Convex Optimization · Problem 2.4

Convex functions — Boyd & Vandenberghe

Mathematics — Optimization · convex-hull

Problem

Show that the convex hull of a set SS is the intersection of all convex sets that contain SS. (The same method can be used to show that the conic, or affine, or linear hull of a set SS is the intersection of all conic sets, or affine sets, or subspaces that contain SS.)

Related theory

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