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In Section 2.5.2 of Boyd & Vandenberghe's Convex Optimization, the authors claim that

a convex set in $\mathbb{R}^n$ with empty interior must lie in an affine set of dimension less than $n$.

Can someone provide some intuitive explanations of what this means?

Steve
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1 Answers1

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A convex set contains the line segment between any two points therein. If it is not contained in an affine subspace, it contains an $n$-simplex.

Igor Rivin
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