Convex combination (${\sum }_{i=1}^n{\lambda }_i{x}_i,{\lambda }_i\ge 0,{\sum }_i{\lambda }_i=1$)

A convex combination is a finite weighted average of points in a real vector space. For $n\ge 1$, 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]

The distinction from a linear combination is concrete. Combining $(0,0)$ and $(2,0)$ with coefficients $-1$ and $2$ gives $(4,0)$, outside their line segment, despite the unit coefficient sum. Using two coefficients both equal to one gives $(2,0)$ 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.

Every allocation $(x,y)$ in the convex feasible region for a resource budget is a convex combination of its three extreme points:The condition $x+2y\le 6$ is exactly ${\lambda }_1\ge 0$; nonnegative $x,y$ give the other two nonnegative coefficients. Thus the half-space description and the convex hull description encode the same triangle. At $(2,1)$ all three coefficients are $1/3$, and at $(3,9/8)$ they are $1/8$, $1/2$, $3/8$. The green and orange points in the budget diagram therefore have two complementary interpretations: direct resource constraints and mixtures of extreme choices.

The three extreme points alone are not a convex set, because their midpoints are absent. Their convex hull fills the whole triangle. More generally, Caratheodory theorem bounds how many generating points are needed for one convex combination in a finite-dimensional real vector space; its geometric content is that a complicated collection can describe each attainable average with a short representation.

If a convex subset of ${\mathbb{R}}^n$ is invariant under cyclic coordinate permutation, averaging the $n$ cyclic images of $x$ shows thatalso belongs to the set.