Optimal convex approximations of quantum states

We consider the problem of optimally approximating an unavailable quantum state $\rho $ by the convex mixing of states drawn from a set of available states $\{ \nu_i\}$. The problem is recast to look for the least distinguishable state from $\rho $ among the convex set $\sum_i p_i \nu_i$, and the corresponding optimal weights $\{ p_i \}$ provide the optimal convex mixing. We present the complete solution for the optimal convex approximation of a qubit mixed state when the set of available states comprises the three bases of the Pauli matrices.