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The definition of polytope is the convex hull of a finite set. Thus: $$ \parallel\sum_j\lambda _j x_j\parallel\le\sum_j\lambda_j\parallel x_j\parallel\le\sum_j\lambda_j\max_j \parallel x_j\parallel=M\sum_j\lambda_j=M $$ where $M=\max_j \parallel x_j\parallel$

And how can I conclude from above that every polytope is bounded?

dresden
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  • What is $x^*$ here? Since $0\le\lambda_i\le1$, you might also simply bound by $\left|\sum_j\lambda_jx_j\right|\le \sum_j|\lambda_j|,|x_j|\le \sum_j |\lambda_j|M=M\sum_j \lambda_j=M$ where $M=\max{,|x_j|\colon 1\le j\le n,}$. – Hagen von Eitzen Nov 27 '13 at 13:38
  • I was using x* to indicate maximum value of x but now I modified it to $\max_j x_j$ hope this is clear now – dresden Nov 27 '13 at 13:46

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It looks correct. And it seems to me that you proved your assertion. You assumed $M = \max_{1 \le i \le m} \|x_i\|$, of course.

Stephen Montgomery-Smith
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