Let $S_1$ and $S_2$ be convex sets. Show that the intersection $S_1 \cap S_2$ is a convex set

linear algebra

Found this exercise in "Introduction to Linear Algebra" by Serge Lang. It says:

"Let $S_1$ and $S_2$ be convex sets. Show that the intersection $S_1 \cap S_2$ is a convex set"

My process is as follows:

Let $A = (a_1, a_2), B = (b_1, b_2) \in S_1 \cap S_2$ which means that

  • $A, B \in S_1$
  • $A, B \in S_2$

The line between them is

$$\begin{aligned}
(1-t)A + tB &= (1-t)(a_1, a_2) + t(b_1, b_2) \\
&= ((1-t)a_1 + tb_1, (1-t)a_2 + tb_2)
\end{aligned}$$

I know that I should manipulate this expression to get one that is clearly both in $S_1$ and in $S_2$ and thus in $S_1 \cap S_2$ but I don't know what else I could do with it

Best Answer

Since $A,B \in S_1$, then $(1-t)A + tB \in S_1$

Since $A,B \in S_2$, then $(1-t)A + tB \in S_2$

Hence $(1-t)A + tB$, which is the convex combiantion, belongs to the intersection.