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I am getting started on reading convex optimization. One equation that is being used to represent traveling from one point to another in a straight line in a convex set is:

$$y = (1-\theta) x_1 + \theta x_2$$ for two points $ x_1 \neq x_2$ where $x_1, x_2 \in \mathbb{R}^N$.

I think I have an intuitive understanding of how this is a straight line, but I am trying to derive is from the usual equation of straight line going through two points. $y = y_1 + m(x-x_1)$ where $m = \frac{y_1 - y_2}{x_1-x_2}$. Could anyone convince me how the first equation was derived and what the parameter $\theta$ means or represents?

Thanks a lot.

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  • $\begingroup$ $\theta$ is the independent variable in a similar way than $x$ in your second equation $\endgroup$ Commented Jan 30, 2021 at 18:50
  • $\begingroup$ Is it some sort of parameterization? Would you be able to provide a derivation if possible? Thanks $\endgroup$
    – Oiler
    Commented Jan 30, 2021 at 18:55
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    $\begingroup$ You don't want point-slope, although you could do that variable by variable. It's better to know how to parametrize a line in $n$-space using vectors: point and direction vector. $\endgroup$ Commented Jan 30, 2021 at 19:10
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    $\begingroup$ @TedShifrin Thanks your comment helps a lot! I was looking at it in the wrong framework. I am going through the answer to understand it. Thanks! $\endgroup$
    – Oiler
    Commented Jan 30, 2021 at 19:17

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If $x, y\in \mathbb{R}^n$, then $$ L := \{ x + \theta(y-x) \mid \theta \in \mathbb{R} \} $$ represents the line passing through $x$ (when $\theta = 0$) and $y$ (when $\theta = 1$) in the direction of the vector $y-x$.

Notice that $x + \theta(y-x) = (1-\theta)x + \theta y$ and $$ L(x,y) := \{ (1-\theta)x + \theta y \mid \theta \in [0,1] \} $$ is the line-segment containing $x$ and $y$.

This can be visualized in $\mathbb{R}^2$ using the parallelogram law: enter image description here

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  • $\begingroup$ Thanks. This finally made sense to me. Considering x and y as vectors, I think in the first statement 𝐿:={𝑥+𝜃(𝑦−𝑥)∣𝜃∈ℝ}, you mean the set of all points in the line along the vector (y-x ), contained within the tip of vectors y and x. Is that correct? $\endgroup$
    – Oiler
    Commented Jan 30, 2021 at 19:34

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