(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

The question is "Show that in the case of any linear program, every convex combination of optimal extreme points is optimal."

2. Relevant equations

ok so if (x_1,....,x_n) is a list of the optimal points then

a_1(x_1)+ .....+a_n(x_n) is the convex combination st a_i>0 and sum of a's is 1

so the convex combination spans the list of optimal points.

their dimensions are the same so the convex combination is a basis for the optimum points...

3. The attempt at a solution

is this the right idea, i don't see how to show EVERY convex combinaiton is optimal

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# Homework Help: Convex combination and lp's

Can you offer guidance or do you also need help?

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