theorem
isClosed_convex_eq_iInter_halfSpaces
(n : ℕ)
(C : Set (Fin n → ℝ))
(hCconv : Convex ℝ C)
(hCclosed : IsClosed C)
:
Theorem 11.5: A closed convex set C is the intersection of the closed half-spaces which
contain it.
In mathlib, a convenient way to express the closed half-spaces containing C is to quantify over
continuous linear functionals l : StrongDual ℝ (Fin n → ℝ) and consider the half-space
{x | ∃ y ∈ C, l x ≤ l y}.