Convex combination

A weighted average of finitely many points with nonnegative weights summing to one
Convex combination

Let XX be a real . A vector xXx\in X is a convex combination of points x1,,xmXx_1,\dots,x_m\in X if there exist scalars λ1,,λm0\lambda_1,\dots,\lambda_m\ge 0 with

λ1++λm=1 \lambda_1+\cdots+\lambda_m=1

such that

x=i=1mλixi. x=\sum_{i=1}^m \lambda_i x_i.

Context. Convex combinations describe the points obtained by repeatedly taking “weighted averages.” They generate the of a set.

Examples:

  • In Rn\mathbb{R}^n, the point 12x1+12x2\tfrac12x_1+\tfrac12x_2 is the midpoint of x1x_1 and x2x_2.
  • If x1,x2,x3R2x_1,x_2,x_3\in\mathbb{R}^2 are vertices of a triangle, then all points in the triangle are convex combinations of x1,x2,x3x_1,x_2,x_3.