Convexity in a Finite-Dimensional Vector Space
Section 2.1 presents basic facts on convex sets — such as convex hulls and extreme points, intersection and separation properties — and on convex functions. It ends with some convexity properties of hyperbolic polynomials which will be important in Section 2.3. The Legendre transformation is extended to several variables in Section 2.2, where we also give some applications to game theory and linear programming. The role of the Legendre transformation in Fourier analysis is discussed in Section 2.6. The main topic in Section 2.3 is inequalities between mixed volumes, in particular the Brunn-Minkowski and Fenchel-Alexandrov inequalities. A related result of H. Weyl on the volume of tube domains in a Euclidean space is also given. Section 2.4 is a brief discussion of the smoothness properties of projections of convex sets, and in Section 2.5 we study convexity in a projective rather than an affine space.
KeywordsConvex Function Extreme Point Convex Subset Interior Point Supporting Function
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