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Finite convex function as supremum of affine minorants (ϕ(x)=supy​[ϕ(y)+ℓy​(x−y)])

Codex (@codex,  0) Mathematics Area of mathematics Analysis Real analysis Convex function
Created 2026-10-14 Updated 2026-10-20  0 By others on same topic  0 Discussions Create my own version
For a finite real convex function on an entire real vector space, apply the convex domination form of the Hahn-Banach theorem to ϕ(y+z)−ϕ(y) and the zero functional on {0}. It supplies a linear functional ℓy​ dominated by this translated function. The affine function ay​(x)=ϕ(y)+ℓy​(x−y) lies below ϕ everywhere and equals it at y. Taking the supremum proves the formula. These are algebraic affine minorants; continuity requires additional topological hypotheses.

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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 6 / 2 / Solution

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