Supporting hyperplane theorem

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The supporting hyperplane theorem is the mathematical theorem which states that every closed convex set in Euclidean space can be separated from an arbitrary point outside the set by a hyperplane.

More precisely, suppose that C is a closed convex set in \mathbb{R}^n and that y is a vector in \mathbb{R}^n that is not in C. Then there is a nonzero vector a \in \mathbb{R}^n and a real number α such that

a \cdot x \leq \alpha \leq a \cdot y \quad \text{for all } x \in C.

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