A functional is sublinear when
Any extension to must have the form
Choose satisfying
This interval is nonempty: for ,
which rearranges to the required lower bound being at most the upper bound. For , positive homogeneity reduces
to the upper inequality after replacing by ; for it reduces to the lower inequality. The case is the hypothesis on . Thus this choice gives the required dominated linear extension.
The dominated form of the Hahn-Banach theorem states that a linear functional on a subspace, bounded above by a sublinear functional, extends linearly to the whole real vector space while retaining that bound.
Let . Its coordinate maps
are continuous because every linear map on a finite-dimensional normed space is continuous. Hahn--Banach extends each to
without increasing its norm, and then
For an arbitrary finite-dimensional subspace , choose a basis and these extended coordinate functionals. Then
is closed. Every has the decomposition
Applying every shows , so

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