After searching on Google for a while, I cannot seem to find an algebraic proof that a disk is a convex set. Intuitively, this seems obvious: if you take any two points $x, y$ in a disk, then the line from $x$ to $y$ is clearly contained in the disk.
More specifically, let $D \subset \mathbb{R}^2$ be an origin-centered disk of radius $r$. Let $x = (x_1, x_2), y = (y_1, y_2) \in C$. We wish to show that for any $\lambda \in [0, 1]$, the point $z$ given by $$ z = \lambda x + (1 - \lambda) y = (\lambda x_1 + (1 - \lambda y_1), \lambda x_2 + (1 - \lambda) y_2) $$ also lies in $D$. By definition, we have $\|x\|_2^2 \leq r^2$ and $\|y\|_2^2 \leq r^2$. Using this information, I tried to show that $\|z\|_2^2 \leq r^2$ as follows: \begin{align*} (\lambda x_1 + (1 - \lambda y_1))^2 + (\lambda x_2 + (1 - \lambda) y_2)^2 &= \lambda^2 x_1^2 + 2 \lambda (1 - \lambda) x_1 y_1 + (1 - \lambda)^2 y_1^2 + \\ &\phantom{50} \lambda_2 x_2^2 + 2 \lambda (1 - \lambda) x_2 y_2 + (1 - \lambda)^2 y_2^2 \\ &= \lambda^2 (x_1^2 + x_2^2) + 2 \lambda (1 - \lambda) (x_1 y_1 + x_2 y_2) + (1 - \lambda)^2 (y_1^2 + y_2^2). \end{align*} Unfortunately, I'm stuck at this point -- I can't see a clean way to factor this expression and bound it above by $r^2$. I feel like I am missing obvious, but at this time I cannot determine what that is. Is there a clean proof of this fact that follows from this reasoning?
Edit: Solution using Cauchy-Schwarz Inequality
Even though I used the notation for norms, it didn't occur to me to just use the triangle inequality, as Dustan Levenstein suggested. The solution would then proceed as follows: \begin{align*} \| \lambda x + (1 - \lambda) y \|_2 &\leq \lambda \| x \|_2 + (1 - \lambda) \| y \|_2 \\ &\leq \lambda r + (1 - \lambda) r = r. \end{align*} It follows that $\| z \|_2^2 \leq r^2$, as desired. I'm still going to leave the question up, in case there's a solution that does not rely on the Cauchy-Schwarz inequality.