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Strict Separation of a Closed Convex Set from a Compact Convex Set in a Separable Real Normed Space

The second geometric form of the Hahn–Banach theorem: in a separable real normed space, a closed convex set and a disjoint compact convex set, both nonempty, are strictly separated by a closed hyperplane; consequently a closed convex set is the set of points satisfying every linear inequality F ≤ α that holds on it.

Statement

In the setting of Separable Real Normed Spaces and Hahn–Banach: Notation, let XX be a separable real normed space with dual space X∗X^{*}.

Strict separation. Let A,B⊆XA,B\subseteq X be nonempty, disjoint and convex, with AA closed and BB compact. Then there are F∈X∗F\in X^{*} and real numbers α\alpha and ε>0\varepsilon>0 with

F(a)≤α−εfor every a∈A,F(b)≥α+εfor every b∈B.F(a)\le\alpha-\varepsilon\quad\text{for every }a\in A,\qquad F(b)\ge\alpha+\varepsilon\quad\text{for every }b\in B.

Half-spaces. Let A⊆XA\subseteq X be closed and convex. Then

A={x∈X:F(x)≤α for every F∈X∗ and every α∈R with F(a)≤α for all a∈A}.A=\{x\in X:F(x)\le\alpha\text{ for every }F\in X^{*}\text{ and every }\alpha\in\mathbb{R}\text{ with }F(a)\le\alpha\text{ for all }a\in A\}.

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