Definition 9.1.9 (Gauge/Minkowski Functional). Let $E$ be a vector space over $K \in \RC$ and $A \subset E$ be a radial set, then the mapping

\[[\cdot]_{A}: E \to [0, \infty) \quad x \mapsto \inf\bracsn{\lambda > 0| \lambda^{-1}x \in A}\]

is the gauge/Minkowski functional of $A$, and

  1. For any $x \in E$ and $\lambda \ge 0$, $[\lambda x]_{A} = \lambda [x]_{A}$.

  2. If $A$ is convex, then for any $x, y \in E$, $[x + y]_{A} \le [x]_{A} + [y]_{A}$.

  3. If $A$ is circled, then for any $x \in E$ and $\lambda \in K$, $[\lambda x]_{A} = \abs{\lambda}[x]_{A}$.

In particular,

  1. If $A$ is convex, then $[\cdot]_{A}$ is a sublinear functional.

  2. If $A$ is convex and circled, then $[\cdot]_{A}$ is a seminorm.

Proof. (2): Let $\lambda, \mu > 0$ such that $\lambda^{-1}x, \mu^{-1}y \in A$. By convexity, $t\lambda^{-1}+ (1 - t)\mu^{-1}y \in A$ for all $t \in [0, 1]$. Let $t \in [0, 1]$ such that

\[(\lambda + \mu)^{-1}(x + y) = t\lambda^{-1}x + (1 - t)\mu^{-1}y\]

then $(\lambda + \mu)^{-1}\in A$, and $\lambda + \mu \ge [x + y]_{A}$. Thus $[x + y]_{A} \le [x]_{A} + [y]_{A}$.$\square$