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Dinh The Luc

Multiobjective
Linear
Programming
An Introduction
Multiobjective Linear Programming
Dinh The Luc

Multiobjective Linear
Programming
An Introduction

123
Dinh The Luc
Avignon University
Avignon
France

ISBN 978-3-319-21090-2 ISBN 978-3-319-21091-9 (eBook)

DOI 10.1007/978-3-319-21091-9

Library of Congress Control Number: 2015943841

Springer Cham Heidelberg New York Dordrecht London

© Springer International Publishing Switzerland 2016
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To Dieu Huyen,
Liuli and The Duc
Preface

Multiobjective optimization problems arise in decision-making processes in many

areas of human activity including economics, engineering, transportation, water
resources, and the social sciences. Although most real-life problems involve non-
linear objective functions and constraints, solution methods are principally
straightforward in problems with a linear structure. Apart from Zeleny’s classic
1974 work entitled “Linear Multiobjective Programming” and Steuer’s 1986 book
“Multiple Criteria Optimization: Theory, Computation and Application,” nearly all
textbooks and monographs on multiobjective optimization are devoted to non-
convex problems in a general setting, sometimes with set-valued data, which are not
always accessible to practitioners. The main purpose of this book is to introduce
readers to the field of multiobjective optimization using problems with fairly simple
structures, namely those in which the objective and constraint functions are linear.
By working with linear problems, readers will easily come to grasp the fundamental
concepts of vector problems, recognize parallelisms in more complicated problems
with scalar linear programming, analyze difficulties related to multi-dimensionality
in the outcome space, and develop effective methods for treating multiobjective
problems.
Because of the introductory nature of the book, we have sought to present the
material in as elementary a fashion as possible, so as to require only a minimum of
mathematical background knowledge. The first part of the book consists of two
chapters providing the necessary concepts and results on convex polyhedral sets
and linear programming to prepare readers for the new area of optimization with
several objective functions. The second part of the book begins with an examination
of the concept of Pareto optimality, distinguishing it from the classical concept of
optimality used in traditional optimization. Two of the most interesting topics in
this part of the book involve duality and stability in multiple objective linear
programming, both of which are discussed in detail. The third part of the book is
devoted to numerical algorithms for solving multiple objective linear programs.
This includes the well-known multiple objective simplex method, the outcome
space method, and a recent method using normal cone directions.

vii
viii Preface

Although some new research results are incorporated into the book, it is well
suited for use in the first part of a course on multiobjective optimization for
undergraduates or first-year graduate students in applied mathematics, engineering,
computer science, operations research, and economics. Neither integer problems
nor fuzzy linear problems are addressed. Further, applications to other domains are
not tackled, though students will certainly have no real difficulty in studying them,
once the basic results of this book assimilated.
During the preparation of this manuscript I have benefited from the assistance of
many people. I am grateful to my Post-Ph.D. and Ph.D. students Anulekha Dhara,
Truong Thi Thanh Phuong, Tran Ngoc Thang, and Moslem Zamani for their careful
reading of the manuscript. I would also like to thank Moslem Zamani for the
illustrative figures he made for this book. I want to take this opportunity to give
special thanks to Juan-Enrique Martinez-Legaz (Autonomous University of
Barcelona), Boris Mordukhovich (Wayne State University), Nguyen Thi Bach Kim
(Hanoi Polytechnical University), Panos Pardalos (University of Florida), Michel
Thera (University of Limoges), Majid Soleimani-Damaneh (University of Tehran),
Ralph E. Steuer (University of Georgia), Michel Volle (University of Avignon), and
Mohammad Yaghoobi (University of Kerman) for their valued support in this
endeavor.

Avignon Dinh The Luc

December 2014
Contents

1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Part I Background

2 Convex Polyhedra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.1 The Space Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 System of Linear Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.3 Convex Polyhedra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.4 Basis and Vertices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

3 Linear Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1 Optimal Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.2 Dual Problems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.3 The Simplex Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

Part II Theory

4 Pareto Optimality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.1 Pareto Maximal Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.2 Multiobjective Linear Problems . . . . . . . . . . . . . . . . . . . . . . . . 102
4.3 Scalarization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112

5 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
5.1 Dual Sets and Dual Problems . . . . . . . . . . . . . . . . . . . . . . . . . 119
5.2 Ideal Dual Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
5.3 Strong Dual Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
5.4 Weak Dual Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.5 Lagrangian Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144

ix
x Contents

5.6 Parametric Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

5.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176

6 Sensitivity and Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183

6.1 Parametric Convex Polyhedra . . . . . . . . . . . . . . . . . . . . . . . . . 183
6.2 Sensitivity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
6.3 Error Bounds and Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
6.4 Post-optimal Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
6.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234

Part III Methods

7 Multiobjective Simplex Method. . . . . . . . . . . . . . . . . . . . . . . . . . . 241

7.1 Description of the Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
7.2 The Multiobjective Simplex Tableau . . . . . . . . . . . . . . . . . . . . 247
7.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258

8 Normal Cone Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261

8.1 Normal Index Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
8.2 Positive Index Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
8.3 The Normal Cone Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284

9 Outcome Space Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289

9.1 Analysis of the Efficient Set in the Outcome Space . . . . . . . . . . 289
9.2 Free Disposal Hull . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
9.3 Outer Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
9.4 The Outcome Space Algorithm . . . . . . . . . . . . . . . . . . . . . . . . 299
9.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305

Bibliographical Notes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309

References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
Notations

N Natural numbers
R Real numbers
Rn Euclidean n-dimensional space
LðRn ; Rm Þ Space of m  n matrices
Bn Closed unit ball in Rn
Sn Unit sphere in Rn
Bmn Closed unit ball in LðRn ; Rm Þ
e Vector of ones
ei i-th coordinate unit vector
Δ Standard simplex
k xk Euclidean norm
k x k1 Max-norm
hx; yi Canonical scalar product
5 Less than or equal to
 Less than but not equal to
\ Strictly less than
affðAÞ Affine hull

clðAÞ, A Closure
intðAÞ Interior
riðAÞ Relative interior
coðAÞ Convex hull
coðAÞ Closed convex hull
coneðAÞ Conic hull
posðAÞ Positive hull
MaxðAÞ Set of maximal elements
WMaxðAÞ Set of weakly maximal elements
MinðAÞ Set of minimal elements
WMinðAÞ Set of weakly minimal elements
S(MOLP) Efficient solution set
WS(MOLP) Weakly efficient solution set

xi
xii Notations

supðAÞ Supremum
IðxÞ Active index set at x
A? Orthogonal
A Negative polar cone
A1 Recession/asymptotic cone
NA ðxÞ Normal cone
dðx; CÞ Distance function
hðA; BÞ Hausdorff distance
grðGÞ Graph
suppðxÞ Support
Chapter 1
Introduction

Mathematical optimization studies the problem of finding the best element from a set
of feasible alternatives with regard to a criterion or objective function. It is written
in the form

optimize f (x)
subject to x ∈ X,

where X is a nonempty set, called a feasible set or a set of feasible alternatives, and
f is a real function on X , called a criterion or objective function. Here “optimize”
stands for either “minimize” or “maximize” which amounts to finding x̄ ∈ X such
that either f (x̄)  f (x) for all x ∈ X , or f (x̄)  f (x) for all x ∈ X .
This model offers a general framework for studying a variety of real-world and
theoretical problems in the sciences and human activities. However, in many practical
situations, we tend to encounter problems that involve not just one criterion, but a
number of criteria, which are often in conflict with each other. It then becomes
impossible to model such problems in the above-mentioned optimization framework.
Here are some instances of such situations.
Automotive design The objective of automotive design is to determine the technical
parameters of a vehicle to minimize (1) production costs, (2) fuel consumption, and
(3) emissions, while maximizing (4) performance and (5) crash safety. These criteria
are not always compatible; for instance a high-performance engine often involves
very high production costs, which means that no design can optimally fulfill all
criteria.
House purchase Buying property is one of life’s weightiest decisions and often
requires the help of real estate agencies. An agency suggests a number of houses
or apartments which roughly meet the potential buyer’s budget and requirements. In
order to make a decision, the buyer assesses the available offers on the basis of his
or her criteria. The final choice should satisfy the following: minimal cost, minimal
maintenance charges, maximal quality and comfort, best environment etc. It is quite

© Springer International Publishing Switzerland 2016 1

D.T. Luc, Multiobjective Linear Programming,
DOI 10.1007/978-3-319-21091-9_1
2 1 Introduction

natural that the higher the quality of the house, the more expensive it is; as such, it
is impossible to make the best choice without compromising.
Distributing electrical power In a system of thermal generators the chief problem
concerns allocating the output of each generator in the system. The aim is not only
to satisfy the demand for electricity, but also to fulfill two main criteria: minimizing
the costs of power generation and minimizing emissions. Since the costs and the
emissions are measured in different units, we cannot combine the two criteria into one.
Queen Dido’s city Queen Dido’s famous problem consists of finding a territory
bounded by a line which has the maximum area for a given perimeter. According to
elementary calculus, the solution is known to be a circle. However, as it is incon-
ceivable to have a city touching the sea without a seashore, Queen Dido set another
objective, namely for her territory to have as large a seashore as possible. As a result,
a semicircle partly satisfies her two objectives, but fails to maximize either aspect.
As we have seen, even in the simplest situations described above there can be
no alternative found that simultaneously satisfies all criteria, which means that the
known concepts of optimization do not apply and there is a real need to develop new
notions of optimality for problems involving multiple objective functions. Such a
concept was introduced by Pareto (1848–1923), an Italian economist who explained
the Pareto optimum as follows: “The optimum allocation of the resources of a society
is not attained so long as it is possible to make at least one individual better off in his
own estimation while keeping others as well off as before in their own estimation.”
Prior to Pareto, the Irish economist Edgeworth (1845–1926) had defined an optimum
for the multiutility problem of two consumers P and Q as “a point (x, y) such that in
whatever direction we take an infinitely small step, P and Q do not increase together
but that, while one increases, the other decreases.” According to the definition put
forward by Pareto, among the feasible alternatives, those that can simultaneously be
improved with respect to all criteria cannot be optimal. And an alternative is optimal
if any alternative better than it with respect to a certain criterion is worse with respect
to some other criterion, that is, if a tradeoff takes place when trying to find a better
alternative. From the mathematical point of view, if one defines a domination order
in the set of feasible alternatives by a set of criteria—an alternative a dominates
an alternative b if the value of every criterion function at a is bigger than that at
b—then an alternative is optimal in the Pareto sense if it is dominated by no other
alternatives. In other words, an alternative is optimal if it is maximal with respect
to the above order. This explains the mathematical origin of the theory of multiple
objective optimization, which stems from the theory of ordered spaces developed by
Cantor (1845–1918) and Hausdorff (1868–1942).
A typical example of ordered spaces, frequently encountered in practice, is the
finite dimensional Euclidean space Rn with n ≥ 2, in which two vectors a and b
are comparable, let’s say a is bigger than or equal to b if all coordinates of a are
bigger than or equal to the corresponding coordinates of b. A multiple objective
optimization problem is then written as
1 Introduction 3

Maximize F(x) := ( f 1 (x), . . . , f k (x))

subject to x ∈ X,

where f 1 , . . . , f k are real objective functions on X and “Maximize” signifies finding

an element x̄ ∈ X such that no value F(x), x ∈ X is bigger than the value F(x̄). It
is essential to note that the solution x̄ is not worse than any other solution, but in no
ways it is the best one, that is, the value F(x̄) cannot be bigger than or equal to all
values F(x), x ∈ X in general. A direct consequence of this observation is the fact
that the set of “optimal values” is not a singleton, which forces practitioners to find
a number of “optimal solutions” before making a final decision. Therefore, solving
a multiple objective optimization problem is commonly understood as finding the
entire set of “optimal solutions” or “optimal values”, or at least a representative
portion of them. Indeed, this is the point that makes multiple objective optimization
a challenging and fascinating field of theoretical research and application.
 Part I
Background
Chapter 2
Convex Polyhedra

We begin the chapter by introducing basic concepts of convex sets and linear func-
tions in a Euclidean space. We review some of fundamental facts about convex
polyhedral sets determined by systems of linear equations and inequalities, includ-
ing Farkas’ theorem of the alternative which is considered a keystone of the theory
of mathematical programming.

2.1 The Space Rn

Throughout this book, Rn denotes the n-dimensional Euclidean space of real column
n-vectors. The norm of a vector x with components x1 , · · · , xn is given by
 n 1/2

x = (xi ) 2
.
i=1

The inner product of two vectors x and y in Rn is expressed as


n
x, y = xi yi .
i=1

The closed unit ball, the open unit ball and the unit sphere of Rn are respectively
defined by
 
Bn := x ∈ Rn : x  1 ,
 
int(Bn ) := x ∈ Rn : x < 1 ,
 
Sn := x ∈ Rn : x = 1 .

© Springer International Publishing Switzerland 2016 7

D.T. Luc, Multiobjective Linear Programming,
DOI 10.1007/978-3-319-21091-9_2
8 2 Convex Polyhedra

Given a nonempty set Q ⊆ Rn , we denote the closure of Q by cl(Q) and its interior
by int(Q). The conic hull, the positive hull and the affine hull of Q are respectively
given by
 
cone(Q) := ta : a ∈ Q, t ∈ R, t  0 ,
 k 

pos(Q) := ti a i : a i ∈ Q, ti ∈ R, ti  0, i = 1, · · · , k with k ∈ N ,
i=1
 

k 
k
aff(Q) := ti a : a ∈ Q, ti ∈ R, i = 1, · · · , k and
i i
ti = 1 with k ∈ N ,
i=1 i=1

where N denotes the set of natural numbers (Figs. 2.1, 2.2 and 2.3).

Fig. 2.1 Conic hull (with

Q = Q1 ∪ Q2) cone(Q)

Q1

cone(Q)
Q2

Fig. 2.2 Positive hull (with

Q = Q1 ∪ Q2)
pos(Q)
Q1

Q2
2.1 The Space Rn 9

Fig. 2.3 Affine hull (with

Q = Q1 ∪ Q2)
af f (Q)
Q1

Q2

Among the sets described above cone(Q) and pos(Q) are cones, that is, they are
invariant under multiplication by positive numbers; pos(Q) is also invariant under
addition of its elements; and aff(Q) is an affine subspace of Rn . For two vectors x
and y of Rn , inequalities x > y and x  y mean respectively xi > yi and xi  yi
for all i = 1, · · · , n. When x  y and x = y, we write x ≥ y. So a vector x is
positive, that is x  0, if its components are non-negative; and it is strictly positive
if its components are all strictly positive. The set of all positive vectors of Rn is the
positive orthant Rn+ . Sometimes row vectors are also considered. They are transposes
of column vectors. Operations on row vectors are performed in the same manner as
on column vectors. Thus, for two row n-vectors c and d, their inner product is
expressed by

n
c, d = c T , d T  = ci di ,
i=1

where the upper index T denotes the transpose. On the other hand, if c is a row vector
and x is a column vector, then the product cx is understood as a matrix product which
is equal to the inner product c T , x.

Convex sets
We call a subset Q of Rn convex if the segment joining any two points of Q lies entirely
in Q, which means that for every x, y ∈ Q and for every real number λ ∈ [0, 1], one
has λx + (1 − λ)y ∈ Q (Figs. 2.4, 2.5). It follows directly from the definition that the
intersection of convex sets, the Cartesian product of convex sets, the image and inverse
image of a convex set under a linear transformation, the interior and the closure of a
convex set are convex. In particular, the sum Q 1 + Q 2 := {x + y : x ∈ Q 1 , y ∈ Q 2 }
of two convex sets Q 1 and Q 2 is convex; the conic hull of a convex set is convex.
The positive hull and the affine hull of any set are convex.
The convex hull of Q, denoted co(Q) (Fig. 2.6), consists of all convex combina-
tions of elements of Q, that is,
10 2 Convex Polyhedra

Fig. 2.4 Convex set

y

Fig. 2.5 Nonconvex set

x
y

 

k 
k
co(Q) := λi x : x ∈ Q, λi  0, i = 1, · · · , k and
i i
λi = 1 with k ∈ N .
i=1 i=1

It is the intersection of all convex sets containing Q. The closure of the convex hull
of Q will be denoted by co(Q), which is exactly the intersection of all closed convex
sets containing Q. The positive hull of a set is the conic hull of its convex hull. A
k
convex combination i=1 λi x i is strict if all coefficients λi are strictly positive.
Given a nonempty convex subset Q of Rn , the relative interior of Q, denoted
ri(Q), is its interior relative to its affine hull, that is,
 
ri(Q) := x ∈ Q : (x + εBn ) ∩ aff(Q) ⊆ Q for some ε > 0 .

Equivalently, a point x in Q is a relative interior point if and only if for any point y in
Q there is a positive number δ such that the segment joining the points x − δ(x − y)
and x + δ(x − y) entirely lies in Q. As a consequence, any strict convex combination
of a finite collection {x 1 , · · · , x k } belongs to the relative interior of its convex hull
(see also Lemma 6.4.8). It is important to note also that every nonempty convex set
in Rn has a nonempty relative interior. Moreover, if two convex sets Q 1 and Q 2 have
at least one relative interior point in common, then ri(Q 1 ∩ Q 2 ) = ri(Q 1 ) ∩ ri(Q 2 ).

Fig. 2.6 Convex hull of Q

co(Q)
Q
2.1 The Space Rn 11

Fig. 2.7 The standard

simplex in R3

Example 2.1.1 (Standard simplex) Let ei be the ith coordinate unit vector of Rn ,
that is its components are all zero except for the ith component equal to one. Let Δ
denote the convex hull of e1 , · · · , en . Then a vector x with components x1 , · · · , xn is
n
an element of Δ if and only if xi  0, i = 1, · · · , n and i=1 xi = 1. This set has no
interior point. However, its relative interior consists of x with xi > 0, i = 1, · · · , n
n
and i=1 xi = 1. The set Δ is called the standard simplex of Rn (Fig. 2.7).

Caratheodory’s theorem
It turns out that the convex hull of a set Q in the space Rn can be obtained by convex
combinations of at most n + 1 elements of Q. First we see this for positive hull.

Theorem 2.1.2 Let {a 1 , · · · , a k } be a collection of vectors in Rn . Then for every

nonzero vector x from the positive hull pos{a 1 , · · · , a k } there exists an index set
I ⊆ {1, · · · , k} such that
(i) the vectors a i , i ∈ I are linearly independent;
(ii) x belongs to the positive hull pos{a i , i ∈ I }.

Proof Since the collection {a 1 , · · · , a k } is finite, we may choose an index set I of

minimum cardinality such that x ∈ pos{a i , i ∈ I }. It is evident that there are strictly
positive numbers ti , i ∈ I such that x = i∈I ti a i . We prove that (i) holds for this
I . Indeed, if not, one can find an index j ∈ I and real numbers si such that

aj − si a i = 0.
i∈I \{ j}

Set ti
ε = min t j and − : i ∈ I with si < 0
si

and express
12 2 Convex Polyhedra
 
x= ti a i − ε a j − si a i
i∈I i∈I \{ j}

= (t j − ε)a + j
(ti + εsi )a i .
i∈I \{ j}

It is clear that in the latter sum those coefficients corresponding to the indices that
realize the minimum in the definition of ε are equal to zero. By this, x lies in the
positive hull of less than |I | vectors of the collection. This contradiction completes
the proof. 

A collection of vectors {a 1 , · · · , a k } in Rn is said to be affinely independent if

the dimension of the subspace aff{a 1 , · · · , a k } is equal to k − 1. By convention a set
consisting of a solitary vector is affinely independent. The next result is a version of
Caratheodory’s theorem and well-known in convex analysis.

Corollary 2.1.3 Let {a 1 , · · · , a k } be a collection of vectors in Rn . Then for every

x ∈ co{a 1 , · · · , a k } there exists an index set I ⊆ {1, · · · , k} such that
(i) the vectors a i , i ∈ I are affinely independent
(ii) x belongs to the convex hull of a i , i ∈ I.

Proof We consider the collection of vectors v i = (a i , 1), i = 1, · · · , k in the space

Rn × R. It is easy to verify that x belongs to the convex hull co{a 1 , · · · , a k } if
and only if the vector (x, 1) belongs to the positive hull pos{v 1 , · · · , v k }. Applying
Theorem 2.1.2 to the latter positive hull we deduce the existence of an index set
I ⊆ {1, · · · , k} such that the vector (x, 1) belongs to the positive hull pos{v i , i ∈ I }
and the collection {v i , i ∈ I } is linearly independent. Then x belongs to the convex
hull co{a i , i ∈ I } and the collection {a i , i ∈ I } is affinely independent. 

Linear operators and matrices

A mapping φ : Rn → Rk is called a linear operator between Rn and Rk if
(i) φ(x + y) = φ(x) + φ(y),
(ii) φ(t x) = tφ(x)
for every x, y ∈ Rn and t ∈ R. The kernel and the image of φ are the sets
 
Kerφ = x ∈ Rn : φ(x) = 0 ,
 
Imφ = y ∈ Rk : y = φ(x) for some x ∈ Rn .

These sets are linear subspaces of Rn and Rk respectively.

We denote the k × n-matrix whose columns are c1 , · · · , cn by C, where ci is the
vector image of the ith coordinate unit vector ei by φ. Then for every vector x of Rn
one has
φ(x) = C x.
2.1 The Space Rn 13

The mapping x → C x is clearly a linear operator from Rn to Rk . This explains

why one can identify a linear operator with a matrix. The space of k × n matrices
is denoted by L(Rn , Rk ). The transpose of a matrix C is denoted by C T . The norm
and the inner product in the space of matrices are given by
  1/2
C = |ci j |2 ,
i=1,··· ,n j=1,··· ,n
 
C, B = ci j bi j .
i=1,··· ,n j=1,··· ,n

The norm C is called also the Frobenius norm.

The inner product C, B is nothing but the trace of the matrix C B T . Sometimes
the space L(Rn , Rk ) is identified with the n × k-dimensional Euclidean space Rn×k .

Linear functionals
A particular case of linear operators is when the value space is one-dimensional. This
is the space of linear functionals on Rn and often identified with the space Rn itself.
Thus, each linear functional φ is given by a vector dφ by the formula

φ(x) = dφ , x.

When dφ = 0, the kernel of φ is called a hyperplane; the vector dφ is a normal vector

to this hyperplane. Geometrically, dφ is orthogonal to the hyperplane Kerφ. The sets
 
x ∈ Rn : dφ , x  0 ,
 
x ∈ Rn : dφ , x  0

are closed halfspaces and the sets

 
x ∈ Rn : dφ , x > 0 ,
 
x ∈ Rn : dφ , x < 0

are open halfspaces bounded by the hyperplane Kerφ. Given a real number α and a
nonzero vector d of Rn , one also understands a hyperplane of type
 
H (d, α) = x ∈ Rn : d, x = α .

The sets
 
H+ (d, α) = x ∈ Rn : d, x  α ,
 
H− (d, α) = x ∈ Rn : d, x  α

are positive and negative halfspaces and the sets

14 2 Convex Polyhedra
   
int H+ (d, α) = x ∈ Rn : d, x > α ,
   
int H− (d, α) = x ∈ Rn : d, x < α

are positive and negative open halfspaces.

Theorem 2.1.4 Let Q be a nonempty convex set in Rn and let d, . be a positive
functional on Q, that is d, x  0 for every x ∈ Q. If d, x = 0 for some relative
interior point x of Q, then d, . is zero on Q.

Proof Let y be any point in Q. Since x is a relative interior point, there exists a
positive number δ such that x + t (y − x) ∈ Q for |t|  δ. Applying d, . to this
point we obtain
d, x + t (y − x) = td, y  0

for all t ∈ [−δ, δ]. This implies that d, y = 0 as requested. 

2.2 System of Linear Inequalities

We shall mainly deal with two kinds of systems of linear equations and inequalities.
The first system consists of k inequalities

a i , x  bi , i = 1, · · · , k, (2.1)

where a 1 , · · · , a k are n-dimensional column vectors and b1 , · · · , bk are real num-

bers; and the second system consists of k equations which involves positive vectors
only

a i , x = bi , i = 1, · · · , k (2.2)
x  0.

Denoting by A the k × n-matrix whose rows are the transposes of a 1 , · · · , a k and

by b the column k-vector of components b1 , · · · , bk , we can write the systems (2.1)
and (2.2) in matrix form
Ax  b (2.3)

and

Ax = b (2.4)
x  0.

Notice that any system of linear equations and inequalities can be converted to the
two matrix forms described above. To this end it suffices to perform three operations:
2.2 System of Linear Inequalities 15

(a) Express each variable xi as difference of two non-negative variables xi = xi+ −

xi− where

xi+ = max{xi ; 0},

xi− = max{−xi ; 0}.

(b) Introduce a non-negative slack variable yi in order to obtain equivalence between

inequality a i , x  bi and equality a i , x + yi = bi . Similarly, with a non-
negative surplus variable z i one may express inequality a i , x  bi as equality
a i , x − z i = bi .
(c) Express equality a i , x = bi by two inequalities a i , x  bi and a i , x  bi .

Example 2.2.1 Consider the following system

x1 + 2x2 = 1,
−x1 − x2  0.

It is written in form (2.3) as

⎛ ⎞ ⎛ ⎞
1 2   1
⎝ −1 −2 ⎠ x1  ⎝ −1 ⎠
x2
1 1 0

and in form (2.4) with a surplus variable y as

   
1 −1 2 −2 0  + − + − T 1
x1 , x1 , x2 , x2 , y = ,
−1 1 −1 1 −1 0
(x1+ , x1− , x2+ , x2− , y)T  0.

Redundant equation
Given a system (2.4) we say it is redundant if at least one of the equations (called
redundant equation) can be expressed as a linear combination of the others. In other
words, it is redundant if there is a nonzero k-dimensional vector λ such that

A T λ = 0,
b, λ = 0.

Moreover, redundant equations can be dropped from the system without changing
its solution set. Similarly, an inequation of (2.1) is called redundant if its removal
from the system does not change the solution set.
16 2 Convex Polyhedra

Proposition 2.2.2 Assume that k  n and that the system (2.4) is consistent. Then
it is not redundant if and only if the matrix A has full rank.
Proof If one of equations, say a 1 , x = b1 , is redundant, then a 1 is a linear combina-
tion of a 2 , · · · , a k . Hence the rank of A is not maximal, it is less than k. Conversely,
when the rank of A is maximal (equal to k), no row of A is a linear combination of
the others. Hence no equation of the system can be expressed as a linear combination
of the others. 

Farkas’ theorem
One of the theorems of the alternative that are pillars of the theory of linear and
nonlinear programming is Farkas’ theorem or Farkas’ lemma. There are a variety of
ways to prove it, the one we present here is elementary.
Theorem 2.2.3 (Farkas’ theorem) Exactly one of the following systems has a
solution:
(i) Ax = b and x  0;
(ii) A T y  0 and b, y < 0.
Proof If the first system has a solution x, then for every y with A T y  0 one has

b, y = Ax, y = x, A T y  0,

which shows that the second system has no solution.

Now suppose the first system has no solution. Then either the system

Ax = b

has no solution, or it does have a solution, but every solution of it is not positive. In the
first case, choose m linearly independent columns of A, say a1 , · · · , am , where m is
the rank of A. Then the vectors a1 , · · · , am , b are linearly independent too (because
b does not lie in the space spanned by a1 , · · · , am ). Consequently, the system

ai , y = 0, i = 1, · · · , m,
b, y = −1

admits a solution. This implies that the system (ii) has solutions too. It remains to
prove the solvability of (ii) when Ax = b has solutions and they are all non-positive.
We do it by induction on the dimension of x. Assume n = 1. If the system ai1 x1 =
bi , i = 1, · · · , k has a negative solution x1 , then y = −(b1 , · · · , bk )T is a solution
of (ii) because A T y = −(a11 2 + · · · + a 2 )x > 0 and b, y = −(b2 + · · · + b2 ) < 0.
k1 1 1 k
Now assume n > 1 and that the result is true for the case of dimension n −1. Given an
n-vector x, denote by x the (n − 1)-vector consisting of the first (n − 1) components
of x. Let Ā be the matrix composed of the first (n − 1) columns of A. It is clear that
the system
2.2 System of Linear Inequalities 17

Āx = b and x  0

has no solution. By induction there is some y such that

T
A y  0,
b, y < 0.

If an , y  0, we are done. If an , y < 0, define new vectors

âi = ai , yan − an , yai , i = 1, · · · , n − 1,

b̂ = b, yan − an , yb

and consider a new system

â1 ξ1 + · · · + ân−1 ξn−1 = b̂. (2.5)

We claim that this system of k equations has no positive solution. Indeed, if not, say
ξ1 , · · · , ξn−1 were non-negative solutions, then the vector x with

xi = ξi , i = 1, · · · , n − 1,
1
xn = − a1 ξ1 + · · · + an−1 ξn−1 , y − b, y
an , y

T
should be a positive solution of (i) because −b, y > 0 and Aξ, y = ξ, A y  0
for ξ = (ξ1 , · · · , ξn−1 )T  0, implying xn  0. Applying the induction hypothesis
to (2.5) we deduce the existence of a k-vector ŷ with

âi , ŷ  0, i = 1, · · · , n − 1,
b̂, ŷ < 0.

Then the vector y = an , ŷy − an , y ŷ satisfies the system (ii). The proof is
complete. 

A number of consequences can be derived from Farkas’ theorem which are useful
in the study of linear systems and linear programming problems.

Corollary 2.2.4 Exactly one of the following systems has a solution:

(i) Ax = 0, c, x = 1 and x  0;
(ii) A T y  c.
18 2 Convex Polyhedra

Proof If (ii) has a solution y, then for a positive vector x with Ax = 0 one has

0 = y, Ax = A T y, x  c, x.

So (i) is not solvable. Conversely, if (i) has no solution, then applying Farkas’ theorem
to the inconsistent system
   
A 0
x= and x  0
cT 1

yields the existence of a vector y and of a real number t such that

     
y 0 y
AT c  0 and , < 0.
t 1 t

Hence t < 0 and −y/t is a solution of (ii). 

Corollary 2.2.5 Exactly one of the following systems has a solution:

(i) Ax ≥ 0 and x  0;
(ii) A T y  0 and y > 0.

Proof By introducing a surplus variable z ∈ Rk we convert (i) to an equivalent

system

Ax − I z = 0,
 
x
 0,
z
  
x
c, = 1,
z

where c is an (n + k)-vector whose n first components are all zero and the remaining
components are one. According to Corollary 2.2.4 it has no solution if and only if
the following system has a solution
 
AT
y  c.
−I

It is clear that the latter system is equivalent to (ii). 

The next corollary is known as Motzkin’s theorem of the alternative.

Corollary 2.2.6 (Motzkin’s theorem) Let A and B be two matrices having the same
number of columns. Exactly one of the following systems has a solution:
(i) Ax > 0 and Bx  0;
(ii) A T y + B T z = 0, y ≥ 0 and z  0.
2.2 System of Linear Inequalities 19

Proof The system (ii) is evidently equivalent to the following one

    
AT B T y 0
=
eT 0 z 1
 
y
 0.
z

By Farkas’ theorem it is compatible (has a solution) if and only if the following

system is incompatible:
    
Ae x 0

B0 t 0
   
x 0
, < 0.
t 1

The latter system is evidently equivalent to the system of (i). 

Some classical theorems of alternatives are immediate from Corollary 2.2.6.

• Gordan’s theorem (B is the zero matrix):
Exactly one of the following systems has a solution
(1) Ax > 0;
(2) A T y = 0 and y ≥ 0.
• Ville’s theorem (B is the identity matrix):
Exactly one of the following systems has a solution
(3) Ax > 0 and x  0;
(4) A T y  0 and y ≥ 0.
 
B
• Stiemke’s theorem (A is the identity matrix and B is replaced by ):
−B
Exactly one of the following systems has a solution
(5) Bx = 0 and x > 0;
(6) B T y ≥ 0.

2.3 Convex Polyhedra

A set that can be expressed as the intersection of a finite number of closed half-spaces
is called a convex polyhedron. A convex bounded polyhedron is called a polytope.
According to the definition of closed half-spaces, a convex polyhedron is the solution
set to a finite system of inequalities
20 2 Convex Polyhedra

a i , x  bi , i = 1, · · · , k (2.6)

where a 1 , · · · , a k are n-dimensional column vectors and b1 , · · · , bk are real num-

bers. When bi = 0, i = 1, · · · , k, the solution set to (2.6) is a cone and called a
convex polyhedral cone. We assume throughout this section that the system is not
redundant and solvable.

Supporting hyperplanes and faces

Let P be a convex polyhedron and let

H = {x ∈ Rn : v, x = α}

be a hyperplane with v nonzero. We say H is a supporting hyperplane of P at a point

x ∈ P if the intersection of H with P contains x and P is contained in one of the
closed half-spaces bounded by H (Fig. 2.8). In this case, the nonempty set H ∩ P is
called a face of P. Thus, a nonempty subset F of P is a face if there is a nonzero
vector v ∈ Rn such that

v, y  v, x for all x ∈ F, y ∈ P.

When a face is zero-dimensional, it is called a vertex. A nonempty polyhedron may

have no vertex. By convention P is a face of itself; other faces are called proper
faces. One-dimensional faces are called edges. Two vertices are said to be adjacent
if they are end-points of an edge.

Example 2.3.1 Consider a system of three inequalities in R2 :

x1 + x2  1 (2.7)
−x1 − x2  0 (2.8)
−x1  0. (2.9)

Fig. 2.8 Supporting

hyperplane H

x
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 The journey taken, and the search made, the emissaries duly
returned. Their report fully satisfied the king that he had been
victimised, by some person or persons unknown, in the gloomy old
mansion—and his marriage with Madame de Maintenon was not
then or ever publicly and officially proclaimed. If he had any
suspicions of her complicity, he made no sign of them; either he
thought her incapable of using such base means of attaining the
desired end, or, on the other hand, he was indulgent to the not
unnatural desire to see published the fact of the honour he had
bestowed on her. At all events, calm and serene, outwardly dignified,
unruffled, Madame Louis Quatorze dwelt on at Versailles, in the
odour of all the sanctimoniousness and decorum the coming of
herself and of Père la Chaise had imparted to the vast place.
Well endowed personally and mentally, and amiably disposed,
Louis was admirably fitted by nature to represent the beloved and
worshipped king who had maintained the spiritual liberties of his
Protestant subjects, when he himself became a Catholic—since, as
he had said, “Paris vaut une Messe.” But though his naturally grand
deportment and the conviction of his own semi-divinity and sense of
great-doing had wrought Louis to brilliant achievements for the State,
apart from the glories of the battlefield, it is more than conceivable
that he was fully conscious of his own inadequate education and
rearing, to which Mazarin’s policy had limited him. Beneath all the
magnificent assumption, the common sense and inner
consciousness of Louis were not likely to fail, as time passed, to
show him that he was but a cipher in the scheme of the universe, an
atom; and under the theological direction of his Jesuit confessor, an
exaggerated estimate of his own sinfulness and imperfections
crushed him into melancholy and self-surrender, till he actually and
honestly imagined that eternal punishment threatened, unless he
humbled himself, as he did to the dust, to follow the instruction of his
Jesuit confessor. Yet Madame de Maintenon herself laments that
“she could never make him understand that humility was a Christian
virtue.” À qui la faute? His most intimate exemplar of the attribute
was one more outwardly shining than profound. There have been
apologists for Madame de Maintenon, and for Père la Chaise, and
for these promoters of the Nantes Revocation they do not seem to
be superfluous, these “Pièces Justificatives,” of the gouvernante of
the Montespan’s children, and later of their father. The Duc de St
Simon, among many other writers, makes less than no extenuation;
while, on the other hand, he describes Père la Chaise as a strong
Jesuit, yet withal neither fanatical nor fawning—and yet more
powerfully still in his favour, he says that although he advised the
Revocation of the Edict of Nantes, he was no party to the merciless
persecution by which it was followed.
Forgetting, or rather ignoring, his own youth, Louis imposed
rigorous discipline upon all about him. The merest peccadillo
incurred possibilities of imprisonment, and only absolute
impeccability being tolerated, pharisaism and hypocrisy were
rampant. The royal children and grandchildren were required, on
pain of utter disgrace, to make weekly confession, and no choice of
a spiritual director was permitted the Grand Dauphin. To Père la
Chaise, and to him alone, was committed the conscience of the
Jansenist Fénelon’s pupil; and at the great annual festivals of the
Church, all the members of the royal family were required to
communicate publicly. The Duchess of Burgundy was sorely rebuked
for a breach of this regulation.
The consideration and deference often only meagrely accorded to
Queen Maria Théresa, was never lacking to Louis’s morganatic wife.
One day, at the camp of Compiègne, on the occasion of a mock
siege, the king stood hat in hand, for more than an hour beside her
carriage door, explaining to her the manœuvres of the troops. Any
reference not entirely and absolutely complimentary to Madame
Louis Quatorze, or to anything connected with her past life, would
rouse him to violent anger. It would have seemed that the two went
in mortal fear of each other.
Such a slip of the tongue helped to bring about the disgrace of
Racine. He had long been admitted on an intimate friendly footing
with the royal family, and having in mind a wish to write a history of
the reign of Louis XIV., he was in the habit of bringing his notes on
the projected work to read to Madame de Maintenon. His honest and
veracious nature would have been untrue to itself if he had failed to
animadvert on the defectiveness of the system of administration in
regard to the people, burdened and suffering as they were under
heavy taxation, resulting from prodigality in high places, and the
enormous expenses of the wars, which, glorious as they were, spelt
ruin for the general population. The sympathy and pity of Madame
de Maintenon were genuinely and deeply stirred by the eloquent
word-picture the poet had drawn of this; and she suggested that he
should draw up a memoir of what he thought could be done for
alleviating the widespread misery and distress. Upon this memoir
Racine fell to work, and when completed, he first submitted it for
Madame’s perusal; but, unfortunately, Louis entering at the moment,
glanced his eye over the manuscript, and his wrath kindled. “As
Monsieur Racine could make excellent verses, he fancied that he
knew everything,” he said. “Not content with being a great poet, he
must needs imagine he could be a minister of State,” and wrathfully
frowning, the king went out. And in addition to this offence, Racine
had stumbled on the almost more heinous crime of stirring up the
memory of Scarron. Louis, in course of discussion with Racine on
the cause of the decadence of comedy, or, rather, the diminution of
the favour with which it had come to be regarded, expressed wonder
that this should be the case.
“Sire,” said Racine, “there are several causes. Since Molière’s
death, no comedy-writer seems, if he exists, to have dared to enter
his field, and the actors have no material. One cannot always play
Molière; and lacking other plays, they find refuge in the detestable
pieces of Scarron, and—”
But Racine never finished that comment. The words froze on his
lips, and silenced by the scarlet flush on Madame de Maintenon’s
face, and the uncontrollable trembling of the king, as if some reptile
had stung him, Racine, recognising his blunder, stammered out
some words which only made things worse. The whilom wife of the
criticised dead play-writer cast furious glances at the tragic poet,
while Louis said, in tones seething with anger—“I have recently seen
certain scribbled comments of yours, Monsieur, in which you make
an attempt to account for the misery suffered by the people during
my rule. Poets are generally wretched statesmen, and, moreover, we
do not permit criticism, direct or indirect upon our authority. Ah,” he
added, when again Racine strove to defend himself, “no excuses.
Remain at home for the future; and direct the course of your studies
into other channels.”
So Racine received his dismissal from Versailles, and soon after,
taking his disgrace to heart, the melancholy, long stolen over him
from ill-health, increased, and aggravated the cruel disease to which
he succumbed after an operation conducted by the unskilful
physician who attended him. The king’s heart softened towards him
during those last days, and he was constantly sending messengers
to inquire after him. Racine was interred in the cemetery of the place
to which his heart had so warmly attached itself—Port Royal; but
after the destruction of the monastery and the Grange, some twelve
years later, his remains were transferred to Paris, and laid in the
church of St Étienne du Mont, beside those of Pascal; and Louis
bestowed a pension of 2000 livres on his widow, and a reversion of it
to her children, till the death of the last of them.
In the death of Madame de Sévigné, Ninon lost another friend.
The troops of enthusiastic admirers of this most delightful woman
and letter-writer would render further endeavour in the way of eulogy
trite and superfluous. To know her in life must have been to
experience an extraordinary satisfaction; but the content is left to
know her through that flow of correspondence—the voluminous
letters touching upon every conceivable topic of contemporary
interest. From descriptions of Court life and its glitter and splendour,
to the hideous details recorded of the prisoner Brinvilliers, or the
terrible tragedy of the Brittany gentleman in the ballroom, or the
skilful gamester, Dangeau, or Picard, the Paris footman who wouldn’t
make hay. “He was not engaged,” he said, “for such work. It was
none of his business—the silly fellow. If you see him, don’t welcome
him; don’t protect him; and don’t blame me. Only look upon him as of
all the servants in the world the least addicted to hay-making.”

“It is the same with her,” says one English commentator. “From the first
letter quoted, to the last; from the proud and merry boasting of the young
mother with a boy, to the candid shudder about the approach of old age,
and the refusal of Death to grant a moment to the dying statesman
Louvois—‘No, not a single moment.’ She loved nature and truth without
misgiving, and nature and truth loved her in return, and have crowned
her with glory and honour.”[9]
 CHAPTER XXVI

Leaving the Old Home—“Wrinkles”—Young Years and Old Friends—“A Bad Cook
and a Little Bit of Hot Coal”—Voltaire—Irène—Making a Library—“Adieu, Mes
Amis”—The Man in Black.

The dawn of the new century did not find Mademoiselle de L’Enclos
in the old home of the rue des Tournelles. One by one the relentless
scythe of Death had cut down all the illustrious men and women of
Ninon’s time. The cercle had narrowed, the music and wit and
joyousness the walls of that salon had so long echoed with, were
silent. If Ninon touched her lute now, it could but stir regret and
sadness for the void. At last, she tells, her beauty had faded, leaving
no traces of it; yet much of the old animation, and even not a little of
the gaieté du cœur, were with her still. The empty salon, and the
“yellow chamber” and the Place Royale itself, once echoing with the
footsteps of her best friends, must have only deepened her regrets.
Of all the friends left her in Paris, there were but two as old, one
indeed older than herself—Mademoiselle de Scudéri. The other lady,
Madame de Sandwich, somewhere of the same age, ever grande
dame, sweet and amiable, and coquette to the last, in the beautiful
old point de Venise and paduasoy silks she adorned herself with.
Both these ladies occupied apartments in the faubourg St
Germain, and, desiring to be nearer to them, Mademoiselle de
L’Enclos disposed of her house in the rue des Tournelles, and took
up her residence upon the quay, in a house facing the Tuileries. The
trio, enjoying their old terms of friendship, interchanged visits, and
dined together, and chatted, sometimes sighing in unison over the
irrevocable delights of the past. Mademoiselle de Scudéri best
preserved her cheery outlook upon the world; but, to be sure, as
Ninon says, never having been beautiful, she had had the least to
lose; for age could not rob her of her mental charms and delightful
wit and fancy. “Time is a coward,” she said one day; “he only flings
his wrinkles, as the Parthians flung their arrows, as they flew by.”
One day, as the three were together, the message of the gentle
lady’s recall came; and they laid her on a couch, and sent for the
medical aid which was not likely to avail much for the ninety-four
years. “Dry your tears,” she murmured on the last breath. “Soon it
will be your turn, and in a better world we shall find again our young
years, and our old friends.”
Yet another pleasant acquaintance shared those twilight days for
Mademoiselle de L’Enclos, never weary of kindly interest and well-
doing where she could bestow it. Fortunately for posterity, Ninon was
afflicted with an atrociously bad cook, and she was often obliged to
go into her kitchen and attend personally to the sauces and the rôtis,
and the rest. One day she was busily engaged in putting together a
partridge pasty for the entertainment of her two friends, who were
coming to déjeuner with her.
Suddenly the kitchen door opened, and a little boy of some seven
to eight years old entered, with intelligent eyes, and a bright smile on
his clean-cut features. Taking off his cap, he said in the politest of
tones—“Will you please give me a few cinders, Madame, since your
fire is alight? Our servant upstairs there has let our fire go out, and
papa forbids me to go to school until I have eaten my soup.”
Ninon wondered who this little son of a most wise papa might be.
He was a small child for going to college, as he told her on further
question, was that of the Jesuit College of Clermont. Then, putting
facts together, she had scarcely need to ask his name; though on
questioning him further still, he told her it was François Marie Arouet.
“The son of the treasurer Arouet, of the Court of Accounts—and
you live on the floor above mine, do you not?”
 “That is so, Madame,” nodded the boy, repeating his request, for
he was in fear of the professor’s wrath if he should be late.
“But you have nothing to put your fire in,” said Ninon.
“Ah! how stupid of me,” said the child, as he stooped down, and
gathered a handful of the cold ashes. “Please put the hot coals on
this,” he went on, holding out the cinder-shielded palms.
So that was the little lad of whom her friend, the Abbé de
Châteauneuf had spoken as the unusually intelligent child of nobly-
born, but poor parents, who were great friends of his. “Bravo!” Ninon
had said to him, as he departed with the fire in his hands, “you will
be a clever man one of these days,”—and the sparks of that fire
kindled to a flame of celebrity which is not likely to die out while the
French language or any modern tongue finds expression.
“You will stifle me with roses,” said he, when, on the representation
of his Irène in the winter-time, seventy-eight years later, the
acclaiming crowds did him homage. The excitement was too great
for him, and in the following May he died. A long life full of literary
activity and of extremes of malice and generosity, stirred by the
environment of the ferment of bigotry and philosophy seething in the
society of the eighteenth century. Very early in his career the young
pupil of Clermont, taking his family name of Voltaire, showed signs of
being no model Jesuit. For the rest, it needs to recall only the
memory of Ninon’s youthful protégé by his fatherly care of the grand-
niece of Corneille, when he heard she was in dire need, or his
defence of the unhappy Calvinist Calas, accused of the murder of his
son, prompted by religious conviction, and judicially murdered by
being broken on the wheel. In the face of this terrible injustice,
Voltaire never rested till he had obtained such reparation for Calas’
afflicted family as money could bestow, from the public treasury of
Toulouse, through the influence of the Duc de Choiseul.
The acquaintance begun in Ninon’s kitchen continued on a very
pleasant footing, and in her will she bequeathed him two thousand
francs with which to begin forming himself a library.
 And so, in serenity and calm enjoyment of the society of the few
friends time had left her of the old years, and of those the present
had brought her, and in acts of generous charity among her poorer
neighbours and to those who should live after, Ninon de L’Enclos
passed away. “It is almost sweet to die,” she said, re-echoing the
sentiment of those dear to her who had gone before, “for there in the
other world we shall meet again those we have loved.”
And watching by her couch, they heard her murmur—“Adieu, my
friends, adieu,” and the faint breath ceased.
“Qu’un vain espoir ne vienne pas s’offrir
Que puisse ébranler mon courage,
Je suis en age de mourir,
Que-ferais-je davantage!”

So, in his own poetic fancy, St Evrémond seemed to hear her say;
for heart and soul he knew her, and understood her. It was in one of
her letters to him, towards the close of her life, that she expresses
regret for what it had pleased her to designate her “philosophy.” “Had
anyone told me in those young days of mine I should live such a life,
I should have hanged myself sooner,” she writes.
One distinguished biographer, prefacing her letters to the Marquis
de Sévigné, testifies to the consideration in which she was regarded
by the personages of high merit and rank, who held themselves
honoured to be admitted to her intimacy and friendship.
And the same biographer goes on to tell of the wonderful tale of
such sort as is apt to cling to persons of celebrity, or more or less
apart from the rank and file of people—the tale of the “Noctambule,”
Ninon’s nocturnal visitant, the little “Man in Black”; but this is
confirmed and best told in the vivid description of his last visit, as it is
handed down to us—
“Paris, 9th April 1701.
 “Ah! my friend, what a terrible fright I have had! Truly I am not
recovered from it yet, and my limbs still tremble at the thought of it. Oh,
these cruel things that return from the past at intervals, to stare you in
the face, and poison the tranquillity of the present!
“I have seen my Man in Black! Do you understand? My Man in Black of
the Louvre ball, the man with the red tablets, and the dozen bottles; the
man who appeared to me seventy years ago. Or, rather, no, it was not
he, since I am living still. But great Heaven! what a resemblance! He
wore, as the first did, a black velvet coat, and breeches, carried an
ebony cane, and had the great black moustache. Oh, I was ready to faint
with terror. You may think me crazed, I daresay, but it is no laughing
matter. Wait while I get my wits together to tell you properly.
“Madeleine de Scudéri, as you know, was taken ill at my house. When
a woman is ninety-four years of age, there is no great chance of her
getting better. Nevertheless, Madame de Sandwich took a coach, and
drove at full speed to a quack doctor, who is very fashionable, and who
is said to have performed many wonderful cures. Presently she returned
with this man. I looked up, to drop back into my chair, crying in
amazement: ‘It is he!—it is the devil! Oh, Heaven!—Heaven! protect me!’
“He turned to the countess.
“‘What is the matter with her? Is it your invalid?’ he inquired.
“‘Mercy!’ I cried, casting myself on my knees, ‘I signed on your tablets,
certainly; but I did not understand that I was selling my soul.’
“‘Ah! Ah!’ said he, ‘you should be Mademoiselle de L’Enclos?’
“‘Yes,’ murmured I, in half-suffocated tones.
“‘You regret having given your signature?’
“‘Alas!’
“‘Calm yourself; I am not the devil I seem to be; and we will come to an
understanding.’
“He approached the couch of the sick woman; but during what had
passed, Madeleine had breathed her last.
“‘I should not have saved her,’ said the Man in Black. ‘Let us go into
another room,’ he added, turning to me; ‘we will settle our little affair.’
“‘Oh, dearest Countess, I implore you do not forsake me!’ I cried, lifting
my trembling hands to Madame de Sandwich.
“‘Excuse me, what I have to say must not be heard by anyone but
yourself, Mademoiselle; for in that case, it would be impossible for me to
arrange the bargain,’ said the Man in Black.
“I was frozen with fear, and I could not put faith in his assurances.
Suddenly remembering that the night before, I had received from my
confessor a reliquary containing a bit of the true cross, I went for it to my
cabinet, and slipped it carefully into my bosom. ‘Be it so, sir,’ I said to
him. ‘Come, I am ready to listen to you.’ Be just to me, my friend. You
have never known me to be a coward. I retain all my faculties; very well,
I swear to you that to be there, alone with such a companion, I had to
summon all my powers of body and soul. After carefully closing the door,
the Man in Black said to me: ‘Mademoiselle, it is the work of an honest
man I am about to accomplish. I do but ask of you to be secret upon the
disclosure I am about to make to you, and I believe you to be too entirely
a woman of honour to do harm to a person whose sole desire is to make
things agreeable to you.’
“This preamble was sufficiently reassuring; but my horror of him was
hardly less intense, and I kept the holy relic close pressed against my
bosom, to ward off the influences of the spirit of evil. The Man in Black
drew forward a chair for me, and seated himself on a stool beside me.
“‘I am not the devil, Mademoiselle,’ he continued. ‘I am not even the
same who once had the honour of paying you a visit.’
“I trembled, but looked at him with a little less terror.
“‘What, sir, you are not—’
“‘No,’ said he, without permitting me to finish my sentence, ‘it was my
father.’
“‘Your father?’
“‘Yes, a Portuguese Jew, who profoundly studied the art of healing. I
bear him a very close resemblance, Mademoiselle.’
“‘It is terrible, sir.’
“‘All the more that I have been careful to wear the same clothes. The
resemblance is my fortune. Countless people have been deceived as
you have been; but your mistake might have grave consequences, and
that is why I disabuse you.’
“I began to breathe more freely. ‘But is this that you tell me really true?’
“‘You still doubt? So much the better. If the most spirituelle woman of
the century has believed in the immortality of the man, what of the
others? I give myself, as you know better than anybody, for some
hundred years of age. My son, in fifty years’ time, will be able to double
that. I have only verbal traditions, he will have written traditions. I shall
bequeath him a great number of secrets, and many family histories. It is
certain that there will not be wanting many persons who, having seen me
in my early life, will take him to be me, as you have taken me for my
father. Only, our fortune having accumulated very largely, I shall wish
him to bear a title. He will be called the Count de St Germain.’
“‘I am overwhelmed with astonishment,’ I said. ‘And what is the use of
this ruse? Why perpetuate such a resemblance from father to son?’
“‘You ask me that?’ he exclaimed. ‘Think what renown and prestige it
gives. Think of the blind confidence reposed in one who has discovered
for himself the secret of not dying. Do you not know that the faith of a
sick person in his physician is frequently the cause of his cure? Have
regard to the moral and mental powers, and the physical ones will most
surely feel the influence. You yourself are a proof of this.’
“‘I?’
“‘Did you not remain beautiful till you were eighty years old?’
“‘That is true.’
“‘Do you know what was in those bottles which were to render your
beauty of such long duration? They contained pure water.’
“‘Is it possible?’
“‘Yes, Mademoiselle, pure water, mixed with a few drops of an
innocuous chemical drug to keep it incorruptible, and to slightly colour it.
The experiment succeeded. My father had no serious intention of making
you think you had made a compact with the devil. Just now, in the idea
that you recognised me, you received a terrible shock. Did he not say
that the hour when you should see him again, you would not have three
days to live?’
“‘He told me so!’ I replied, shuddering.
“‘How old are you?’
“‘Eighty-six years.’
“‘Your arm, if you please.’
“I stretched it out to him; he felt my pulse.
“‘Just so,’ he said; ‘not only will you not die in three days, but I
guarantee you at least five more years, before you need to be thinking of
the other world. Farewell, Mademoiselle. To complete your tranquillity
and peace of mind, I will look for, and send you at once the leaf of my
father’s tablets on which you wrote your signature.’
 “He kept his word. Before an hour had passed, I received the hateful
red leaf, and my heart glowed with satisfaction.
“Here, my friend, in deepest confidence, you have the conclusion of my
adventure with the devil—and of course I like it much better that way;
but, alas! I see things now in a different light from those days.
“Adieu, my dear old friend. Reflect a little yourself, weigh the pros and
cons of it all, and in that other world let us hope we shall not be
separated.
Ninon.”

THE END
 FOOTNOTES:
[1] De Mirecourt.
[2] De Mirecourt.
[3] This anecdote is attributed by St Simon to another source, and
to a much later date; but it truly occurred as here recorded.
[4] “Est animal rubrum, callidum, rapax, et vorax omnium
benificiorum. Mazarin is a misfortune to the queen, her evil
genius, consequently ours. I hate him as I do the devil, and hold
him for what he is, morus nebule, a creature destitute of honour, a
mime in a red hat, and a long-robed charlatan.”
Guy Patin.
[5] Gayot de Pitaval, Causes Celébres.
[6] Du Tillet.
[7] St Simon.
[8] Maître Patelin.
[9] Leigh Hunt.
TRANSCRIBER’S NOTE
Obvious typographical errors and punctuation errors have been corrected after
careful comparison with other occurrences within the text and consultation of
external sources.
Some accents and hyphens in words have been silently removed, some added,
when a predominant preference was found in the original book.
Except for those changes noted below, all misspellings in the text, and
inconsistent or archaic usage, have been retained.
Pg v: ‘a New Aquaintance’ replaced by ‘a New Acquaintance’.
Pg 28: ‘he never put’ replaced by ‘He never put’.
Pg 152: ‘clever women’ replaced by ‘clever woman’.
Pg 186: ‘and Hugenots’ replaced by ‘and Huguenots’.
Pg 214: ‘de Champvalon’ replaced by ‘de Champvallon’.
Pg 214: ‘he was not denied’ replaced by ‘he was denied’.
Pg 228: ‘ont he life of’ replaced by ‘on the life of’.
Pg 261: ‘de Chamvallon’ replaced by ‘de Champvallon’.
Pg 265: ‘shivered ’dAubigné’ replaced by ‘shivered d’Aubigné’.
Pg 293: ‘towards the de Montespan’ replaced by ‘towards de Montespan’.
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