Affine images and preimages of convex sets are convex
Affine maps preserve convexity under both images and inverse images
Affine images and preimages of convex sets are convex
Proposition. Let be an affine mapping .
- If is convex , then is convex.
- If is convex, then the preimage is convex in .
Context. This is the main mechanism for generating new convex sets from old ones: apply an affine change of coordinates, or pull back convex constraints.
Proof sketch. For (1), take and with and use the defining identity for affine maps:
For (2), if then , and convexity of plus the same identity gives .