Properties of the Minkowski Gauge of a Convex Set
For absorbing convex Ω, pΩ is sublinear and its level sets describe core(Ω) and lin(Ω).
Let be a real vector space and let be absorbing and convex. Then the Minkowski gauge is finite-valued and sublinear. Moreover,
- the strict sublevel set is the algebraic interior:
- the non-strict sublevel set is the linear closure:
Application
These level-set formulas connect the geometry of with a canonical sublinear functional and lead to separation via the core.