Open Convex Set in Hausdorff Locally Convex Space is Separated from Points outside Set by Continuous Linear Functional

Theorem
Let $\GF \in \set {\R, \C}$.

Let $\struct {X, \PP}$ be a Hausdorff locally convex space over $\GF$ equipped with its standard topology.

Let $X^\ast$ be the topological dual of $X$.

Let $C$ be an open convex set such that ${\mathbf 0}_X \in C$.

Let $x_0 \in X \setminus C$.

Then there exists $f \in X^\ast$ such that:


 * $\map \Re {\map f x} < \map \Re {\map f {x_0} }$

for each $x \in X$.

Case 1: $\GF = \R$
Let $\mu_C$ be the Minkowski functional of $C$.

From Minkowski Functional of Convex Absorbing Set is Sublinear Functional, $\mu_A$ is a sublinear functional.

Let $Y = \span \set {x_0}$.

Define $g : Y \to \R$ by:


 * $\map g {\lambda x_0} = \lambda \map {\mu_C} {x_0}$

for each $\lambda \in \R$.

For $\lambda \in \R_{> 0}$, we have:


 * $\lambda \map {\mu_C} {x_0} = \map {\mu_C} {\lambda x_0}$

by.

For $\lambda \in \R_{\le 0}$, we have:


 * $\lambda \map {\mu_C} {x_0} \le 0 \le \map {\mu_C} {\lambda x_0}$

So we have:


 * $\map g y \le \map {\mu_C} y$

for all $y \in Y$.

From Hahn-Banach Theorem: Real Vector Space, there exists a linear functional $f : X \to \R$ extending $g$ and satisfying:


 * $\map f x \le \map {\mu_C} x$

for each $x \in X$.

We show that $f$ is continuous.

Since $C$ is an open neighborhood of ${\mathbf 0}_X$, $-C$ is is an open neighborhood of ${\mathbf 0}_X$ by Dilation of Open Set in Topological Vector Space is Open.

Then $U = C \cap \paren {-C}$ is an open neighborhood of ${\mathbf 0}_X$.

From Characterization of Continuous Linear Functionals on Topological Vector Space, it is enough to show that $f$ is bounded on $U$.

Let $x \in U$.

Then $x \in C$.

From Minkowski Functional of Open Convex Set containing Zero Vector in Topological Vector Space recovers Set, we have:


 * $C = \set {y \in X : \map {\mu_C} x < 1}$

Hence we have that:


 * $\map f x \le \map {\mu_C} x < 1$

Since $x \in U$, we also have $x \in -C$.

So:


 * $\map f x = -\map f {-x} \ge -\map {\mu_C} x > -1$

Hence we deduce that:


 * $\cmod {\map f x} < 1$

for all $x \in U$.

So $f$ is bounded on $U$, and we deduce that $f$ is continuous by Characterization of Continuous Linear Functionals on Topological Vector Space.

Case 2: $\GF = \C$
Let $X_\R$ be the realification of $X$.

By Case 1, there exists $f \in X_\R^\ast$ such that:


 * $\map f x < \map f {x_0}$

From Continuous Real Linear Functional on Complex Topological Vector Space is Real Part of Continuous Complex Linear Functional, there exists $g \in X^\ast$ such that:


 * $\map f x = \map \Re {\map f x}$

for each $x \in X$.

Then:


 * $\map \Re {\map f x} < \map \Re {\map f {x_0} }$