Bourbaki

Exercise 19, § 5

Topological Vector Spaces, II, p. 79

Let C, C′C' be two closed convex sets in a Hausdorff topological vector space E that are strictly separated by a closed hyperplane H. Let H′H' be a closed hyperplane of support to both C and C′C' such that C and C′C' lie on the same side of H′H'. Show that H′H' is the only hyperplane with these properties which contains H∩H′H \cap H' and that H∩H′H \cap H' is a support hyperplane of the trace P on H of the convex envelope of C∪C′C \cup C'. Conversely, if C and C′C' are compact, then for every support hyperplane D of P in H, there exists a hyperplane H′H' that supports both C and C′C', which contains D and such that C and C′C' lie on the same side of H′H'.

Solution

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Transcribed from the printed volume. Not translated.