Minkowski Functional of Open Convex Set in Normed Vector Space is Well-Defined
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Theorem
Let $\Bbb F \in \set {\R, \C}$.
Let $\struct {X, \norm \cdot}$ be a normed vector space over $\Bbb F$.
Let $C$ be an open convex subset of $X$ with $0 \in C$.
Then, for each $x \in X$:
- $\set {t > 0 : t^{-1} x \in C} \ne \O$
and so the Minkowski functional of $C$ is well-defined.
Proof
If $x = 0$, then:
- $t^{-1} x \in C$
for all $t > 0$, so:
- $\set {t > 0 : t^{-1} x \in C} = \openint 0 \infty$
Now take $x \ne 0$.
Since $C$ is open, there exists $\delta > 0$ such that for all $x \in X$ with:
- $\norm x < \delta$
we have $x \in C$.
Note that we have, from positive homogeneity:
- $\ds \norm {\frac \delta {2 \norm x} x} = \frac \delta 2$
so:
- $\dfrac \delta {2 \norm x} x \in C$
We therefore have:
- $\dfrac {2 \norm x} \delta \in \set {t > 0 : t^{-1} x \in C}$
so in particular:
- $\set {t > 0 : t^{-1} x \in C} \ne \O$
We also have that:
- $t \ge 0$ for all $t \in \set {t > 0 : t^{-1} x \in C}$
So, from the Continuum Property:
- $\set {t > 0 : t^{-1} x \in C}$ has an infimum.
So:
- $\ds \inf \set {t > 0 : t^{-1} x \in C}$ is well-defined.
Since $x \in X$ was arbitrary, we have:
- the Minkowski functional of $C$ is well-defined
$\blacksquare$