Chapter 2 .

The
Geometry of LP
 Definition
'

a- e Irn ,
b -

scalar .

H =
{ Ie EIR "
I I = b Y is a hyperplane .
in IR
"
.

'

Eg .
in IR .

in lR3 .

OT
O is the normal of the hyperplane .

Ese
#
.
-
b

H+ lZ EIR
"
t E' Je 3 b Y closed
positive half space extended
-

- :

in the direction
of a-
H lZ EIR
"
I E' Je E b Y closed
half space extended
-

negative
- :
-

a-
in the direction
of -

Similarly .

OH f Te
"
I EI b Y
}
= E IR > :
*
open half space .

Ho -
=
I Earn 1 E'£ < by
 LP constraints are
hyperplanes and closed
half spaces .

Definitions
polyhedron : intersection
of a finite number of closed half spaces .

( I&a÷ )
{ I EIR
"
I AI ET Y where A C- 112mm .
B Elem .
A =

Feasible region of any LP is polyhedron .

In particular ,
{ EE Ik "
I Ate = 5 ,
I 35 Y is a
polyhedron
in standard form .

Question : Can a
polyhedron be unbounded ?
-

A C E IR
"
bounded if k
Def-2.i.tt set is I .
such that

t I C- C .
11511 E k .

Def-2.l.si A
nonempty bounded polyhedron is a polytope .
 g-
"

Def2 A set C E IR is convex .

if tae ,
EC ,
U-dtto.it ,

d Et Ci -
d) I C- C .

E . Cites = II. I Jes t Je . E C .

.
Tea EGG . Where C .cz are convex
.
.

propositions
ca > All hyperplanes are convex .
lb) ( closed I
open > half spaces are convex .

as Any intersection
of convex sets is still convex .
 Feasible region LP
(e) of any is convex .

Det.2.2.2.IE Ik of
"
is a convex c linear ) combination k pts :

Jez Tek
"
I, , ,
. . -

,
Elk ,
if I d . .
Xz .
- - -

,
dk ,
di 30 ,
it .
- -
: k : i = I ,

K
such that
I I di Ii
=
.

i =,

Thm1.AW-sisccfpshSZES.PE
.
⇐)
"

Every clc of pts in S belongs to S

"

includes the assertion

S to S
that
every calc
of zpts in
belongs .

⇐, suppose S is convex .

S S
( is
By definition of convexity of .
every clc of septs in
belongs to S .

in S to S
ciil Assume
every ceo of k
pts belongs .

Consider Rti pts in S : 2T .

Is .
. - -

Ha ,

⇐I
let di 30 ,
5=1 .
2, - . .

.
ktl .
Z di = 1 .

i = ,

ca) if dkti =L . then -

Kt '

Edin . =

i= I
#
lb )
if 4kt , F1 , then .

Kii
Idi Ii
F- I
=
7¥ din ,
i t d ka Ekta

(I Akt )
,I÷, Ii Ike
=
4kt ,
-

,
t

my
y

let D= II ,
I '¥* ) sci
.
.

di
we have -

O
i -4 K

ii. iii.
-
ri

I dktt
.

-
, , .

,
¥ .
=
.

÷
I aint is a Clc of pts in I .

i =
,

Et'
< dini C- S .

1- = ,

S
'

By M1 .
If S is convex . then
every Cdc
of pts in S belongs to .

# .
 Def-2.2.IS :
nonempty
set .

convex hull
of S : Gnu CS s
-

-
II EIR
"
I Je is a Cec of pts of S }

%I%"!:e×huuqafn*enumwrofptsisaaonuex

%d7.se#onempty.thenConucSsisthesmallestaonvexs
containing S .

Pf
# i
Ci )

let I , if C- Cow C S ) , Then .

I =
Eh ,
di xi ,
Tei E S ,
di so , in .
. . .

. n . Effi =L .

I =

FI Bjyj,
,
Jj ES ,
Bj 30,
ja .
. -

i. m
II Bj ,
=L .

Consider 2 It Big , where 230 , 1330 ,

dip = I ,

aint pig =

¥122 i> Ii t

ji
ECB Bj ) Jj

Note 22 i B Bj

I
:
-
-

II. aaist
Em! BBP =

23 +
pig is a ceo of men
pts in S .

-
Iii ) .
Since for
any Z
E S .
it is a cec of itself .
i.e .
I = I - I -10 -

of .

I t come c S) -

T S
Suppose is a convex set contain
g .

tu E Gnu CS
'

) ,
I =
⇐ Aiki ,
Ici ES ,
di >o, it .
. .

. n :
FI.li =L .

Ii ET
'

Since S ET , ,

By convexity of T ,
I =
II. pi Ii ET .

# .

RemarklfS is convex .
then .
Gnu CS ) -
S .

Exercise C = I be , .ms I 2,2+25 323 .