A convex combination is a finite weighted average of points in a real vector space. For , it has the formThe nonnegative coefficients forbid subtracting a component, and their unit sum keeps the result on the same affine scale as the inputs. With two points it parametrizes their line segment; equal coefficients give their centroid. A convex set contains every finite convex combination of its points. Conversely, the two-point case already gives the defining property of a convex set.[ref]
Convex Optimization by Stephen Boyd and Lieven Vandenberghe. §2.1.4, p. 24: finite combinations, weighted-average interpretation and convex hull
The distinction from a linear combination is concrete. Combining and with coefficients and gives , outside their line segment, despite the unit coefficient sum. Using two coefficients both equal to one gives here, but their sum is two, so it is not a convex combination with those coefficients. A numerical output may happen to coincide with a point admitting a different convex representation; the definition applies to the specified coefficients.
A **convex combination** is a specific type of linear combination of points (or vectors) where the coefficients are constrained to be non-negative and sum to one.
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