An extreme point of a subset of a vector space
over
or
is a point
whose singleton set
is an extreme
set of
.
The collection of all extreme points of
is sometimes denoted
.
The Krein-Milman theorem states that a nonempty compact convex
set
in a topological vector space whose continuous
linear functionals separate points
is the closed convex hull
of its extreme points (Rudin 1991, p. 75).