We first prove the algebraic extension step needed for Hahn-Banach separation theorem. Suppose is a finite sublinear functional on a real vector space and is a linear functional on a vector subspace , with there. For , choose a real number between
This interval is nonempty: for any ,
Taking or also bounds the endpoints by finite numbers. Define . For , the upper bound for , applied to , proves . For , writing and using the lower bound at proves the same inequality. The case is the original domination. Thus a dominated linear functional extends over one further direction. Order all dominated extensions by extension of their domains. A chain has its union as an upper bound, so Zorn's lemma supplies a maximal extension. The one-direction argument shows its domain is the whole vector space. This proves the required algebraic Hahn-Banach theorem, rather than assuming the separation result.
Choose , and put . This is a radially open convex set containing zero. It is absorbing: along each line through zero, sufficiently small multiples of any vector lie in . Its Minkowski functional
is finite and nonnegative. Positive homogeneity follows by rescaling . If and , convexity gives , proving subadditivity by taking infima. Moreover,
Indeed, gives for some , hence by convexity and . Conversely, radial openness at permits for some , giving .
Since , and for every . Define a linear functional on by
It is well defined because . For , write ; then . For , domination follows from . The extension step therefore gives with , and . If , then
so . Consequently
Because , this kernel of a linear map has codimension one and is a hyperplane. This establishes the geometric Hahn-Banach theorem for radially open sets without assuming a norm or a topology on .
For the convex function, use its strict epigraph in . It is nonempty and convex, and does not contain . It is also radially open: on every affine line, a finite convex function is continuous. To justify this last fact, convexity orders secant slopes; on a smaller interval the slopes are bounded above and below by slopes to two fixed exterior endpoints, giving a local Lipschitz bound. Thus is continuous, and a strict negative value persists near .
Apply the separation theorem with the zero subspace. A nonzero separating linear functional has form . Its values on the convex epigraph cannot have both signs, since a line segment would then meet its kernel. Choose the sign so that on the epigraph. At and this gives . Letting decrease to yields . Therefore
The resulting linear functional need not be nonzero: for example, the zero functional is the only linear minorant of on .
Now suppose the norm and continuity hypotheses hold. Domination at and gives
If and in norm, apply this inequality to . Since and both bounding values tend to , we obtain . The kernel of a linear map is therefore closed.
Finally, a linear functional with closed kernel on a normed vector space is continuous. If , this is immediate. Otherwise choose with and put . Closedness gives . For , , so . The same resulting bound holds when :
This proves continuity and explains exactly how closedness of the kernel is used.