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Convex combination
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== Formal definition == More formally, given a finite number of points <math>x_1, x_2, \dots, x_n</math> in a [[real vector space]], a convex combination of these points is a point of the form : <math>\alpha_1x_1+\alpha_2x_2+\cdots+\alpha_nx_n</math> where the real numbers <math>\alpha_i</math> satisfy <math>\alpha_i\ge 0 </math> and <math>\alpha_1+\alpha_2+\cdots+\alpha_n=1.</math><ref name=rock/> As a particular example, every convex combination of two points lies on the [[line segment]] between the points.<ref name=rock/> A set is [[convex set|convex]] if it contains all convex combinations of its points. The [[convex hull]] of a given set of points is identical to the set of all their convex combinations.<ref name=rock/> There exist subsets of a vector space that are not closed under linear combinations but are closed under convex combinations. For example, the interval <math>[0,1]</math> is convex but generates the real-number line under linear combinations. Another example is the convex set of [[probability distribution]]s, as linear combinations preserve neither nonnegativity nor affinity (i.e., having total integral one).
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