Krein-Milman theorem
Theorem.
Let be a locally convex topological vector space, and let be a compact convex subset (http://planetmath.org/ConvexSet). Then is the closed convex hull of its extreme points
.
The closed convex hull above is defined as the intersection of all closed convex subsets of that contain . This turns out to be the same as the closure of the convex hull in a topological vector space.
References
- 1 H. L. Royden. . Prentice-Hall, Englewood Cliffs, New Jersey, 1988