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Let $C \subset \mathbb{R}^{m}$ be a convex set. Prove that $\bar{C}$ is also convex

My attempt

Let $x,y \in \bar{C}$, this implies two things:

$x=\lim_{n\rightarrow ∞} x_{n}$ where $(x_{n})_{n \in \mathbb{N}}$ in $C$ and thus $x_{n} \in \bar{C}$

$y=\lim_{n\rightarrow ∞} x_{n}$ where $(y_{n})_{n \in \mathbb{N}}$ in $C$ and thus $y_{n} \in \bar{C}$

We have to prove that for all $t \in [0,1]$, $tx_{n}+(1-t)y_{n} \in C$, and this is $\lim_{n\rightarrow ∞} z_{n}=z$ where $z_{n}=tx_{n}+(1-t)y_{n}$ and $z=tx+(1-t)y$

Let's take $\lim_{n\rightarrow ∞} x_{n}=x$ and $\epsilon=\frac{\epsilon}{2t}$, then we have (by definition of limit), $\exists N_{1}\in \mathbb{N}$ such that $||x_{n}-x||<\frac{\epsilon}{2t}$ for every $n \geq N_{1}$

Then, let's take $\lim_{n\rightarrow ∞} y_{n}=y$ and $\epsilon=\frac{\epsilon}{2(1-t)}$, then we have (by definition of limit), $\exists N_{2}\in \mathbb{N}$ such that $||y_{n}-y||<\frac{\epsilon}{2(1-t)}$ for every $n \geq N_{2}$

Taking $N=max(N_{1},N_{2})$ we have:

$||tx_{n}+(1-t)y_{n}-(tx+(1-t)y)|| \leq ||t(x_{n}-x)+(1-t)(y_{n}-y)|| \leq t||x_{n}-x||+(1-t)||y_{n}-y|| < t\frac{\epsilon}{2t} + (1-t)\frac{\epsilon}{2(1-t)}=\epsilon $. And that is what we wanted.

P.S. I don't know if the epsilon thing is totally right because $t$ may be $0$ o $1$ and in that case epsilon doesn't exit.

1 Answers1

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You don't really need an epsilon. And if you do, you are proving that the sum of the limits is the limit of the sum, but not using that you have a convex combination.

Concretely, if $\|x_n-x\|<\varepsilon$ and $\|y_n-y\|<\varepsilon$, then \begin{align} \|(tx_n+(1-t)y_n-(tx+(1-t)y)\|&=\|t(x+n-x)+(1-t)(y_n-y)\|\\ \ \\ &\leq\|t(x_n-x)\|+\|(1-t)(y_n-y)\|\\ \ \\ &=t\|x_n-x\|+(1-t)\|y_n-y\|\\ \ \\ &<t\varepsilon+(1-t)\varepsilon=\varepsilon. \end{align} In this proof, I wouldn't even write the $\varepsilon$: $$ \|(tx_n+(1-t)y_n-(tx+(1-t)y)\|\leq t\|x_n-x\|+(1-t)\|y_n-y\|\to0, $$ since $\|x_n-x\|\to0$ and $\|y_n-y\|\to0$.

Martin Argerami
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