Les aspects combinatoires

de la propriété de Farkas
Marc Tenti
Agrégé de mathématiques, professeur au lycée Albert Schweitzer, le Raincy.
Un exercice d'oral (cf. [1]) signale qu'un s.e.v. de , ou son orthogonal, contient un vecteur
non nul à coordonnées toutes positives.
Cet énoncé, sous la forme précisée étudiée ci-dessous, peut être vue comme la propriété de
Farkas des -espaces vectoriels de dimensions finies.
Le double objet de cette note est de démontrer cet énoncé vectoriel de manière élémentaire
1
, puis
de dégager et d'expliquer le sens d'une «propriété de Farkas »abstraite.

Notes
...

el

Related Interests

ementaire
1


Mais non naïve et hautement combinatoire.

1 Le lemme de Farkas revisité
2 Trois énoncés équivalents
3 La propriété de Farkas abstraite
Bibliographie

1 Le lemme de Farkas revisité
Soit un entier naturel non nul. Pour tout s.e.v. de , on définit deux opérations :





Si , les notations et signifient que l'inégalité
correspondante est vérifiée par chacun des .
Lemme Soit un sous-espace vectoriel de . On a l'alternative :
(1) il existe tel que et
ou (2) il existe tel que et .
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Démonstration
Procédons par récurrence sur . Si , ou est et l'autre est , donc l'un contient
et l'autre non.
Supposons que et que l'alternative est vraie pour tout s.e.v. de .
Fixons un s.e.v. de . On a :


Appliquons l'hypothèse de récurrence à puis à , il vient :
(1) il existe tel que et ,
ou (2) il existe tel que et
puis
(3) il existe tel que et ,
ou (4) il existe tel que et .
Si on a (1) ou (3), l'assertion est démontrée pour .
Sinon, on a deux vecteurs et comme dans (2) et (4). Deux tels vecteurs sont orthogonaux
d'où


L'un des deux réels est donc positif et le vecteur associé est un vecteur de ou
positif de première composante 1.

Commentaires
i) Les opérations de suppression et de contraction jouent un rôle essentiel dans la théorie
abstraite et seront reprises plus bas.
ii) Détaillons l'égalité .
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Une preuve courte.
Identifions à .
Soit alors une matrice telle que , et soit la matrice obtenue en
supprimant la -ième colonne de , de sorte que .
On a


et


On a bien .
On peut lui préférer une preuve intrinsèque (mais un peu laborieuse) et établir :

notons la droite de :
ssi ssi
ssi ssi .

Déduisons-en la version « systèmes linéaires »du lemme de Farkas.

Soit et .
(i) il existe tel que et
ou
(ii) il existe tel que et .
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Pour cela, on considère la matrice , ainsi que le -ev
2
.

Il s'agit d'appliquer à le lemme de Farkas vu plus haut. On peut avoir : un est
tel que et , dans ce cas on note et vérifie (i).
Sinon on a : un vérifie et .
Or, est l'ensemble des matrices-colonnes de dont les transposées
vérifient :


Les lignes de (resp. de ) sont les matrices de formes linéaires (resp. ) sur
et on peut réécrire ainsi :


Par le lemme d'inclusion des noyaux, on sait qu'alors , d'où un tel
que .
Un tel vérifie (ii).

Commentaires
i) Il y a en fait équivalence de la version « systèmes linéaires »avec notre énoncé principal. On
peut consulter [2] pour une preuve, astucieuse mais classique. C'est aussi une bonne référence
pour la suite de ce texte. Pour d'autres énoncés classiques réduits du lemme de Farkas matriciel,
consulter [3].
ii) Les deux énoncés de ce paragraphe se présentent clairement comme non complètement
algébriques. L'instanciation d'un s.e.v. ou d'une matrice va déterminer, par sa structure, la
branche pertinente de l'alternative. Mais l'existence même de cette alternative en est
partiellement indépendante. Les paragraphes suivants expliqueront peut-être mieux sa nature
combinatoire que cette remarque, qui tente de la faire sentir.

Notes
...
2


est appelé espace des dépendances linéaires des colonnes de .
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2 Trois énoncés équivalents
Ce qui suit apparente le résultat de Farkas au théorème de Minty de la théorie des graphes, et
autres résultats de colorations.
Le cadre « abstrait »annoncé plus haut permet une généralisation commune de nombreux aspects
du contexte vectoriel et du contexte graphique.
Soit un ensemble fini non vide. Le -espace vectoriel est muni de la partie-base
canonique où et si .
Si , le support de est .
Pour et , on note pour la restriction de à , et le vecteur nul de .
On note si ( ).
Enfin, pour tout s.e.v. de , on note .

Énoncé 1 (Lemme de Farkas)
Pour tout s.e.v. de et tout , on a l'alternative :
(F1) il existe tel que et
ou
(F2) il existe tel que et .

Énoncé 2 (Lemme des 3 couleurs)
Soit un s.e.v. de et . Soit un partage de tel que . On a
l'alternative :
(3C1) il existe tel que et ,
ou
(3C2) il existe tel que et .

Énoncé 3 (Lemme des 4 couleurs)
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Soit un s.e.v. de , , un partage de tel que . On a
l'alternative :
(4C1) il existe tel que et , ,
ou
(4C2) il existe tel que et , .

Établissons l'équivalence a priori des trois énoncés.

On identifie à par la correspondance


On pose


3
on a .

L'application directe de au s.e.v. de donne le résultat.

Les énoncés et étant établis, ils s'appliquent aux espaces de coordonnées dans une
base de n'importe quel -ev de dimension finie.
Notons où et considérons le -ev muni de la
partie-base obtenue en remplaçant les ( ) par leurs opposés. L'application de
termine.

Prendre .

Notes
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...
3


est au sens où , noté , ce qui donne
un sens à pour . On a alors clairement , d'où
.

3 La propriété de Farkas abstraite
Soit un ensemble fini et un s.e.v. de .
Notons l'ensemble , parfois résumé en , et considérons
l'application qui, à tout vecteur associe son support signé définit par
ssi et sinon. Le support de est
qui se partage en (définitions évidentes).
Si et , le projeté canonique de sur est défini par



a. Écrivons pour l'ensemble et l'ensemble des dont les supports sont
minimaux pour l'inclusion (au sein des parties de ).
La famille satisfait aux axiomes de définition d'une structure géométrique et combinatoire
appelée matroïde orienté (en abrégé M.O.).
Les mêmes définitions appliquées à donnent une partie de satisfaisant tout autant
aux axiomes des M.O.
Notons et ces structures abstraites attachées à et .
La propriété de Farkas du I concerne le couple , autant dire et élucide
les propriétés « générales ».

b. Les axiomes des circuits
Voici trois axiomes, dédiés aux parties de , toujours satisfaits par et par :
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(C )

(C1)

(C2)

Se donner un matroïde orienté sur , c'est se donner qui les vérifie, ainsi qu'un
axiome (C3) plus caché qu'il ne serait pas éclairant d'expliciter ici. Les sont les circuits
de . On dit que est le support de .

c. Orthogonalité abstraite
Si deux vecteurs de vérifient (orthogonalité euclidienne) alors leurs supports signés
vérifient (orthognalité abstraite) au sens suivant :
Deux ensembles signés , sont dit orthogonaux, on note , si et sont de
supports disjoints ou si leurs projetés canoniques sur ne sont ni égaux ni opposés.


d. Dualité abstraite
On fait correspondre à tout matroïde orienté sur , un M.O. sur noté ou ,
appelé dual de .
On constate que tout circuit de est orthogonal à tout circuit de .
L'opération de dualité vérifie .
On note l'ensemble des circuits de , appelés aussi cocircuits de .
Si est vectoriel i.e. de la forme ( s.e.v. d'un ) alors



e. Paire duale
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Soient maintenant , deux parties de vérifiant toutes deux (C ), (C1), (C2).
forme une « paire duale »si ce sont les circuits d'un M.O. et de son dual.
Une condition nécessaire et suffisante pour que forme une paire duale est qu'il vérifie la
propriété de Farkas (abstraite) qui peut prendre l'une des trois formes équivalentes suivantes :
1
re
forme (4C)

Soit et un partage de tel que . On a l'alternative :
(4C1) : tel que , ,
ou
(4C2) : tel que , , .
2
e
forme (3C)

Soit et un partage de tel que . On a l'alternative :
(3C1) : tel que ,
ou
(3C2) : tel que , .
3
e
forme

(L'énoncé sera suivi des définitions utiles.)
Si est une quelconque réorientation d'un mineur de alors si on note
le support de :
tout vérifie (i) ou (ii) mais pas les deux
(i) tel que et
(ii) tel que et .
Les paires duales sont un bon cadre où chercher des versions (abstraites) de résultats que l'on sait
liés à Farkas : théorèmes de convexité, de séparation, de programmation linéaire. Consulter [4],
chapitre 10.
Voici les définitions nécessaires.
Soit et . Notons l'ensemble des circuits d'un M.O. sur .

* Réorientation
Si , est l'élément de défini par si
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et si . On prend si .
On note, pour , l'ensemble des obtenus à partir des par
réorientation successive de tous les éléments de , l'ordre étant indifférent. Cela définit un M.O.
.

* Suppression
On note l'ensemble des projetés des dont le support est contenu
dans .

* Contraction
Notons .
est l'ensemble des projetés sur des dont le support est un élément
minimal de .
On a alors .

* Mineur
Un mineur de est le résultat de l'application aux circuits de d'un nombre fini de
suppressions ou contractions successives d'éléments de .
satisfait aux axiomes des circuits, d'où la notation , pour un M.O. sur
où , resp. , désigne l'ensemble des éléments de qui ont été contractés, resp. supprimés.
Ces opérations pouvant être faites dans un ordre arbitraire, on a une écriture et une seule de
sous la forme , ou si l'on préfère .
On a .

Bibliographie
1
RMS, énoncé 224, année 1999/2000.
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2 Bachens A., Kern W., Linear programming duality. An introduction to oriented matroids,
Universitext, Springer-Verlag, Berlin-Heidelberg, 1992.
3 Schrijver A., Theory of linear and integer programming, Wiley-Interscience, Chichester,
1986.
4 Bjöner A., Las Vergnas M., Sturmfels B., White N.,
Ziegler G., Oriented matroids, Encyclopedia of Mathematics, Cambridge, University
Press, 1993.

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ementaire
1


Mais non naïve et hautement combinatoire.

1 Le lemme de Farkas revisité
2 Trois énoncés équivalents
3 La propriété de Farkas abstraite
Bibliographie

1 Le lemme de Farkas revisité
Soit un entier naturel non nul. Pour tout s.e.v. de , on définit deux opérations :





Si , les notations et signifient que l'inégalité
correspondante est vérifiée par chacun des .
Lemme Soit un sous-espace vectoriel de . On a l'alternative :
(1) il existe tel que et
ou (2) il existe tel que et .
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Démonstration
Procédons par récurrence sur . Si , ou est et l'autre est , donc l'un contient
et l'autre non.
Supposons que et que l'alternative est vraie pour tout s.e.v. de .
Fixons un s.e.v. de . On a :


Appliquons l'hypothèse de récurrence à puis à , il vient :
(1) il existe tel que et ,
ou (2) il existe tel que et
puis
(3) il existe tel que et ,
ou (4) il existe tel que et .
Si on a (1) ou (3), l'assertion est démontrée pour .
Sinon, on a deux vecteurs et comme dans (2) et (4). Deux tels vecteurs sont orthogonaux
d'où


L'un des deux réels est donc positif et le vecteur associé est un vecteur de ou
positif de première composante 1.

Commentaires
i) Les opérations de suppression et de contraction jouent un rôle essentiel dans la théorie
abstraite et seront reprises plus bas.
ii) Détaillons l'égalité .
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Une preuve courte.
Identifions à .
Soit alors une matrice telle que , et soit la matrice obtenue en
supprimant la -ième colonne de , de sorte que .
On a


et


On a bien .
On peut lui préférer une preuve intrinsèque (mais un peu laborieuse) et établir :

notons la droite de :
ssi ssi
ssi ssi .

Déduisons-en la version « systèmes linéaires »du lemme de Farkas.

Soit et .
(i) il existe tel que et
ou
(ii) il existe tel que et .
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Pour cela, on considère la matrice , ainsi que le -ev
2
.

Il s'agit d'appliquer à le lemme de Farkas vu plus haut. On peut avoir : un est
tel que et , dans ce cas on note et vérifie (i).
Sinon on a : un vérifie et .
Or, est l'ensemble des matrices-colonnes de dont les transposées
vérifient :


Les lignes de (resp. de ) sont les matrices de formes linéaires (resp. ) sur
et on peut réécrire ainsi :


Par le lemme d'inclusion des noyaux, on sait qu'alors , d'où un tel
que .
Un tel vérifie (ii).

Commentaires
i) Il y a en fait équivalence de la version « systèmes linéaires »avec notre énoncé principal. On
peut consulter [2] pour une preuve, astucieuse mais classique. C'est aussi une bonne référence
pour la suite de ce texte. Pour d'autres énoncés classiques réduits du lemme de Farkas matriciel,
consulter [3].
ii) Les deux énoncés de ce paragraphe se présentent clairement comme non complètement
algébriques. L'instanciation d'un s.e.v. ou d'une matrice va déterminer, par sa structure, la
branche pertinente de l'alternative. Mais l'existence même de cette alternative en est
partiellement indépendante. Les paragraphes suivants expliqueront peut-être mieux sa nature
combinatoire que cette remarque, qui tente de la faire sentir.

Notes
...
2


est appelé espace des dépendances linéaires des colonnes de .
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2 Trois énoncés équivalents
Ce qui suit apparente le résultat de Farkas au théorème de Minty de la théorie des graphes, et
autres résultats de colorations.
Le cadre « abstrait »annoncé plus haut permet une généralisation commune de nombreux aspects
du contexte vectoriel et du contexte graphique.
Soit un ensemble fini non vide. Le -espace vectoriel est muni de la partie-base
canonique où et si .
Si , le support de est .
Pour et , on note pour la restriction de à , et le vecteur nul de .
On note si ( ).
Enfin, pour tout s.e.v. de , on note .

Énoncé 1 (Lemme de Farkas)
Pour tout s.e.v. de et tout , on a l'alternative :
(F1) il existe tel que et
ou
(F2) il existe tel que et .

Énoncé 2 (Lemme des 3 couleurs)
Soit un s.e.v. de et . Soit un partage de tel que . On a
l'alternative :
(3C1) il existe tel que et ,
ou
(3C2) il existe tel que et .

Énoncé 3 (Lemme des 4 couleurs)
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Soit un s.e.v. de , , un partage de tel que . On a
l'alternative :
(4C1) il existe tel que et , ,
ou
(4C2) il existe tel que et , .

Établissons l'équivalence a priori des trois énoncés.

On identifie à par la correspondance


On pose


3
on a .

L'application directe de au s.e.v. de donne le résultat.

Les énoncés et étant établis, ils s'appliquent aux espaces de coordonnées dans une
base de n'importe quel -ev de dimension finie.
Notons où et considérons le -ev muni de la
partie-base obtenue en remplaçant les ( ) par leurs opposés. L'application de
termine.

Prendre .

Notes
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...
3


est au sens où , noté , ce qui donne
un sens à pour . On a alors clairement , d'où
.

3 La propriété de Farkas abstraite
Soit un ensemble fini et un s.e.v. de .
Notons l'ensemble , parfois résumé en , et considérons
l'application qui, à tout vecteur associe son support signé définit par
ssi et sinon. Le support de est
qui se partage en (définitions évidentes).
Si et , le projeté canonique de sur est défini par



a. Écrivons pour l'ensemble et l'ensemble des dont les supports sont
minimaux pour l'inclusion (au sein des parties de ).
La famille satisfait aux axiomes de définition d'une structure géométrique et combinatoire
appelée matroïde orienté (en abrégé M.O.).
Les mêmes définitions appliquées à donnent une partie de satisfaisant tout autant
aux axiomes des M.O.
Notons et ces structures abstraites attachées à et .
La propriété de Farkas du I concerne le couple , autant dire et élucide
les propriétés « générales ».

b. Les axiomes des circuits
Voici trois axiomes, dédiés aux parties de , toujours satisfaits par et par :
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(C )

(C1)

(C2)

Se donner un matroïde orienté sur , c'est se donner qui les vérifie, ainsi qu'un
axiome (C3) plus caché qu'il ne serait pas éclairant d'expliciter ici. Les sont les circuits
de . On dit que est le support de .

c. Orthogonalité abstraite
Si deux vecteurs de vérifient (orthogonalité euclidienne) alors leurs supports signés
vérifient (orthognalité abstraite) au sens suivant :
Deux ensembles signés , sont dit orthogonaux, on note , si et sont de
supports disjoints ou si leurs projetés canoniques sur ne sont ni égaux ni opposés.


d. Dualité abstraite
On fait correspondre à tout matroïde orienté sur , un M.O. sur noté ou ,
appelé dual de .
On constate que tout circuit de est orthogonal à tout circuit de .
L'opération de dualité vérifie .
On note l'ensemble des circuits de , appelés aussi cocircuits de .
Si est vectoriel i.e. de la forme ( s.e.v. d'un ) alors



e. Paire duale
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Soient maintenant , deux parties de vérifiant toutes deux (C ), (C1), (C2).
forme une « paire duale »si ce sont les circuits d'un M.O. et de son dual.
Une condition nécessaire et suffisante pour que forme une paire duale est qu'il vérifie la
propriété de Farkas (abstraite) qui peut prendre l'une des trois formes équivalentes suivantes :
1
re
forme (4C)

Soit et un partage de tel que . On a l'alternative :
(4C1) : tel que , ,
ou
(4C2) : tel que , , .
2
e
forme (3C)

Soit et un partage de tel que . On a l'alternative :
(3C1) : tel que ,
ou
(3C2) : tel que , .
3
e
forme

(L'énoncé sera suivi des définitions utiles.)
Si est une quelconque réorientation d'un mineur de alors si on note
le support de :
tout vérifie (i) ou (ii) mais pas les deux
(i) tel que et
(ii) tel que et .
Les paires duales sont un bon cadre où chercher des versions (abstraites) de résultats que l'on sait
liés à Farkas : théorèmes de convexité, de séparation, de programmation linéaire. Consulter [4],
chapitre 10.
Voici les définitions nécessaires.
Soit et . Notons l'ensemble des circuits d'un M.O. sur .

* Réorientation
Si , est l'élément de défini par si
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et si . On prend si .
On note, pour , l'ensemble des obtenus à partir des par
réorientation successive de tous les éléments de , l'ordre étant indifférent. Cela définit un M.O.
.

* Suppression
On note l'ensemble des projetés des dont le support est contenu
dans .

* Contraction
Notons .
est l'ensemble des projetés sur des dont le support est un élément
minimal de .
On a alors .

* Mineur
Un mineur de est le résultat de l'application aux circuits de d'un nombre fini de
suppressions ou contractions successives d'éléments de .
satisfait aux axiomes des circuits, d'où la notation , pour un M.O. sur
où , resp. , désigne l'ensemble des éléments de qui ont été contractés, resp. supprimés.
Ces opérations pouvant être faites dans un ordre arbitraire, on a une écriture et une seule de
sous la forme , ou si l'on préfère .
On a .

Bibliographie
1
RMS, énoncé 224, année 1999/2000.
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2 Bachens A., Kern W., Linear programming duality. An introduction to oriented matroids,
Universitext, Springer-Verlag, Berlin-Heidelberg, 1992.
3 Schrijver A., Theory of linear and integer programming, Wiley-Interscience, Chichester,
1986.
4 Bjöner A., Las Vergnas M., Sturmfels B., White N.,
Ziegler G., Oriented matroids, Encyclopedia of Mathematics, Cambridge, University
Press, 1993.

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