Here is the question:
Assume that the intersection of two convex regions of a plane is a nonempty set. Prove that it is also a convex region.
The definition of a convex region is given as:
A region $R$ in the plane is said to be convex if, for all points $A, B ∈$ $R$, we have $AB ⊂ R$. Otherwise, R is said to be a non-convex region.
Proof:
Let us assume that the intersection of two regions $R$ and $S$ is non-convex. Then, there must be points $A$, $B$ $∈$ $R\cap S$ such that (wlog) $AB$ is not a subset of $R$. Thus, we must have a point $X\in AB$ for which $X\notin R\cap S$. Now, there are three possible cases:
$(i)$ $X\in R-S$
$(ii)$ $X\in S-R$
$(iii)$ $X\in (R\cup S)'$
For case $(i)$, $X\notin S$ and thus $S$ is non-convex by the given definition, resulting in a contradiction. Same goes for (ii), (iii). Thus, the region of intersection is convex.
If $a,b\in R\cap S$, then $a\in R$ and $b\in R$, therefore $\underline{ab}\in R$.
If $a,b\in R\cap S$, then $a\in S$ and $b\in S$, therefore $\underline{ab}\in S$.
$\underline{ab}\in R$ and $\underline{ab}\in S$ imply $\underline{ab}\in R\cap S$.