Question: Proposition 3. Given a closed and bounded set X, minimizing a linear objective over set X is equivalent to minimizing the same objective over the

Proposition 3. 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 min Jan (I: s.t. x E conV(X) and min ch :1: s.t. ac EX

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