Let $P\subseteq \mathbb{R}^{n}$ is convex hull of finite points: $P=conv(x_1,x_2,\ldots,x_m)$. I need to show that $P$ is convex hull of its extreme points.
I am thinking about such proof. Let $x_{i_{1}},x_{i_{2}},\ldots,x_{i_{k}}$ is minimal subset of $x_1,x_2,\ldots,x_m$ for which $P=conv(x_{i_{1}},x_{i_{2}},\ldots,x_{i_{k}})$. How to prove that each $x_{i_{j}}$ is extreme point?
If some $x_{i_{j}}$ is not extreme point, it can be represented $x_{i_{j}}=\frac{1}{2}x'+\frac{1}{2}x''$ where $x'\in P$ and $x''\in P$ and $x' \neq x''$. How to continue?