noch z.z.: \(\displaystyle f(S)=conv\{f(a_i)\}_{i=0}^r\)
\(\displaystyle convS=\{a_i\}_{i=0}^r=a_0+<a_1-a_0,...,a_r-a_0>=a_0+\sum\limits_{i=1}^r\lambda_i(a_i-a_0)\)
Daher gilt:
\(\displaystyle f(S)=f(a_0+\sum\limits_{i=1}^r\lambda_i(a_i-a_0)\)
\(\displaystyle\overset{\text{f affin}}{=}f(a_0)+\lambda_1f(a_1-a_0)+...+\lambda_rf(a_r-a_0)\)
\(\displaystyle\overset{\text{f affin}}{=}f(a_0)+\lambda_1f(a_1)-\lambda_1f(a_0)+...-...+\lambda_rf(a_r)-\lambda_rf(a_0)\)
\(\displaystyle=f(a_0)\cdot(1-\lambda_1-...-\lambda_r)+\lambda_1f(a_1)+...+\lambda_rf(a_r)\)
\(\displaystyle\sum\limits_{i=0}^r\lambda_i=1\Longleftrightarrow1-\sum\limits_{i=1}^r\lambda_i=\lambda_0\)
\(\displaystyle\Longrightarrow f(S)=\lambda_0f(a_0)+\lambda_1f(a_1)+\lambda_2f(a_2)+...+\lambda_rf(a_r)=conv\{f(a_i)\}_{i=0}^r\)