Theorem: Let
be a convex set.
(i)
if
.
(ii)
if and only if
is an interior point of
.
We need the following definition:
. This
is often known as a Gauge or Minkowski functional.
Proof:
(i) If
, then
, so
. This is the easy part. The converse holds here, if
, then
.
(ii) We first prove the “only if” part. Assume
. Suppose
is not an interior point of
, i.e. there exists
such that for all
,
for some
.
We then have
. Combining with the subadditive property of the gauge, we have
. Rearranging, we get
. By considering the various possibilities of the sign of
, and using the positive homogeneity of the gauge, we can obtain a contradiction. For example, if
,
. Since
as
, this implies
, a contradiction.
Conversely, if
is an interior point of
, for all
there exists
such that
for all
.
We have
for all
, for all
. Since it is a “for all” quantifier, we can choose in particular
,
.
Then we have
, which leads to
and
.