Added Krein-Milman for measures.
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@@ -28,7 +28,7 @@
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\begin{proof}[Proof, {{\cite[V.5.4]{SchaeferWolff}}}. ]
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(1) $\Rightarrow$ (2): Let $U = \bracs{\text{Re}(\Phi) < 1}$, then $U \in \cn_\topo(0)$ is convex. Since $\Phi$ is positive, for any $x \in U$ and $y \in C$, $\text{Re}\dpn{x - y, \Phi}{E} \le \text{Re}\dpn{x, \Phi}{E} < 1$.
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(2) $\Rightarrow$ (1): Assume without loss of generality that $K = \real$. Let $\alpha > 0$ such that $F \cap (U - C) \subset \bracs{\phi < \alpha}$. Since $U$ is convex and open, and $C$ is convex, $U - C \subset E$ is an open convex set, disjoint from the convex set $\bracs{\phi = \alpha}$. By the \autoref[Hahn-Banach Theorem]{theorem:hahn-banach-geometric-1}, there exists $\Phi \in E^*$ such that $U - C \subset \bracs{\Phi < \alpha}$, and $\bracs{\phi = \alpha} \subset \bracs{\Phi \ge \alpha}$.
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(2) $\Rightarrow$ (1): Assume without loss of generality that $K = \real$. Let $\alpha > 0$ such that $F \cap (U - C) \subset \bracs{\phi < \alpha}$. Since $U$ is convex and open, and $C$ is convex, $U - C \subset E$ is an open convex set, disjoint from the convex set $\bracs{\phi = \alpha}$. By the \hyperref[Hahn-Banach Theorem]{theorem:hahn-banach-geometric-1}, there exists $\Phi \in E^*$ such that $U - C \subset \bracs{\Phi < \alpha}$, and $\bracs{\phi = \alpha} \subset \bracs{\Phi \ge \alpha}$.
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After rescaling, assume without loss of generality that $\bracs{\phi = \alpha} \subset \bracs{\Phi = \alpha}$, then $\Phi \in E^*$ is an extension of $\phi$. For each $x \in C$ and $\lambda > 0$, $-\lambda x \in U - C$, and $-\lambda\dpn{x, \Phi}{E} < \alpha$. As this holds for all $\lambda > 0$, $\dpn{x, \Phi}{E} \ge 0$, so $\Phi$ is the desired extension.
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\end{proof}
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