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Convex Combination


A convex combination of vectors x_1,...,x_n in a real vector space is a linear combination

 sum_(i=1)^nlambda_ix_i,

whose coefficients satisfy lambda_i>=0 and sum_(i=1)^(n)lambda_i=1. A subset A of a vector space is convex if it contains every convex combination of finitely many of its points. Equivalently, A is convex if lambdax+(1-lambda)y in A for all x,y in A and 0<=lambda<=1.

The set of all convex combinations of points in A is the convex hull of A. In particular, the convex combinations of two distinct points x and y form the line segment joining them.


See also

Affine Combination, Convex Hull, Linear Combination

Portions of this entry contributed by Rasmus Hedegaard

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References

Rockafellar, R. T. Convex Analysis. Princeton, NJ: Princeton University Press, 1970.

Referenced on Wolfram|Alpha

Convex Combination

Cite this as:

Weisstein, Eric W., with contributions by Rasmus Hedegaard. "Convex Combination." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ConvexCombination.html

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