TheoremBase

Operations Preserving Convexity in Rn\mathbb{R}^n: Intersections, Translates, Scalar Multiples, Sums, Affine Images and Preimages, Closure and Interior

The empty set and RnR^n are convex; intersections of nonempty families of convex sets, translates, scalar multiples, sums and differences of convex sets, images and preimages of convex sets under x -> Ax + b, and the closure and interior of a convex set are convex.

Statement

In the setting of Convex Sets in Rn\mathbb{R}^n: Standing Notation.

Trivial cases. ∅\emptyset and Rn\mathbb{R}^{n} are convex.

Intersections. For every set C\mathcal{C} of convex subsets of Rn\mathbb{R}^{n}, the intersection taken inside Rn\mathbb{R}^{n},

⋂C={x∈Rn:x∈K for every K∈C},\bigcap\mathcal{C}=\{x\in\mathbb{R}^{n}:x\in K\text{ for every }K\in\mathcal{C}\},

is convex.

Translates. For every convex C⊆RnC\subseteq\mathbb{R}^{n} and every a∈Rna\in\mathbb{R}^{n}, the set a+C={a+x:x∈C}a+C=\{a+x:x\in C\} is convex.

Scalar multiples. For every convex C⊆RnC\subseteq\mathbb{R}^{n} and every λ∈R\lambda\in\mathbb{R}, the set λC={λx:x∈C}\lambda C=\{\lambda x:x\in C\} of the scalar multiples of points of CC is convex.

Sums and differences. For all convex C,D⊆RnC,D\subseteq\mathbb{R}^{n}, the sets

C+D={x+y:x∈C, y∈D}andC−D={x−y:x∈C, y∈D}C+D=\{x+y:x\in C,\ y\in D\}\qquad\text{and}\qquad C-D=\{x-y:x\in C,\ y\in D\}

are convex.

Affine images. Let C⊆RnC\subseteq\mathbb{R}^{n} be convex, m∈Nm\in\mathbb{N}, A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}) and b∈Rmb\in\mathbb{R}^{m}. With the matrix-vector products AxAx, the set {Ax+b:x∈C}⊆Rm\{Ax+b:x\in C\}\subseteq\mathbb{R}^{m} is convex.

Affine preimages. Let m∈Nm\in\mathbb{N}, A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}), b∈Rmb\in\mathbb{R}^{m} and let E⊆RmE\subseteq\mathbb{R}^{m} be convex. With the matrix-vector products AxAx, the set {x∈Rn:Ax+b∈E}\{x\in\mathbb{R}^{n}:Ax+b\in E\} is convex.

Closure. For every convex C⊆RnC\subseteq\mathbb{R}^{n}, the closure cl⁡C\operatorname{cl}C is convex.

Interior. For every convex C⊆RnC\subseteq\mathbb{R}^{n}, the interior int⁡C\operatorname{int}C is convex.

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