TheoremBase

Strong Separation of a Closed Convex Set and a Disjoint Compact Convex Set in Rn\mathbb{R}^n

A nonempty closed convex subset and a disjoint nonempty compact convex subset of RnR^n are strongly separated by a hyperplane.

Statement

In the setting of Separation in Rn\mathbb{R}^n: Standing Notation, let C⊆RnC\subseteq\mathbb{R}^{n} be nonempty, closed and convex, let K⊆RnK\subseteq\mathbb{R}^{n} be nonempty, compact and convex, and let C∩K=∅C\cap K=\emptyset.

Strong separation. There are a∈Rna\in\mathbb{R}^{n} with a≠0a\neq0, α∈R\alpha\in\mathbb{R} and a real number ε>0\varepsilon>0 such that

a⋅x≤α−εfor every x∈Canda⋅y≥α+εfor every y∈K,a\cdot x\le\alpha-\varepsilon\quad\text{for every }x\in C\qquad\text{and}\qquad a\cdot y\ge\alpha+\varepsilon\quad\text{for every }y\in K,

so that the hyperplane H(a,α)H(a,\alpha) strongly separates CC and KK.

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