For i∈[n] let e(i)∈Rn be the point whose ith coordinate is 1 and whose jth coordinate is 0 for every j∈[n] with j=i. Let x0∈Rn, let r∈R with 0<r, and suppose that
x0∈C,x0+re(i)∈C,x0−re(i)∈Cfor every i∈[n].
Let M∈R satisfy
u(x0)≤M,u(x0+re(i))≤M,u(x0−re(i))≤Mfor every i∈[n].
Then every x∈Rn with
i=1∑nxi−(x0)i≤r,
the sum being the finite sum of R, lies in C and satisfies u(x)≤M.
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