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Gruber P. Convex and Discrete Geometry

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extreme, not exposed<br />

5 The Boundary of a <strong>Convex</strong> Body 75<br />

Fig. 5.3. Stadium with extreme <strong>and</strong> exposed points<br />

extreme <strong>and</strong> exposed<br />

In the sequel we prove a finite-dimensional version of the Krein–Milman theorem<br />

due to Minkowski <strong>and</strong> give a simple application dealing with maxima of convex<br />

functions.<br />

For more results on extreme points <strong>and</strong> extreme sets, see Rockafellar [843],<br />

Stoer <strong>and</strong> Witzgall [970] <strong>and</strong> Hiriart-Urruty <strong>and</strong> Lemaréchal [505] in the finitedimensional<br />

case <strong>and</strong> Holmes [520] in the context of functional analysis.<br />

Extreme Points<br />

A point of a convex body C is extreme if it is not a relative interior point of a line<br />

segment in C (see Fig. 5.3). Let ext C denote the set of all extreme points of C.<br />

Examples of extreme points are the vertices of a convex polytope <strong>and</strong> the boundary<br />

points of a solid Euclidean ball.<br />

A Finite-Dimensional Krein–Milman Type Theorem<br />

Minkowski [744], Sect. 12, proved the following finite-dimensional forerunner of the<br />

Krein–Milman theorem.<br />

Theorem 5.5. Let C ∈ C. Then ext C is the smallest subset of C (with respect to<br />

inclusion) with convex hull C.<br />

The infinite-dimensional theorem of Krein–Milman is slightly weaker: conv ext C<br />

may be a proper subset of C, but cl conv ext C always equals C. See, e.g. [861].<br />

Proof. In a first step we will show, by induction on n = dim D, that<br />

(1) D = conv ext D for each convex body D.<br />

For n = 0, 1, this is trivial. Assume now that n > 1 <strong>and</strong> that (1) holds for convex<br />

bodies of dimensions 0, 1,...,n − 1. Let D be a convex body of dimension n. Since<br />

the definition of extreme points <strong>and</strong> the convex hull operation are independent of the<br />

dimension of the ambient space, we may assume that D is a proper convex body in<br />

E n . We have to show that, if x ∈ D, then x ∈ conv ext D. Ifx ∈ bd D, then x ∈<br />

D∩H, where H is a support hyperplane of D at x, see Theorem 4.1. Clearly, D∩H is<br />

a convex body of dimension less than n. Thus x ∈ conv ext(D ∩ H) by the induction<br />

hypothesis. Since H is a support hyperplane of D, wehaveext(D ∩ H) ⊆ ext D.

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