Support of Convex Sets

This section introduces the fundamental concept of convex sets, describes their basic properties, and presents theoretical results on the separation and support of convex sets. 

In this chapter, the basic elements of convex analysis are introduced. Section 2.1 presents the definitions and properties of convex sets, the definitions of convex combination and convex hull along with the important theorem of Caratheodory, and key results on the separation and support of convex sets. Further reading on the subject of convex sets is in the excellent books of Avriel (1976), Bazaraa et al. (1993), Mangasarian (1969), and Rockefellar (1970). 

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