On the structure of optimal solutions in a mathematical programming problem in a convex space

We consider an optimization problem in a convex space E with an affine objective function, subject to J affine constraints, where J is a given nonnegative integer. We apply the Feinberg-Shwartz lemma in finite dimensional convex analysis to show that there exists an optimal solution, which is in the form of a convex combination of no more than J + 1 extreme points of E. The concerned problem does not seem to fit into the framework of standard convex optimization problems. & COPY; 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons .org /licenses /by /4 .0/).