Let \(X\) be a real Banach space and \(X^*\) denote its dual. Let \(C \subset X\) be a convex set containing the origin. Define
\[ \begin {aligned} C^* &= \{f \in X^* \mid f(x) \le 1 \text { for all } x \in C\} \quad \text {and}\\ C^{**} &= \{x \in X \mid f(x) \le 1 \text { for all } f \in C^*\}. \end {aligned} \]
The goal of this problem is to prove that \(C^{**} = \overline {C}\).
- Show that \(C^{**}\) is closed.
- Show that \(\overline {C} \subset C^{**}\).
- Show that \(\overline {C}\) is convex.
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Assume there is \(x_0 \in X\) such that \(x_0 \in C^{**}\) but \(x_0 \notin \overline {C}\). Show there exists an \(f \in X^*\) such that for all \(x \in \overline {C}\) we have:
\[f(x) < 1 < f(x_0).\] - Explain the contradiction in (d) and how it can be used to conclude with the desired result.