Let us define half-space as $$ C = \{x\mid a^Tx\leq b\} $$ Intuitively (or geometrically), I understand why halfspace is not affine. But while I prove that half-space is convex, it seems to hold for affine case.
Let us choose any $x_1,x_2\in C$ and $x=\theta x_1 + (1-\theta)x_2$, then $$ a^Tx = a^T(\theta x_1+(1-\theta)x_2) \leq \theta b + (1-\theta)b = b $$
As far as I know, if this inequality holds for $\theta\in\mathbb R$, $C$ is affine and if for $\theta\in[0,1]$, $C$ is convex. But in the proof, both cases seem hold. Where am I wrong?