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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section06_part6

theorem euclideanRelativeInterior_convexConeGenerated_eq (n : ) (C : Set (EuclideanSpace (Fin n))) (hC : Convex C) (hCne : C.Nonempty) :
have coords := (EuclideanSpace.equiv (Fin (1 + n)) ); have first := fun (v : EuclideanSpace (Fin (1 + n))) => coords v 0; have tail := fun (v : EuclideanSpace (Fin (1 + n))) => (EuclideanSpace.equiv (Fin n) ).symm fun (i : Fin n) => coords v (Fin.natAdd 1 i); have S := {v : EuclideanSpace (Fin (1 + n)) | first v = 1 tail v C}; have K := (ConvexCone.hull S); euclideanRelativeInterior (1 + n) K = {v : EuclideanSpace (Fin (1 + n)) | 0 < first v tail v first v euclideanRelativeInterior n C}

Corollary 6.8.1: Let C be a non-empty convex set in R^n, and let K be the convex cone in R^{n+1} generated by {(1, x) | x ∈ C}. Then ri K consists of the pairs (λ, x) such that λ > 0 and x ∈ λ ri C.