Chapter 3 .

The
Geometry of LP I .
3 . I Extremest .

missin
t!¥÷÷÷÷;÷÷÷÷¥¥¥
'

Question what are these extreme

pts ?

T
K
 I

To characterize vertices of a feasible region of a LP in standard form :

PF -

- II Elk
"
I AE = I ,
I 35 Y .

A E 1km ×n .
Te E IK
"

,
I EIRM ,
man .

A -
-

f af af af ) .
- - -

tsenan I
f
Then ,
t I =
EPI ,
we have Kia insane
.
- . .
=

Frattini
Thmtnepetisanextremeptesoomspoontaaasooynresaonar
PI .
W LOG , assume that components of I are all zeros
except
for the

first p entries .

I =

( Ig ) where I =

( 7÷p ) > 5 .

let I CA Elem P
the first of
*
denote p web A . j

Henie ,
At Z = AZ = I .

⇐I I of PF
suppose is an extreme pt .

Assume cols of E are not L I

. .
then .
I nonzero T to ,
Sot .
AT =3

Now .
define .

5 = I + S J E IRP E = I -
SJ E IRP .

For
sufficiently small S , we note that I .
E 38 .
 AT = ACE + Suis = EE # SAT = # I =D

FE = A in -
SI ) = I .

D=
( Ig )
I
f. Ig )
" "

define .
Elk
-

.
EIR

Then . I .
I C- PF .

we have I =
IT + II .

I is not an extreme
pt of PF . contradiction .

cols of A are L I .
.

⇐I I
suppose is not an extreme pt .

Then .
I =
25 +
(i -

a > I ,
ocaci . Etty .
Etz , 5. EEPF .

i E Kj 2yj + Ct 2)
Zj j=i
=
n
- - - i
-

. .
. .

for j Pti h 0=2

yj t CI 2)
Zj
-
. - -

;
-
. .
.

Since 2>0 , I -270

yj 7,0 ,
Zj 30 .
.

0
yj =o
Zj
= .

let D= I -

g- ,
since I #
yo ,
to to .

'
"

AT = AT = Ack -

J ) = 8

cols in A are L - D .
# .
 Iditarod
thmt.ae/7isanextremeptEsagmespoonem.AsqnreasP
Tea 05
Example 2K , -122+23 =
4 3

\
.
= co , ,
i .

?
K, t Dez the = 6 Ip =
( I .
2 ,
O .
I 3

x, . sea . as . 2430 '

 3.2.Basicfeasiblesolution.PT
- {I EIR
"
I AE -
- B .
Je 35 Y .
A =

( of afo .
. ,
-
- -

af )
consider AZ -

-
B .

Ab =
(A I 5)
Augmented
a
matrix .

Question : rank CA ) 7 rank ( Ab )

"

① if rank CA ) a rank ( Ab ) ⇐ I doesn't lie in the vector

space spanned

by cols of A .

⇐ # j St
sejaj =D
Kj i n
-
.
.
- .
. . .

i. e . AZ = to .

⇐ AT =D has no sod .

② if rank CA ) =
rank ( Ab ) ⇐ To lies in the vector
space spanned by
cols
of A .

⇐ I
sej ,
j
-

- i. .
-

in .
St .

¥,kjaj = I

i -
e .
Asi -
- I .

⇐ Ate = I has at least one Sol .

if further,

rank CA rank Ab
{
) = C s =
m = n .

rank CA ) = rank CA b ) = man .

Rematk.tn LP , we assume that .

rank CA ) = m c n .
 Since Coles ai at Im
rank CAs m I L I
of A
-

m
.
: ,
-
- .
- .
. .
. .

Bo
,
=

( 4. af .
. . .

afm ) N=
( aft af )
.
.
- - -

ie .
A -

-
( B : NJ .

Basis matrix .

A- I = ( B N )
( ÷÷ ) =P

BIB + NEW = I Irs =

B
"

( B -
NIN )

f:p f :3 )
" -
min '
use. a-
isa.EE:
-

in
particular ,
let Jew = 8 .

( %? ) ( i)
B
I I
= =
Basic sod of AE -
-
wit .
B .

variables in IB Basic variable

|
:
.

variables in TN : Nonbasic variable .

Basic feasible Sol : a basic see satisfying I 38 .

For BS 1 BFS .

if all basic variables so

nondegenerate BS 1 BFS

{ if
, .

BS 1 BFS
I basic variable =o ,
degenerate .
Example.3.2.ie page 63 .

*
=p ) ( 46 )
Za -122+23 4 A I O

to
=

|
. .
=

x , -1222 -124 = 6 , , I

K . . Uz . 23.2430 rank CA ) = rank -1A b) =

- -

( is B. = ( AJ ,
Ea ) = Iz .

( iris Bz = CAT ,
AI )
 IN
T
( iii ) Bz = CAT ,
Is ) Ferg = ( Zz .
235 = C K . . Na > Co ,
Ost

IE : : )
'

1: : :: : : ) : ÷:
T
Iii; = C ) .

( Tn IB 225 In 05
"

Civ ) Bc, =
,
AT ) = ( n . .
= ( Nz .
see
, > = CO
.

IE : : is :i:÷ l : : : ¥1
T
I in =
( s
-

Question what's the relation between extreme pt and BFS ?

÷÷÷÷÷÷:::::::÷s:n+.some....
"

PI ( ) Assume I -
- Ca . .
sea .
. .

an T E PF is an extreme pt .

I
Assume there are exactly r components of are
positive : x.
.
. - .

ur

r
Then .
I - →

je ,
sejaj =
b

By Thin 1 .
I Ej Jj ,
are L .
I .
r em = rank CA ) .

① if r
-

- m .
then .
B -

-
CI . , ai ,
- . .
a- r ) is a basis matrix .
I is a BFS .

② if ram .
we can select m -
r L . I .
cols from A :
Ei Ii;
.
.
- -
-

Tim - r

such that CI .
,
- - -
Er ,
a-i .
.
- - .

aim -
r
) are 2.1 .

v m r

xjaj I
-

die
-
sire have
¥ sejaj
we
I
-

O
-

t
b
.

=
-

,
ka

I is a
degenerate BFS .

⇐ suppose I is a BES w.r.tn . B .

a- = ( III ) =
( Bj )
's

suppose Jr is not an extreme

pt .

of PF . i.e .
I E. Tea C- PF .
I tag
I t £2 .
Sit . I = dat t CI -
X ) Is for some d E CO . is .

let I. =

(U) E-
( tf ) where vi. To Elkin

Vi VT Elen .
- m .

I
(
Et
(
Then have B nut
)
d

)
, we . et -
is
=

iv. + ( i -
a , VT as
 For (2) . Since de lo is .
.
I 38 . Js 35 .
we have I -

-
Tse = 8 .

(u)
Therefore ,
AZ ,
=
( B N) = BE + N . 8 = But = I T .
= B-
'
I

( Wg )
A- Is = ( B N ) = But two = But = I Th '
-
B
-
'
5

E- 's =3 =3
( Bj )
'

.
.
. .

contradiction Hence I PF
is an extreme
pt of #
.

.
.

÷÷÷÷÷÷:÷:÷:::EsIn+.some...i
Remark .

① The set of extreme pts of PF is the same as the set of BFS

of PF .

② I one -
to -
one
correspondence only when there is no
degeneracy .

③ Since for most

of the time ,
we will consider nondegenerate cases, we

N BFS
will denote
by BFS and
specify DBFS as an
exception .
Example 2K , Us =4

{
-1 Kz 1-

3. 2 I G
.
. 2e , +22k +2cg =

N . . K2 , 23 ,
Ka 30

27 ST
-

( O O NBFS Nz
( is .
=
, .
4 .
6
← 2K , -122=4

Iiic's Iii ;
=
( O, 3 ,
I .
03T NBFS

Civ , I, =L % % 0,05, ,
NBFS

Z ,
-1222=6
f -

:
Example 2K , Us =4

{
t ka 1-

3. 2 I 6
.
. 2e , +22k +2cg =

N . . K2 , 23 ,
Ka 30

( is E- = ( O ,
O .
4 .
6 ST N BFS

liii, Iii ;
=
CO 3 , ,
I .
05 NBFS

Civ , I, =L % 43 0.05 . ,
NBFS

Ii E-in to each
R
adjacent
{ Iii
.
are other

.
oh E- u are
adjacent to each other .

They have all but one basic variables in common .

Adjacent BS : 2 distinct BS are said to be

adjacent if they share all

but one basic variables

Example ( degenerate BFS ) .

2N , EG 2K ,
4
III.
Na "

Guitar ( Te
t " =

a. + sea = b
" "

.si?o5--
2
24 2<70
.

.. .. .
. . . . . .

t:
2 l

:)
l O O
" 4
"
: : : : :
:

rank CA ) = rank ( Ab ) =3 <5 AT =3 has infinite number of sols .

I
22=2 Cas -

- o )
To determine a BFS ,
B has 3 cols .

Jeb EIR
's
IN EIR
'

: :: : : : :÷÷: :
a

÷:* . .
a

nonbasic variables can determine ( 2,0) .

T
Zz -
- o
( 23=0 ) (Z) =3 Sets of basis B can
2K , + Nz =
4
determine 12,03 .

① IN =
( Zz 235 IB -

CK sea 255 25=0

degenerate

}
-

. .
, , ,
.

② IN =
( Nz 25 > ,
T
,
IB = ( Kc ,
K2 , Ka >
T
22=0 .

basic Variable

③ IN = ' 22 .
255 . Is = ( se . . zs , % , se, so ,

3 different sets of BFS come

.sp .
to the same extreme
pt .
Question : How
many BFS are there to a LP in standard form ?

# of BS ⇐> #
of ways to form basis B .

⇐ # of ways to select m L I
-
.
cols from

n cols in A .

#ofBF#

%%Lphasafhite#ofBFSlextremept
3. 3 Fundamental Thin of LP

"s%÷÷÷÷weAtkm÷rakm=m
Think consider a LP in standard form :

Ca )
if I a feasible Sol ,
then I a BFS

b)
(
if I an
opt Sol ,
then .
I an
opt BFS .
Cas l Idea : Given a FS , we construct a BFS ) .

A =
( 47 ,
- . .

.
4Th ) .
let Je = ( x. .
. - -

, seu T be a feasible so l
h
then -

I Kj
→

Aj b
.
=
.

5- I

Assume that p of Kj 's

exactly are nonzero vlog : ki
xp
- - i

, .
. .

Kpti ,
=

Up+2 = - - - =
kn = 0 .

Easy .

aj -
- I .

① if taj Yj? ,
L .
I .
then
p Em .

lis if p =
m . then .
basis D= ( E . .
- r .

. Ip ) ,
I is a BFS .

a-is if pam , then m -

p cols can be selected from tape . .

- -
i. AT
such that the resulting in cols are L I -
.

Assigning the value zero to the corresponding m -

p variables

yields a
degenerate BFS .

② if { AT YE , L D -
.
,
then .
I y, , ya .
.
-
i

.
yp ,
at least one of
such
which is positive ,
that
,¥ yjaj ,
= 8

P >

Then .
E (
Nj -

Eyj ) AT = b V-E .

5-I
n -

p
-
I ST "
let = ( y , , ya ,
- . .

.
yp ,
o. .
- -
O EIR

is a Sol to AZ =3 ,
but
may violate

nonnegative requirement .
For I -

Ey ,

let ET from O .

if yj then Eyj d

{
70 ,
Kj
-

, ,

if yj =o , then .

Kj
-

Eyj no
change .

if bj so ,
then Nj
-

Eyj T

In order to maintain feasibility , let ET to the first value

that makes one or more entries of E E5

-
to become 0 .

i. e .

Kj
-

Eyj so if yj >o .
E E
k¥7 if y; so .

Eo = min I fI y; >o 's .

I -

Eog is a feasible Sol with at most p -

i positive entries .

Repeating this
process if necessary ,
we can eliminate positive
variables until we can have a feasible Sol with corresponding
Als that are L -
I .
.
At that point ,
case ① applies .
"

PYbejifzanoptsol.then.7-anoptBFI.lt
I = (x ..
- - -

,
Rust be an
opt
Sol .

Suppose exactly p entries are positive ,

W LOG : ki .
- - i

,
xp .

Similarly ,
2 cases :

① ta .
.
-
- r

. Tp Y L -
I .
Jc is an
opt BFS
.

② ta ,
- - -

.
Ep Y L D,. same as before .
We can generate
a BFS 2T -

EJ .. we need to show it's an opt Sol .

i. e I EJ value as I
.
-

provides the same

obj .

i. e .
E' I = E' CE -

EIS ie . .

From Cas ,
TE from O , to maintain feasibility .

E- min 1k¥ I yj >o Y .

Now , d E from
, O,

if yj so Eyj T

l if big
Nj
-

no
change
egg
'

'
ai
-

,
Nj Eyj
.

.
-

To maintain feasibility ,
Nj
-

Eyj 30 V-
Gj co .

i.e .
E > , tyjco
E = max { 7s I b- so Y .

VEE ( E ,
I ) ,
I -

EJ is feasible .

if E'5>0 let EE ( E. ) then EI EE'S E' I

{ if
,
o , .
- >

E'5<0 , let EE co . I) ,
then EE -

EET > E' I

ET -
-
o . i.e .
I -
EJ is an
opt BFS .
# .
 Remark .

( Is This thin reduces the task of solving a LP to that of searching over

( nm )
BFS which is
m?÷m,T
. at most
=

But
L2) enumeration method is really inefficient .

1 Small problem in
reality )
E.
G .
m = 10 n = 20 size

for the worst case :

# of BS =
( nm ) =
( %) =
184,800

Also to get each

, BS .
We need to solve a 10x to linear system .
Eff ; ; g) ( In;) fi: )
-

-
a. a. us > o .

Feasible Sol : I =L 2 .
3 ,
1ST .

Since rankl A) = 2 C
3 I is not a BFS .

Now , let 's generate a BFS from I .

① find yi

(I)
.

Since Itza .
-
Is =3 ,
D=

② Construct a new FS . with fewer positive entries

( as E -

- min 1M¥ I yi > 04

-
-
min IF I ,
.
-
Y
= 3/2 .

e5
f } ) %fI )=f¥ ) BFS
• -
-

-
.

,
.

Cb) E= max { FT t y
-

.
so I
= max f- ,
-

,
I y ,

= -
I

=/ } ) asf ! ) f ! )
E- E5 -
-
-
BFS .

(C, if let N , vanish .

E = Nyt ,
= 7=2 .

I -

E5 =

( 23 ),
-
z
( ÷ ) ( Fa ) =
infeasible BS .
wnpty ,itha
conduit.ua?kon--ele7femlRenpt+.AE=b.I3o
Pf
- ,

K is
nonempty I at least one feasible Sol to LP with K as its

feasible
region .

(F )
I a BFS to LP with K as its feasible region .

→ I Ann extreme pt .

( Thin 2)
It .

www..FI:1#meerep+isoanIItIe::..EeyPeg:onth.ereisanoptso
IPNPositiohfi-oyffehye.aratoabnjafggemgtq.ae
mxvaiueoue a l

PI .
let Je . . Is .
. - -

,
Ip be an extreme pts of K .

( ta Ek ,
I =
EE ,
di Ii . where di > 0 , ¥ ,
di =
i )
Then .

ETI = IT ( II. ai Ii ) =
¥7,
A- E' Ei )

let Zo m { E'Ii } E' Et

,ax
= =

EI e Ez ,
di If = ( Eiti ) E' It = E'sit

The max value of EI over k is It .

# .
 *
Polytope is formed
by convex combinations of its extreme
pts .

( ta Ek ,
I =
II. di Ii . where di > 0 , Fendi =
'
) .

for p =3
]
U,
I = 22T , + Ci -
2) I .
OELEI

I =p Ist Ci -

B > Is OE
p El

ai
z=±E+±EEI IEEE> Is
.

+
.

b -

Ks ti ta tz

Easy t check :

① ti > o II. 2.3

{ ② I ,ti -

-
I