9.6 The Hahn-Banach Theorem
Lemma 9.6.1. Let $E$ be a vector space over $\real$, $\rho: E \to \real$ be a sublinear functional, $F \subset E$ be a subspace, $\phi \in \hom(F; \real)$ with $\phi(x) \le \rho(x)$ for all $x \in F$.
Let $x_{0} \in E \setminus F$, $\lambda \in \real$, and define
then there exists $\lambda \in \real$ such that $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_{0}$.
Proof. Let $x, y \in F$, then
Let
then for any $x \in F$ and $t > 0$,
Theorem 9.6.2 (Hahn-Banach, Analytic Form [Theorem 5.6, 5.7, Fol99]). Let $E$ be a vector space over $K \in \RC$, $\rho: E \to \real$ be a sublinear functional, $F \subsetneq E$ be a subspace,
For any $\phi \in \hom(F; \real)$ with $\phi \le \rho|_{F}$, there exists $\Phi \in \hom(E; \real)$ such that $\Phi \le \rho$ and $\Phi|_{F} = \phi$.
If $\rho$ is a seminorm, then for any $\phi \in \hom(F; \complex)$ with $\abs{\phi}\le \rho|_{F}$, there exists $\Phi \in \hom(E; \complex)$ such that $\abs{\Phi}\le \rho$ and $\Phi|_{F} = \phi$.
Proof. (1): Let $x_{0} \in E \setminus F$, then by Lemma 9.6.1, there exists $\lambda \in \real$ such that if
then $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_{0}$. Thus for any $F \subsetneq E$, $\phi$ admits an extension to a subspace that strictly contains $F$.
Let
For any $\Phi, \Phi' \in \mathbf{F}$, define $\Phi \le \Phi'$ if $\Phi'$ is an extension of $\Phi$. Let $\cf \subset \mathbf{F}$ be a chain. For any $\Phi \in \cf$, let $\cd(\Phi)$ be its domain. Since $\bigcup_{\phi \in \cf}\cd(\Phi)$ is a subspace and $\cf$ is a chain, by Lemma 2.0.12, there exists $\Phi \in \hom\paren{\bigcup_{\Phi' \in \cf}\cd(\Phi'); \real}$ such that $\Phi|_{\cd(\Phi')}= \Phi'$ for all $\Phi' \in \cf$. Thus $\Phi \in \mathbf{F}$ is an upper bound of $\cf$.
By Zorn’s lemma, $\mathbf{F}$ admits a maximal element $\Phi$. If $\cd(\Phi) \subsetneq E$, then $\Phi$ is not maximal by the preceding discussion. Therefore $\cd(\Phi) = E$ and $\Phi$ is a desired extension.
(2): Given that $\rho$ is a seminorm, for any $u \in \hom(E; \real)$, $u \le \rho$ if and only if $\abs{u}\le \rho$.
Let $u = \re{\phi}$, then $u \in \hom(E; \real)$ by Proposition 8.4.1. By (1), there exists $U \in \hom(E; \real)$ such that $\abs{U}\le \rho$ and $U|_{F} = u$. For each $x \in E$, let $\Phi(x) = U(x) - iU(ix)$, then $\Phi \in \hom(E; \complex)$ and $\Phi|_{F} = \phi$ by Proposition 8.4.1. In addition, for any $x \in E$, if $\alpha = \overline{\sgn(\Phi(x))}$, then
so $\abs{\Phi}\le \rho$.$\square$
Lemma 9.6.3 (Separation of Point and Convex Set). Let $E$ be a TVS over $\real$, $A \subset E$ be a non-empty open convex set, and $x \in E \setminus A$, then there exists $\phi \in E^{*}$ and $\alpha \in \real$ such that $\dpb{x, \phi}{E}= \alpha$ and $A \subset \bracs{\phi < \alpha}$
Proof. By translation, assume without loss of generality that $0 \in A$. In which case, $A \in \cn^{o}(0)$ is convex.
Let $[\cdot]_{A}: E \to [0, \infty)$ be the gaugeg of $A$, then $[\cdot]_{A}$ is a sublinear functional on $E$. For any $y, z \in E$ and $t > 0$ with $y, z \in tA$,
Hence $[\cdot]_{A}$ is continuous on $E$.
Let $\phi_{0}: \real x \to \real$ be defined by $\lambda x \mapsto \lambda$. Since $x \not\in A$, $[x]_{A} > 1$. Hence $\phi_{0}|_{Kx}\le [\cdot]_{A}|_{Kx}$. By the Hahn-Banach Theorem, there exists $\phi \in \hom(E; \real)$ such that $\phi|_{\real x}= \phi_{0}$ and $\phi(y) \le [y]_{A}$ for all $y \in E$.
For any $y \in A \cap (-A)$,
so $\phi \in E^{*}$.
Finally, let $y \in A$, then $\dpb{y, \phi}{E}\le [y]_{A} < 1 = \dpb{x, \phi}{E}$.$\square$
Theorem 9.6.4 (Hahn-Banach, First Geometric Form [Theorem 1.6, Bre10]). Let $E$ be a TVS over $\real$, $A, B \subset E$ be non-empty convex sets, such that $A \cap B = \emptyset$ and $A$ is open, then there exists $\phi \in E^{*} \setminus \bracs{0}$ and $\alpha \in \real$ with $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$.
Proof. Let $C = A - B$, then $C \subset E$ is an open convex set by Lemma 9.1.3. Since $A \cap B = \emptyset$, $0 \not\in C$.
By Lemma 9.6.3, there exists $\phi \in E^{*}$ such that $C \subset \bracs{\phi < 0}$. In which case, for any $a \in A$ and $b \in B$, $\dpb{a - b, \phi}{E}< 0$ implies that $\dpb{a, \phi}{E}< \dpb{b, \phi}{E}$. Let $\alpha \in [\sup_{a \in A}\dpb{a, \phi}{E}, \inf_{b \in B}\dpb{b, \phi}{E}]$, then $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$.$\square$
Theorem 9.6.5 (Hahn-Banach, Second Geometric Form [Theorem 1.7, Bre10]). Let $E$ be a locally convex space over $\real$, $A, B \subset E$ be non-empty convex sets such that $A \cap B = \emptyset$, $A$ is closed, and $B$ is compact, then there exists $\phi \in E^{*} \setminus \bracs{0}$, $\alpha \in \real$, and $r > 0$ with $A \subset \bracs{\phi \le \alpha - r}$ and $B \subset \bracs{\phi \ge \alpha + r}$.
Proof. Let $C = A - B$, then $C$ is closed by Proposition 8.1.8 with $0 \not\in C$. Since $E$ is locally convex, there exists $U \in \cn^{o}(0)$ convex such that $U \cap C \ne \emptyset$.
By Theorem 9.6.4, there exists $\phi \in E^{*} \setminus \bracs{0}$ and $\alpha \in \real$ such that $U \subset \bracs{f \le \alpha}$ and $C \subset \bracs{f \ge \alpha}$. In which case, for any $u \in U$, $a \in A$, and $b \in B$,
As $\phi \ne 0$ and $U \in \cn^{o}(0)$, $r = \sup_{u \in U}\dpb{u, \phi}{E}> 0$. Thus
Proposition 9.6.6. Let $E$ be a locally convex space over $K \in \RC$, then
For any subspace $M \subset E$, $x \in M \setminus E$, and continuous seminorm $\rho: E \to [0, \infty)$, there exists $\phi \in E^{*}$ such that
$\phi \le \rho$.
$\dpb{x, \phi}{E}= \inf_{y \in M}\rho(x + y)$.
For any $x \in E$ and continuous seminorm $\rho: E \to [0, \infty)$, there exists $\phi \in E^{*}$ with $\phi \le \rho$ and $\dpb{x, \phi}{E}= \rho(x)$.
If $E$ is Hausdorff, then for any $x, y \in E$, there exists $\phi \in E^{*}$ with $\dpb{x, \phi}{E}\ne \dpb{y, \phi}{E}$.
Proof. (1): Let $\rho_{M}: E \to [0, \infty)$ be the quotient of $\rho$ by $M$, then $\rho_{M} \le \rho$ is a continuous seminorm on $E$ by Definition 9.3.1. Let $\phi_{0}: Kx \to K$ be defined by $\lambda x \mapsto \lambda \rho_{M}(x)$. By the Hahn-Banach theorem, there exists $\phi \in \hom{E; K}$ such that $\dpb{x, \phi}{E}= \rho_{M}(x)$ and $\phi \le \rho_{M} \le \rho$.
(2): By (1) applied to $M = \bracs{0}$.
(3): By (2) applied to $x - y$.$\square$