Krein–Milman theorem

E506849

The Krein–Milman theorem is a fundamental result in functional analysis and convex geometry stating that a compact convex set in a locally convex topological vector space is the closed convex hull of its extreme points.

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Krein–Milman theorem canonical 2

Statements (41)

Predicate Object
instanceOf theorem
appliesTo compact convex sets
locally convex topological vector spaces
assumption The ambient space is a locally convex topological vector space.
The set is compact.
The set is convex.
category theorem about convex sets
theorem about topological vector spaces
conclusion A compact convex set equals the closed convex hull of its extreme points.
coreIdea Compact convex sets are generated by their extreme points via closed convex hull.
doesNotRequire finite dimensionality of the space
field convex geometry
functional analysis
generalizes finite-dimensional results about polytopes and extreme points
hasConsequence existence of extreme points in many optimization problems
structure theory of compact convex sets in locally convex spaces
holdsIn Hausdorff locally convex topological vector spaces
implies Every nonempty compact convex set in a locally convex space has at least one extreme point.
involvesConcept closed convex hull
compactness
convex hull
extreme point
local convexity
topological vector space
isFundamentalResultIn convex analysis
topological vector space theory
namedAfter David Milman NERFINISHED
Mark Krein NERFINISHED
originalAuthors David Milman NERFINISHED
Mark Krein NERFINISHED
relatedTo Bauer maximum principle NERFINISHED
Choquet theory NERFINISHED
Choquet–Bishop–de Leeuw theorem NERFINISHED
Minkowski theorem NERFINISHED
requires Hahn–Banach separation theorems in its proof
statement Every compact convex subset of a locally convex topological vector space is the closed convex hull of its extreme points.
usedIn duality theory in functional analysis
probability measures on compact convex sets
representation of points in convex sets by extreme points
study of state spaces in C*-algebras
yearProved 1940

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Banach–Alaoglu theorem relatedTo Krein–Milman theorem