A set \(C\) is called a convex set if it contains all the [Convex Combination] of the points in that set. Given a set \(C\), we can make it convex by taking the [Convex Hull] of the set.

Examples of Convex Sets:

  1. Empty set \(\{\emptyset \}\)
  2. Singleton (A set containing a single point)
  3. The whole \(R^n\) space.
  4. [Hyperplane]
  5. [Halfspace]
  6. [Ellipsoid]

Operations that preserve convexity:

  1. Intersection: If two sets \(S_1\) and \(S_2\) are convex, then \(S_1 \cap S_2\) is convex.

    Proof:

    Let \(x_1, x_2 \in S_1 \cap S_2\). This means that \(x_1\) and \(x_2 \in S_1\) and \(x_1\) and \(x_2 \in S_2\). Therefore \(\theta x_1 + (1-\theta) x_2 \in S_1\) since \(S_1\) is convex. Similarly \(\theta x_1 + (1-\theta) x_2 \in S_2\) since \(S_2\) is convex. Therefore we can conclude that \(\theta x_1 + (1-\theta) x_2 \in S_1\cap S_2\). Therefore we can say \(S_1 \cap S_2\) is convex.

    Vector subspaces, [Affine Set]s and [Convex Cone]s are also closed under arbitrary number of intersections. An exaple of this is a [Polyhedron] .

  2. [Affine functions] : If \(S \subseteq R^n\) is a convex set and \(f:R^n \rightarrow R^m\) is an affine function then the image of \(S\) under \(f\) is \(f(S) = \{ f(x) \mid x \in S \}\). Similarly the inverse image of \(S\) under \(f\) such that \(f^{-1}(S) = \{ x \mid f(x) \in S\}\) is also convex.

  3. Linear fractional and Perspective transform