Let X be a real normed linear space, and let K be a convex set in X, having 0 as an interior point. Let h be the support functional of K and define K° = {x* € X*: h(x*) < 1}. Now for xe X, let p(x) = sup (x, x*). Show that p is equal to the Minkowski functional of K.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.4: Linear Transformations
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Let X be a real normed linear space, and let K be a convex set in X, having 0 as an interior point. Let h be the support functional of K and define K° = {x* € X*: h(x*) < 1}. Now for xe X, let p(x) = sup (x, x*). Show that p is equal to the Minkowski functional of K. 

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