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- Now let $mathbb{P}:={W:U^{-}subseteq Wmbox{ convex proper subset open in }A}$.
- We claim that the p.o. $(mathbb{P},subseteq)$ has the Zorn property.
- Clearly the union of any chain of convex subsets open in $A$,
- is again a convex subset open in $A$. Suppose it{per contra} that
- a union of a chain $mathcal{C}subseteqmathbb{P}$ is equal to $A$.
- Then since $A$ is compact, there must be a finite sub(chain) $mathcal{C}'subseteqmathcal{C}$
- for which $operatorname{max}(mathcal{C}')=bigcupmathcal{C}'=A$, which contracts
- the properties of members of $mathbb{P}$. Thus $mathbb{P}$ is non-empty
- and has the Zorn property. So fix $U^{+}$ open such that $U^{+}cap Ainmathbb{P}$ maximal.
- textbf{Sub-claim 1:}
- $U^{+}cap Asubsetoperatorname{cl}_{A}U^{+}$ strictly.\
- textbf{Proof (sub-claim 1):}
- Let $xin U^{+}cap A$ and $yin Asetminus U^{+}$.
- Consider the map (here we need the underlying field to contain the reals topologically)\
- begin{math}begin{array}[t]{lrclll}
- &f &: &mathbb{F} &to &V\
- &&: &s &mapsto &s~x+(1-s)~y\
- end{array}end{math}\
- which is continuous and affine.
- Thus the set $S:={sin[0,1]:smapsto s~x+(1-s)~yin U^{+}cap A}
- =[0,1]cap f^{-1}U^{+}cap f^{-1}A)$
- is a convex. The set $f^{-1}A$ is closed convex and contains $0,1$,
- thus contains $[0,1]$. So $S=[0,1]cap f^{-1}U^{+}$ which is convex open
- in $[0,1]$. Since $0notin S$ and $1in S$, then $S=(a,1]$ some $ain[0,1)$.
- Clearly $f(a)=lim_{ssearrow a}f(s)$ which is a limit of vectors from $U^{+}cap A$,
- and thus lies in $operatorname{cl}U^{+}$. It also clearly lies in $A$,
- since $f^{-1}Asupseteq[0,1]$. We also have $f(a)notin U^{+}$.
- Thus $operatorname{cl}_{A}U^{+}setminus U^{+}
- =Acapoperatorname{cl}U^{+}setminus U^{+}
- supseteq{f(a)}$.
- Thus the containment is strict.
- QED (sub-claim 1)
- textbf{Sub-claim 2:}
- If $Wsubseteq A$ is convex, then $U^{+}cup W$ is convex.\
- textbf{Proof (sub-claim 2):}
- Fix $xin U^{+}cap A,tin(0,1)$. Consider the map\
- begin{math}begin{array}[t]{lrclll}
- &T &: &V &to &V\
- &&: &y &mapsto &t~x+(1-t)~y\
- end{array}end{math}\
- This is continuous and affine. By the proposition below,
- we also see that $T(operatorname{cl}(U^{+}))subseteq U^{+}$.
- So $Acap T^{-1}U^{+}$ is convex, open in $A$, and contains $Acapoperatorname{cl}(U^{+})$
- which strictly contains $U^{+}cap A$ by Claim 1. Thus by maximality of $U^{+}$ in $mathbb{P}$,
- $Acap T^{-1}U^{+}overset{mbox{tiny must}}{=}A$. In particular, $T^{-1}U^{+}supseteq A$,
- and so $TWsubseteq TAsubseteq U^{+}$. Utilising such maps as $T$,
- we see that a convex-linear combination of any pair of
- elements from $U^{+}cup W$ is contained in $U^{+}cup W$.
- QED (sub-claim 2)
- textbf{Sub-claim 3:}
- $Asetminus U^{+}$ is a singleton.\
- textbf{Proof (sub-claim 3):}
- Else, let $x_{1},x_{2}in Asetminus U^{+}$ distinct.
- Let $W$ be a convex open set separating $x_{1}$ from $x_{2}$.
- Then by Claim 3, $U^{+}cap Acup Wcap A$ is convex open in $A$.
- Since $x_{1}in Wsetminus U^{+}$, this convex set is strictly large than
- $U^{+}cap A$. By maximality of $U^{+}$ in $mathbb{P}$,
- we have that $U^{+}cap Acup Wcap A=Ani x_{2}$. But this contradicts
- the fact that $x_{2}notin U^{+}cup W$.
- QED (sub-claim 3)
- At last, we claim that the point $ein Asetminus U^{+}$ is extreme in A.
- Consider $x,yin A$
- and $tin(0,1)$ for which $tx+(1-t)y=e$. Case by case, we see
- that if $x,yin U^{+}$ then $e=tx+tyin U^{+}$.
- If $xin Asetminus U^{+}$, $y=frac{e-tx}{1-t}=frac{e-te}{1-t}=e=x$.
- If $yin Asetminus U^{+}$, then $x=e=y$ similarly.
- Thus $e$ is extreme.
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