proof. Let $A$ and $B$ both be convex sets and $A \cap B \ne \emptyset$. Then suppose that $p,q \in A\cap B$. Since $p,q \in A \cap B$, it follows that $p,q \in A$, a convex set. Then $p + (1-\lambda)q \in A$. Since $p,q \in B$, also a convex set by assumption, $p+(1-\lambda)q \in B$. Thus, $p + (1-\lambda)q \in A \cap B$. QED
I wanted to know if everything looks okay, or if anything needs to be improved?