Let $\Omega$ a convex set of $\mathbb{R}^n$ and let $x_1,x_2,..,x_n \in \Omega$ and $\alpha_1,\alpha_2,...,\alpha_n \in \mathbb{R}^+$ such that $\alpha_{1}+\alpha_{2}+...+\alpha_{n}=1$ proof that $\alpha_{1}x_{1}+\alpha_{2}x_{2}+...+\alpha_{n}x_{n} \in \Omega$
I'm trying to show this by induction, the case where n = 1 is trivial, now if we take n = 2 we get let $x_1,x_2\in \Omega$ and $\alpha_1, \alpha_2 \in \mathbb{R}^+$ such that $\alpha_1+\alpha_2=1$. We must proof that for all $t\in [0,1]$ $(1-t)(\alpha_1x_1+\alpha_2x_2)+t(\alpha_1x_1+\alpha_2x_2) \in \Omega$ But I have not been able to do it, and I think that with a similar argument the induction can proceed.