Here's an example of how to show that a geometric region, in this case, a disk, is convex.
 
In[12]:= Resolve[
 ForAll[
  {x1, y1, x2, y2},
  0 <= k <= 1  &&
   Element[{x1, y1}, Disk[]] && 
   Element[{x2, y2}, Disk[]],
  Element[k {x1, y1} + (1 - k) {x2, y2}, Disk[]]
  ], Reals]
Out[12]= True