Question: Given a closed and bounded set X , minimizing a linear objective over set X is equivalent to minimizing the same objective over the

Given a closed and bounded set X , minimizing a linear objective

over set X is equivalent to minimizing the same objective over the

Given a closed and bounded set X , minimizing a linear objective over set X is equivalent to minimizing the same objective over the convex hull of set X That is the following two optimization problems are equivalent: That is the following two optimization problems are equivalent: min c x s.t. x conv(X) and min ca s.t. x X Prove this.

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