Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-6/2/solution

An extreme point of a convex set is one for which , and imply . It is enough to test midpoint decompositions: a nontrivial interior point of a segment is itself the midpoint of a shorter nontrivial segment contained in that segment.
We prove the Krein-Milman theorem. Assume first that is nonempty. A face of a convex set means a convex subset with the property that whenever an interior point of a segment in belongs to , both endpoints belong to . The family of nonempty compact faces of , including itself, has a minimal member by the Zorn lemma: every inclusion-decreasing chain has a nonempty intersection by compactness and the finite intersection property, and that intersection is again a compact face.
Let be such a minimal face. If it contains two distinct points, the continuous dual of a Hausdorff locally convex space separates them, by the permitted Hahn-Banach theorem. Choose a continuous real linear functional that is not constant on . It attains a maximum on the compact set , and
is a nonempty proper compact face of , and hence a face of . Indeed, equality at the maximum in a convex combination forces both endpoint values to be maximal. This contradicts minimality. Thus is a singleton, and its point is extreme in . The same argument applied within any nonempty compact face proves that every such face contains an extreme point of .
Let . It is contained in , since the latter is closed and convex, and extreme points exist when is nonempty. If , the permitted separation theorem provides a continuous real linear functional with . Let be its maximizer face on . This nonempty compact face contains an extreme point of , but
contradicting . Therefore
For empty , the equality holds with the usual empty convex-hull convention. This proves both the extreme-point existence step and the closed-convex-hull step; no compactness of the set of extreme points itself is assumed.
The real absolutely summable sequence space is with norm . The real l-infinity sequence space is with norm . Their completeness is allowed as given; their extreme points still require proof.
For , an interior point of the unit ball is not extreme because small opposite perturbations in one coordinate stay in the ball. At a boundary point with two nonzero coordinates , choose and put
The two distinct vectors both have norm one and average to , so is not extreme. A remaining boundary point must be . If with , the th coordinate forces , exhausting both norm budgets and forcing all other coordinates to zero. The negative case is identical. Thus
For , if in even one coordinate, small opposite changes to that coordinate give a nontrivial midpoint decomposition within the ball. If every , a midpoint decomposition forces both summands to have that same value in every coordinate, so they equal . Hence
These are precisely the extreme points of real sequence-space unit balls for the two spaces under consideration.

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