theconvex hulls of Minkowski sumsets in its "Chapter 3 Minkowski
addition" (pages 126–196):Schneider, Rolf (1993). Convex bodies: The Brunn–Minkowski theory . Encyclopedia of
mathematics and its applications.44. Cambridge: Cambridge University Press. pp. xiv+490.ISBN 0-521-35220-7.
MR 1216521.
12. Lemma 5.3: Aliprantis, C.D.; Border, K.C. (2006). Infinite Dimensional Analysis, A Hitchhiker's Guide. Berlin:
Springer. ISBN 978-3-540-29587-7.
13. Rawlins G.J.E. and Wood D, "Ortho-convexity and its generalizations", in:Computational Morphology, 137-152.
Elsevier, 1988.
14. Munkres, James; Topology, Prentice Hall; 2nd edition (December 28, 1999).ISBN 0-13-181629-2.
15. van De Vel, Marcel L. J. (1993).Theory of convex structures. North-Holland Mathematical Library.Amsterdam: North-
Holland Publishing Co. pp. xvi+540.ISBN 0-444-81505-8. MR 1234493.

External links
Hazewinkel, Michiel, ed. (2001), "Convex subset", Encyclopedia
Look up convex set in
of Mathematics, Springer, ISBN 978-1-55608-010-4
Wiktionary, the free
Lectures on Convex Sets (http://www.fmf.uni-lj.si/~lavric/lauritze dictionary.
n.pdf), notes by Niels Lauritzen, at Aarhus University, March
2010.

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Categories: Convex geometry Convex analysis

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