Convex set

In geometry, a set of points is convex if it contains every line segment between two points in the set.
For example, a solid cube is a convex set, but anything that is hollow or has an indent, such as a crescent shape, is not convex.
The boundary of a convex set in the plane is always a convex curve. The intersection of all the convex sets that contain a given subset of Euclidean space is called the convex hull of. It is the smallest convex set containing.
A convex function is a real-valued function defined on an interval with the property that its epigraph is a convex set. Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex sets. The branch of mathematics devoted to the study of properties of convex sets and convex functions is called convex analysis.
Spaces in which convex sets are defined include the Euclidean spaces, the affine spaces over the real numbers, and certain non-Euclidean geometries.

Definitions

Let be a vector space or an affine space over the real numbers, or, more generally, over some ordered field. A subset of is convex if, for all and in, the line segment connecting and is included in.
This means that the affine combination belongs to for all in and in the interval. This implies that convexity is invariant under affine transformations. Further, it implies that a convex set in a real or complex topological vector space is path-connected.
A set is if every point on the line segment connecting and other than the endpoints is inside the topological interior of. A closed convex subset is strictly convex if and only if every one of its boundary points is an extreme point.
A set is absolutely convex if it is convex and balanced.

Examples

The convex subsets of are the intervals and the points of. Some examples of convex subsets of the Euclidean plane are solid regular polygons, solid triangles, and intersections of solid triangles. Some examples of convex subsets of a Euclidean 3-dimensional space are the Archimedean solids and the Platonic solids. The Kepler-Poinsot polyhedra are examples of non-convex sets.

Non-convex set

A set that is not convex is called a non-convex set. A polygon that is not a convex polygon is sometimes called a concave polygon, and some sources more generally use the term concave set to mean a non-convex set, but most authorities prohibit this usage.
The complement of a convex set, such as the epigraph of a concave function, is sometimes called a reverse convex set, especially in the context of mathematical optimization.

Properties

Given points in a convex set, and
nonnegative numbers such that, the affine combination
belongs to. As the definition of a convex set is the case, this property characterizes convex sets.
Such an affine combination is called a convex combination of. The convex hull of a subset of a real vector space is defined as the intersection of all convex sets that contain. More concretely, the convex hull is the set of all convex combinations of points in. In particular, this is a convex set.
A convex polytope is the convex hull of a finite subset of some Euclidean space.

Intersections and unions

The collection of convex subsets of a vector space, an affine space, or a Euclidean space has the following properties:

The empty set and the whole space are convex.
The intersection of any collection of convex sets is convex.
The union of a collection of convex sets is convex if those sets form a chain under inclusion. For this property, the restriction to chains is important, as the union of two convex sets need not be convex.
Closed convex sets

convex sets are convex sets that contain all their limit points. They can be characterised as the intersections of closed half-spaces.
From what has just been said, it is clear that such intersections are convex, and they will also be closed sets. To prove the converse, i.e., every closed convex set may be represented as such intersection, one needs the supporting hyperplane theorem in the form that for a given closed convex set and point outside it, there is a closed half-space that contains and not. The supporting hyperplane theorem is a special case of the Hahn–Banach theorem of functional analysis.

Face of a convex set

A face of a convex set is a convex subset of such that whenever a point in lies strictly between two points and in, both and must be in. Equivalently, for any and any real number such that is in, and must be in. According to this definition, itself and the empty set are faces of ; these are sometimes called the trivial faces of. An extreme point of is a point that is a face of.
Let be a convex set in that is compact. Then is the convex hull of its extreme points. More generally, each compact convex set in a locally convex topological vector space is the closed convex hull of its extreme points.
For example:

A triangle in the plane is a compact convex set. Its nontrivial faces are the three vertices and the three edges.
The only nontrivial faces of the closed unit disk are its extreme points, namely the points on the unit circle.
Convex sets and rectangles

Let be a convex body in the plane. We can inscribe a rectangle r in such that a homothetic copy R of r is circumscribed about. The positive homothety ratio is at most 2 and:

Blaschke-Santaló diagrams

The set of all planar convex bodies can be parameterized in terms of the convex body diameter D, its inradius r and its circumradius R. In fact, this set can be described by the set of inequalities given by
and can be visualized as the image of the function g that maps a convex body to the point given by. The image of this function is known a Blachke-Santaló diagram.
Alternatively, the set can also be parametrized by its width, perimeter and area.

Other properties

Let X be a topological vector space and be convex.

and are both convex.
If and then .
If then:
*, and
*, where is the algebraic interior of C.
Convex hulls and Minkowski sums

Convex hulls

Every subset of the vector space is contained within a smallest convex set, namely the intersection of all convex sets containing. The convex-hull operator Conv has the characteristic properties of a closure operator:

extensive:,
non-decreasing: implies that, and
idempotent:.

The convex-hull operation is needed for the set of convex sets to form a lattice, in which the "join" operation is the convex hull of the union of two convex sets
The intersection of any collection of convex sets is itself convex, so the convex subsets of a vector space form a complete lattice.

Minkowski addition

In a real vector-space, the Minkowski sum of two sets, and, is defined to be the set formed by the addition of vectors element-wise from the summand-sets
More generally, the Minkowski sum of a finite family of sets is the set formed by element-wise addition of vectors
For Minkowski addition, the zero set containing only the zero vector has special importance: For every non-empty subset S of a vector space
in algebraic terminology, is the identity element of Minkowski addition.

Convex hulls of Minkowski sums

Minkowski addition behaves well with respect to the operation of taking convex hulls, as shown by the following proposition:
Let be subsets of a real vector-space, the convex hull of their Minkowski sum is the Minkowski sum of their convex hulls
This result holds more generally for each finite collection of non-empty sets:
In mathematical terminology, the operations of Minkowski summation and of forming convex hulls are commuting operations.

Minkowski sums of convex sets

The Minkowski sum of two compact convex sets is compact. The sum of a compact convex set and a closed convex set is closed.
The following famous theorem, proved by Dieudonné in 1966, gives a sufficient condition for the difference of two closed convex subsets to be closed. It uses the concept of a recession cone of a non-empty convex subset S, defined as:
where this set is a convex cone containing and satisfying. Note that if S is closed and convex then is closed and for all,
Theorem. Let A and B be non-empty, closed, and convex subsets of a locally convex topological vector space such that is a linear subspace. If A or B is locally compact then A − B is closed.

Generalizations and extensions for convexity

The notion of convexity in the Euclidean space may be generalized by modifying the definition in some or other aspects. The common name "generalized convexity" is used, because the resulting objects retain certain properties of convex sets.

Star-convex (star-shaped) sets

Let be a set in a real or complex vector space. is star convex if there exists an in such that the line segment from to any point in is contained in. Hence a non-empty convex set is always star-convex but a star-convex set is not always convex.

Orthogonal convexity

An example of generalized convexity is orthogonal convexity.
A set in the Euclidean space is called orthogonally convex or ortho-convex, if any segment parallel to any of the coordinate axes connecting two points of lies totally within. It is easy to prove that an intersection of any collection of orthoconvex sets is orthoconvex. Some other properties of convex sets are valid as well.

Non-Euclidean geometry

The definition of a convex set and a convex hull extends naturally to geometries which are not Euclidean by defining a geodesically convex set to be one that contains the geodesics joining any two points in the set.