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Let us define half-space as $$ C = \{x\mid a^Tx\leq b\} $$ Intuitively (or geometrically), I understand why halfspace is not affine. But while I prove that half-space is convex, it seems to hold for affine case.


Let us choose any $x_1,x_2\in C$ and $x=\theta x_1 + (1-\theta)x_2$, then $$ a^Tx = a^T(\theta x_1+(1-\theta)x_2) \leq \theta b + (1-\theta)b = b $$

As far as I know, if this inequality holds for $\theta\in\mathbb R$, $C$ is affine and if for $\theta\in[0,1]$, $C$ is convex. But in the proof, both cases seem hold. Where am I wrong?

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The inequality $a^Tx=a^T(\theta x_1+(1-\theta)x_2)\leq \theta b+(1-\theta)b=b$ holds if and only if when $0\leq \theta \leq 1$. If suppose, $\theta <0 $ the value of $(1-\theta)$ becomes negative. We cannot really draw any conclusion about the inequality between L.H.S and R.H.S, i.e., $a^T(\theta x_1+(1-\theta)x_2)$ and $\theta b+(1-\theta)b$.

Hope this helps.

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Geometrically you can think of it like this:
Take a pair of points $x_1$ and $x_2$ that respect $\leq b$ and they form a segment parallel to the hyperplane's normal $a$. The $\theta$ moves the resulting point $x$ formed from $x_1$ and $x_2$ on this segment to the right(if $\theta < 0$) or to the left(if $\theta > 1$). I hope it is clear that a point on this segment for some $\theta$ will not respect $ \leq b$ anymore.

Mark as duplicate to: https://math.stackexchange.com/questions/1622662/why-is-half-space-not-affine

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