Let $X$ be a real vector space, and $K$ be a convex set with $2$ properties:
$0\in K$ and $\forall x\in X, \exists t >0$ s.t. $x/t\in K$.
Define the Minkowski functional of the set $K$ to be $p_K(x)=\inf \{t>0: x/t\in K \}$. Show that $p_K(x)$ is convex.
I have tried for some while using the definition of a convex function, but failed to prove this fact. Any idea on how to show it?
Thanks!
Best Answer
Hint: Try to show Triangle Inequality first.