Bourbaki

Exercise 3, § 3

Topological Vector Spaces, II, p. 72

Let E be a vector space over R\mathbf{R} and let p be a sublinear function on E (II, p. 20). Let A be a convex set such that inf⁡y∈Ap(y)>−∞\inf_{y \in A} p(y) > -\infty. a) Show that the function

q(x)=inf⁡z∈A,t≥0(p(x+tz)−tinf⁡y∈Ap(y)) q(x) = \inf_{z \in A, t \geq 0} (p(x + tz) - t \inf_{y \in A} p(y))
is a sublinear function on E such that −p(−x)≤q(x)≤p(x)-p(-x) \leq q(x) \leq p(x). b) Show that there exists a linear form h on E such that h(x)≤p(x)h(x) \leq p(x) in E and that inf⁡y∈Ap(y)=inf⁡y∈Ah(y)\inf_{y \in A} p(y) = \inf_{y \in A} h(y) (take h such that h(x)≤q(x)h(x) \leq q(x)).

Solution

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