Hi,
Sorry, I think I may not have explained it well enough. By 'set of feasible solutions' I mean the set of all sets \{\lambda_1,\lambda_2,...,\lambda_n\} satisfying the constraints \sum_{i=1}^n \lambda_i\leq \lambda and \lambda_i\geq 0 for all i\in\{1,2,...,N\}. This set will obviously be...