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In some cases, A union B is convex, but in general this may not be true. Consider two sets A, B (subsets of Rn) such that A intersect B is the null set. Now choose a point x in A, and y in B. If a set is to be convex, then all points on the line tx + (1-t)y (0 <= t <= 1) must lie in A union B.

However this is clearly not the case since A intersect B is the null set. Therefore A union B is not convex in general.

Example:

A = [0,1], B = [2,3]. Choosing any point in A and any point in B, we find that there will be points on the line tx + (1-t)y that are not in A or B.

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Q: Show that A union B is not a convex set?
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