1 Answer C (X) X X C (X) X: Active Oldest
1 Answer C (X) X X C (X) X: Active Oldest
As the hint in your problem indicates, proving that the convex hull C (X) of X is "the smallest convex set
containing X " consists of proving two facts:
3
1. C (X) is a convex set containing X .
2. Any other convex set D that contains X must contain C (X).
n n
∣
C (X) = {∑ ai x i ∣ a1 , … , an ≥ 0, ∑ ai = 1}
∣
i=1 i=1
1a = a ∈ C (X).
To show that C (X) is convex, take any two elements ∑ and ∑ in C (X) (where each
n m
ai x i bi x i
i=1 j=1
, each a , and ∑ and ∑ ) and show that the line connecting them is
n m
x i , yi ∈ X i
, bj ≥ 0 ai = 1 bj = 1
i=1 j=1
contained in C (X) (that is, after all, the definition of convex set). Note that the line connecting them consists
of points of the form
n m n n+m n+m
(1 − t) (∑ ai x i ) + t (∑ bj yj ) = ∑ ck x k + ∑ ck yk = ∑ ck zk
where
(1 − t)ak if 1 ≤ k ≤ i
ck = {
tbk−n if n + 1 ≤ k ≤ n + m
and
xk if 1 ≤ k ≤ i
zk = {
yk−n if n + 1 ≤ k ≤ n + m
n+m n m
∑ = (1 − t) (∑ ai ) + t (∑ bj ) = (1 − t)(1) + (t)1 = (1 − t) + t = 1
Therefore, we have shown that any point on the line connecting two elements of C (X) is also in C (X)
(because it is of the correct form), and therefore that C (X) is convex.
Finally, to show that any convex set D that contains X must contain C (X) , simply use that D is a convex set.
Share Cite Follow edited Oct 8 '18 at 9:18 answered Oct 8 '11 at 22:09
amWhy Zev Chonoles