A note on faces of convex sets

Abstract

The faces of a convex set owe their relevance to an interplay between convexity and topology that is systematically studied in the work of Rockafellar. Infinite-dimensional convex sets are excluded from this theory as their relative interiors may be empty. Shirokov and the present author answered this issue by proving that every point in a convex set lies in the relative algebraic interior of the face it generates. This theorem is proved here in a simpler way, connecting ideas scattered throughout the literature. This article summarizes and develops methods for faces and their relative algebraic interiors and applies them to spaces of probability measures.

18 pages, 1 figure, version 2: improved connection to the literature, version 3: minor changes, comments welcomed