I'm studying convex analysis and my task is to prove the following inclusions:
$S_1, S_2$ are non-empty sets in $\mathbb{R}^n$, and $H(S) $ defined as the convex hull of set $S$.
Show that
$H(S_1\cap S_2)\subset H(S_1) \cap H(S_2)$
and
$H(S_1 \cup S_2) \supset H(S_1) \cup H(S_2)$
Can the inclusions be reversed? Explain why?
How should I proceed with a problem like this? I thought about using contradiction proof? What if I assume for example in the first task that there is a point $\textbf{x}_1 \in H(S_1\cap S_2)$, but $\textbf{x}_1\not\in H(S_1) \cap H(S_2)$ and show why this can not be? Is this the way to go? :)
Thank you for any help! =)
All you need to show is that the convex hull is inclusion-preserving, that is, if $S⊂T$, then $H(S)\subseteq H(T)$. The inclusions in your problem then follow easily.
In order to show that, in general, we don't have equality, consider $S_1=\{0,2\}$ and $S_2=\{1\}$, or $S_1=\{0\}$ and $S_2=\{1\}$.