Consider a stipulated continuous-allocation problem. Amounts of two activities use units of a common resource, with budget six. The feasible region
is a triangle with extreme points , and . It is the intersection of three closed half-spaces, hence a closed convex set. The general intersection argument is short: a line segment between two points in every constraint set belongs to every constraint set, so it belongs to their intersection.[ref]
For an original numerical check, take and . Their resource totals are and . Every convex combination is nonnegative and has resource total
In particular the midpoint is , using units. This verifies the full line segment, rather than just a plotted sample of it.
Figure 1.
Feasible averages and convex weights in a continuous resource budget
. Original continuous-allocation model , , . The orange line segment joins two feasible allocations; the green point is the equal-weight convex combination of the three extreme points. The shaded region is their convex hull, not just the three generating points. Details.
This is useful whenever divisible quantities share linear limits: the feasible choices remain compatible under averaging. A new linear equation also preserves this property, because averaging two identical constraint values gives the same value. The affine subspace and closed half-space viewpoints explain this without requiring a separate argument for every budget.

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