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\end{definition}
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\begin{lemma}
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\label{lemma:extremal-face}
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Let $E$ be a locally convex space over $\real$, $K \subset E$ be non-empty and compact, and $\phi \in E^*$. Let $\alpha = \sup\bracs{\dpn{x, \phi}{E}|x \in K}$, then $A = \bracs{\phi = \alpha} \cap K$ is a non-empty extreme subset of $K$.
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