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In this paper, we first introduce the quermassintegrals for convex hypersurfaces with capillary boundary in the unit Euclidean ball and derive its first variational formula. Then by using a locally constrained nonlinear curvature flow, which preserves the -th quermassintegral and non-decreases the -th quermassintegral, we obtain the Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary in . This generalizes the result in \cite{SWX} for convex hypersurfaces with free boundary in .

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