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The Separating Hyperplane Theorem in Rn\mathbb{R}^n

Two nonempty disjoint convex subsets of RnR^n are separated by a hyperplane: some nonzero a and real α satisfy a·x ≤ α ≤ a·y for x in the first set and y in the second.

Statement

In the setting of Separation in Rn\mathbb{R}^n: Standing Notation, let C,D⊆RnC,D\subseteq\mathbb{R}^{n} be nonempty, convex and disjoint.

Separation. There are a∈Rna\in\mathbb{R}^{n} with a≠0a\neq0 and α∈R\alpha\in\mathbb{R} such that

a⋅x≤α≤a⋅yfor all x∈C and y∈D,a\cdot x\le\alpha\le a\cdot y\qquad\text{for all }x\in C\text{ and }y\in D,

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

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