Supporting hyperplane

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A convex set S (in pink), a supporting hyperplane of S (the dashed line), and the half-space delimited by the hyperplane which contains S (in light blue).

In geometry, a supporting hyperplane of a set S in Euclidean space \mathbb R^n is a hyperplane that has both of the following two properties:

  • S is entirely contained in one of the two closed half-spaces bounded by the hyperplane
  • S has at least one boundary-point on the hyperplane.

Here, a closed half-space is the half-space that includes the points within the hyperplane.

Supporting hyperplane theorem[edit]

A convex set can have more than one supporting hyperplane at a given point on its boundary.

This theorem states that if S is a convex set in the topological vector space X=\mathbb{R}^n, and x_0 is a point on the boundary of S, then there exists a supporting hyperplane containing x_0. If x^* \in X^* \backslash \{0\} (X^* is the dual space of X, x^* is a nonzero linear functional) such that x^*\left(x_0\right) \geq x^*(x) for all x \in S, then

H = \{x \in X: x^*(x) = x^*\left(x_0\right)\}

defines a supporting hyperplane.[1]

Conversely, if S is a closed set with nonempty interior such that every point on the boundary has a supporting hyperplane, then S is a convex set.[1]

The hyperplane in the theorem may not be unique, as noticed in the second picture on the right. If the closed set S is not convex, the statement of the theorem is not true at all points on the boundary of S, as illustrated in the third picture on the right.

The supporting hyperplanes of convex sets are also called tac-planes or tac-hyperplanes.[2]

A related result is the separating hyperplane theorem, that every two disjoint convex sets can be separated by a hyperplane.

See also[edit]

A supporting hyperplane containing a given point on the boundary of S may not exist if S is not convex.

References[edit]

  1. ^ a b Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. pp. 50–51. ISBN 978-0-521-83378-3. Retrieved October 15, 2011. 
  2. ^ Cassels, John W. S. (1997), An Introduction to the Geometry of Numbers, Springer Classics in Mathematics (reprint of 1959[3] and 1971 Springer-Verlag ed.), Springer-Verlag.
  • Ostaszewski, Adam (1990). Advanced mathematical methods. Cambridge; New York: Cambridge University Press. p. 129. ISBN 0-521-28964-5. 
  • Giaquinta, Mariano; Hildebrandt, Stefan (1996). Calculus of variations. Berlin; New York: Springer. p. 57. ISBN 3-540-50625-X. 
  • Goh, C. J.; Yang, X.Q. (2002). Duality in optimization and variational inequalities. London; New York: Taylor & Francis. p. 13. ISBN 0-415-27479-6.