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I am dealing with the following easy problem, and I am sure when I'll see a solution I'll go "ahhh", but until now I couldn't figure it out:

Let $X$ be a normed space and $S \subseteq X$. Show that if $\{f(x):x \in S\}$ is bounded for every continuous linear functional $f \in X^*$ then the set $S$ is bounded.

So, we have that for every $f: X \rightarrow \mathbb{R}$ it holds that $\|f(S)\| \leq K$ for some $K$. Also, since $f$ is continuous on a normed space then is it bounded, and thus we get $\|f(S)\| \leq \|f\| \|S\| \leq C \|S\|$ for some $C$. From here it seems I sould be close to finish, but I don't see a conclusion. Any hint?

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    $\begingroup$ Hint is in this Wikipedia article en.m.wikipedia.org/wiki/Uniform_boundedness_principle $\endgroup$ Commented Oct 9, 2020 at 16:59
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    $\begingroup$ I don't think you'll go "ahhh" since this is a pretty sophisticated argument! When I first learned it, I in fact went "wow"! $\endgroup$
    – Ruy
    Commented Oct 10, 2020 at 3:45
  • $\begingroup$ @Ruy thank you: I am still trying to figure out precisely how this works and I was starting to feel kind on stupid.. $\endgroup$
    – mat95
    Commented Oct 11, 2020 at 15:38

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I am pretty sure I figured it out.

For every $s \in S$, we define an operator $$ \begin{matrix} T_s: &X^* &\rightarrow &\mathbb{R} \\ &f &\mapsto &f(s). \end{matrix} $$ We have that $T_s \in X^{**}$ and $$ \|T_s\|=\sup_{\|f\|=1}\|T_s(f)\|=\sup_{\|f\|=1}\|f(s)\| \leq K_s. $$ Therefore the family $\{T_s\}_{s\in S}$ is pointwise bounded, and thus bu the Uniform Boundedness Principle there exists a uniform bound $K>0$. Also, from the natural embedding $X \to X^{**}$ we have that $\|T_s\|=\|s\|_X$, and thus we can conclude that $$ \sup\{\|x\|:x \in S \} \leq K. $$

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