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Convex Optimization. Solutions Manual. Stephen Boyd. Lieven Vandenberghe. January 4, 2006 Solution. This is readily shown by induction from the definition of convex set. We illus- trate the idea for k = 3, leaving the general case to the reader. Suppose that x1, x2, x3 ? C, and ?1 + ?2 + ?3 = 1 with ?1, ?2, ?3 ? 0.
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March 2018