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Some Properties of Convex Hulls of Integer Points Contained in

General Convex Sets


Santanu S. Dey and Diego A. Moran R.
H. Milton Stewart School of Industrial and Systems Engineering,
Georgia Institute of Technology, Atlanta, GA, USA.
765 Ferst Drive, NW, GA , USA
santanu.dey, dmoran@isye.gatech.edu
January 23, 2011
Abstract
In this paper, we study properties of general closed convex sets that determine the closed-ness
and polyhedrality of the convex hull of integer points contained in it. We rst present necessary and
sucient conditions for the convex hull of integer points contained in a general convex set to be closed.
This leads to useful results for special class of convex sets such as pointed cones, strictly convex sets,
and sets containing integer points in their interior. We then present sucient conditions for the convex
hull of integer points in general convex sets to be polyhedron. These sucient conditions generalize
the sucient conditions given in Meyer [8]. Under a simple technical condition, we show that these
sucient conditions are also necessary conditions for the convex hull of integer points contained in
general convex sets to be polyhedra.
1 Introduction
An important goal in the study of mathematical programming is to analyze properties of the convex hull
of feasible solutions. The Fundamental Theorem of Integer Programming, due to Meyer [8], states that
the convex hull of feasible points in a mixed integer linear set dened by rational data is a polyhedron.
The proof of this result relies on (i) the Minkowski-Weyl Representation Theorem for polyhedron and
(ii) the fact that the recession cone is a rational polyhedral cone and thus generated by a nite number
of integer vectors. In the world of mixed integer linear programming (MILP) problems, these sucient
conditions for polyhedrality of the convex hull of feasible solutions are reasonable since we expect most
instances to be described using rational data.
A convex integer program is an optimization problem where the feasible region is of the form K Z
n
where K R
n
is a closed convex set. Let conv(K Z
n
) represent the convex hull of K Z
n
. In this
setting typically we do not have Minkowski-Weyl type Representation Theorem for K or nice properties of
recession cone of K. Therefore a natural question is to generalize Meyers Theorem, in order to understand
properties of the set K that lead to conv(K Z
n
) being a polyhedron. Note that [3] presents condition
about the set K Z
n
(and more generally any subset of Z
n
) such that elements of K Z
n
have a nite
integral generating set. In contrast, here we are interested in properties of the set K that allow us to
deduce that conv(K Z
n
) is a polyhedron.
Observe that if conv(K Z
n
) is a polyhedron, then conv(K Z
n
) is a closed set. To the best of
our knowledge, even the basic question of conditions that lead to conv(K Z
n
) being closed is not well-
understood. (See [9] for some sucient conditions for closed-ness of conv(KZ
n
) when K is a polyhedron
that is not necessarily described by rational data). We therefore divide this paper into two parts.
In the rst part of this paper (Section 2), we present necessary and sucient conditions for conv(KZ
n
)
to be closed when K contains no lines (Theorem 2.1). This characterization also leads to useful results for
special classes of convex sets such as sets containing integer points in their interior (Theorem 2.3), strictly
convex sets (Theorem 2.4), and pointed cones (Theorem 2.5). The necessary and sucient conditions for
1
sets containing integer points in their interior generalize the sucient conditions presented in [9]. The
case where K contains lines is then dealt separately (Theorem 2.6).
In the second part of this paper (Section 3), we present sucient conditions for the convex hull of integer
points contained in general convex sets to be a polyhedron (Theorem 3.1). These sucient conditions
generalize the sucient conditions presented in [8]. For a general convex set K containing at least one
integer point in its interior, we show that these sucient conditions are also necessary conditions for
conv(K Z
n
) to be a polyhedron (Theorem 3.1).
We conclude with some remarks in Section 4.
2 Closed-ness of conv(K Z
n
)
For u R
n
and > 0, we use the notation B(u, ) to denote the set x R
n
[ |x u| . Let K R
n
.
In this paper K represents the closure of K, int(K) represents the interior of K, bd(K) represents the
boundary of K, rel.int(K) represents the relative interior of K, dim(K) represents the dimension of K,
rec.cone(K) represents the recession cone of K, lin.space(K) represents the lineality space of K and a(K)
represents the ane hull of K. Note that
rec.cone(K) = d R
n
[ x +d K x K, 0,
is dened for all sets and not just for closed sets. For example, consider the set A = conv((0, 1) x
R
2
[ x
2
= 0). Then rec.cone(A) = 0 and rec.cone(int(A)) = rec.cone(A) =
1
(1, 0)+
2
(1, 0) [
1
,
2

0. In general, the following result is true; see [11] for a proof.
Lemma 2.1 ([11]). Let K R
n
be a convex set. Then
rec.cone(rel.int(K)) = rec.cone(K) rec.cone(K).
Before presenting the results of this section, we develop some intuition by examining some examples.
Example 2.1. If K is a bounded convex set, then conv(K Z
n
) is a polytope. Therefore properties of
the recession cone play an important role in determining the closed-ness of conv(K Z
n
). Intuitively,
it appears that irrational extreme recession directions of K may cause conv(K Z
n
) to be not closed.
However this is not entirely true as illustrated in the next few examples.
1. First consider the set K
1
= x R
2
[ x
2

2x
1
0, x
2
0. It is easily veried that in this case
conv(K
1
Z
2
) is not closed. In particular, the half-line x R
2
[ x
2

2x
1
= 0, x
2
> 0, belongs
to conv(K Z
2
) but not to conv(K Z
2
). In this case it is clear that the irrational data describing
the polyhedron causes conv(K
1
Z
2
) to be not closed.
Figure 1: K
1
and conv(K
1
Z
2
).
2
2. Now consider the set K
2
= x R
2
[ x
2

2x
1
0, x
2
0, x
1
1. Notice that the recession cone
of K
1
and K
2
are the same. In fact (K
1
Z
2
) = (K
2
Z
2
) (0, 0). However, we will verify (also
see Figure 2) that conv(K
2
Z
2
) is closed.
Figure 2: K
2
and conv(K
2
Z
2
).
We next illustrate a similar observation (i.e. recession cone of K has irrational extreme ray, but
conv(K Z
n
) is closed) using non-polyhedral sets.
3. Let K
3
= x R
2
[ x
2
x
2
1
. The recession cone of K
3
is x R
2
[ x
1
= 0, x
2
0. It can be
shown that conv(K
3
Z
2
) is closed.
Figure 3: K
3
and conv(K
3
Z
2
).
4. Now consider the set where we rotate the parabola K
3
such that the new recession cone is x
R
2
[

2x
1
= x
2
, x
2
0, i.e., consider the set K
4
= x R
2
[
1

3
_
1

2

2 1
_
x K
3
. In
this case, even though the recession cone is a non-rational polyhedral set, it can be veried that
conv(K
4
Z
2
) is closed.
Observe that all the sets discussed above have polyhedral recession cones. However, sets whose recession
cone are non-polyhedral can also lead to conv(K Z
n
) being closed.
5. Consider the set K
5
= (0, 0, 1)(0, 1, 1)(
1
n
,
1
n
2
, 1) n Z, n 1. Then K
5
is closed, since it
contains all its limit points. Therefore K
5
is a compact set and thus conv(K
5
) is compact (Theorem
17.2 [11]). Therefore, K
6
= conv
_

uK
5

u
u[
u
0 u R
5

_
is a closed convex cone. Finally,
it can be veried that conv(K
6
Z
3
) = K
6
is closed.
3
2.1 Necessary and sucient conditions for closed-ness of conv(KZ
n
) for sets
with no lines
Denition 2.1 (u(K)). Given a convex set K R
n
and u KZ
n
, we dene u(K) = d R
n
[ u+d
conv(K Z
n
) 0.
In this section we will prove the following result.
Theorem 2.1. Let K R
n
be a closed convex set not containing a line. Then conv(K Z
n
) is closed if
and only if u(K) is identical for every u K Z
n
.
Note here that when u(K) is identical for every u K Z
n
, Theorem 2.1 implies that conv(K Z
n
)
is closed and therefore we obtain u(K) = rec.cone(conv(K Z
n
)) is closed for every u K Z
n
.
It is not dicult to verify that,
conv(K Z
n
) = conv
_
_
uKZ
n
(u +u(K))
_
. (1)
Hence Theorem 2.1 states that if the recession cone of each u+u(K) is identical, then the convex hull
of their union is closed. Therefore Theorem 2.1 is very similar in avor to the following result.
Lemma 2.2 ([11]). If K
1
, ..., K
m
are non-empty closed convex sets in R
n
all having the same recession
cone, then conv(K
1
. . . K
m
) is closed.
Note however that Lemma 2.2 is not directly useful in verifying the sucient part of Theorem 2.1
since the number of integer points in a general convex set in not necessarily nite and thus the union in
the right-hand-side of equation (1) is possibly over a countably innite number of sets. Lemma 2.2 does
not extend to innite unions, in fact it does not hold even if the individual sets are polyhedra with same
recession cone. (Consider for example conv(
iZ,i1
K
i
) where K
i
= (x
1
, x
2
) R
2
[ x
1
=
1
i
, x
2
0.)
However, we note here that the proof of Theorem 1 presented here will eventually use Lemma 2.2 is some
cases, by suitably converting the set conv (
uKZ
n(u +u(K))) to the convex hull of the union of a nite
number of appropriate sets.
We begin by presenting some results that are required for the proof of Theorem 2.1. The following
crucial result is from [5]. Also see [6].
Lemma 2.3 ([5]). Let K R
n
be a nonempty closed set. Then every extreme point of conv(K) belongs
to K.
Lemma 2.4. Let A be a nn matrix and let K R
n
be a closed convex set. Then conv(AK) = Aconv(K).
Proof. Let
1
, . . . ,
m
R
+
such that

m
i=1

i
= 1 and let x
1
, . . . , x
m
K. By linearity of A, we have
the following identity A(

m
i=1

i
x
i
) =

m
i=1

i
Ax
i
. This identity implies the result.
Lemma 2.5. Let U be a n n unimodular matrix and let K R
n
be a closed convex set. Then
conv(K Z
n
) is closed i conv((UK) Z
n
) is closed.
Proof. Since the linear transformation dened by U : R
n
R
n
is an homeomorphism, we conclude
conv(KZ
n
) is closed i Uconv(KZ
n
) is closed. It remains to show that Uconv(KZ
n
) = conv((UK)
Z
n
). Since U is unimodular, we obtain that U(K Z
n
) = U(K) U(Z
n
) = U(K) Z
n
. Therefore, by
Lemma 2.4, U(conv(K Z
n
)) = conv(U(K Z
n
)) = conv((UK) Z
n
).
Lemma 2.6 ([11]). Let K R
n
be a closed convex set not containing a line. Let S be the set of extreme
points of K. Then K = conv(S) + rec.cone(K).
A convex set K R
n
is called lattice-free, if int(K) Z
n
= . A lattice-free convex set K R
n
is
called maximal lattice-free convex set if there does not exist a lattice-free convex set K

R
n
satisfying
K

K.
We note here that every lattice-free convex set is contained in a maximal lattice-free convex set. The
following characterization of maximal lattice-free convex set is from [7]. See also [1] for related result.
4
Theorem 2.2 ([7]). A full-dimensional lattice-free convex set K R
n
is a maximal lattice-free convex
set is and only if K is a polyhedron of the form K = P + L, where P is a polytope and L is a rational
linear subspace and every facet of K contains a point of Z
n
in its relative interior.
We now present the proof of the main result of this section.
Proof. of Theorem 1 If KZ
n
= , then the result is trivial. Therefore, we will assume that KZ
n
,= .
If conv(K Z
n
) is closed, then u K Z
n
, u(K) = rec.cone(conv(K Z
n
)). Thus u(K) is identical
for all u K Z
n
.
By denition of u(K), we have that
rec.cone(conv(K Z
n
)) u(K) rec.cone(conv(K Z
n
)) u K Z
n
. (2)
Assume now that u(K) is identical for every u KZ
n
. We rst claim that u(K) = rec.cone(conv(KZ
n
))
u K Z
n
. Let r u(K) and x conv(K Z
n
). We can write x =

N
i=1

i
z
i
, where z
i
K Z
n
,

i
0 for all i = 1, . . . , N and

N
i=1

i
= 1. Since r z
i
(K), i = 1, . . . , N, we have z
i
+ r
conv(K Z
n
) for all 0. Since x + r =

N
i=1

i
(z
i
+ r), we obtain that x + r conv(K Z
n
).
Thus, u(K) rec.cone(conv(K Z
n
)) and by (2) we obtain that
u(K) = rec.cone(conv(K Z
n
)) u K Z
n
. (3)
We will now show that conv(K Z
n
) is closed. There are two cases:
Case 1: rel.int(conv(K Z
n
)) Z
n
,= . We will verify that conv(K Z
n
)conv(K Z
n
). Let
u rel.int(conv(KZ
n
)) Z
n
. By denition of u(K), rec.cone(rel.int(conv(KZ
n
)) u(K). Since
rec.cone(conv(KZ
n
)) = rec.cone(rel.int(conv(KZ
n
)) (Lemma 2.1), by using (2) we conclude that
u(K) = rec.cone(conv(K Z
n
)). Therefore by using (3) we obtain that rec.cone(conv(K Z
n
)) =
rec.cone(conv(K Z
n
)). Finally by Lemma 2.3, the extreme points of conv(K Z
n
) belong to
conv(KZ
n
). Since conv(KZ
n
) K, it does not contain any lines. Thus, by Lemma 2.6, conv(K
Z
n
) is given by the convex hull of its extreme points plus its recession cone. Since the extreme points
of conv(K Z
n
) belongs to conv(K Z
n
) and rec.cone(conv(K Z
n
)) = rec.cone(conv(K Z
n
)),
we obtain that conv(K Z
n
) conv(K Z
n
). Therefore, conv(K Z
n
) is closed.
Case 2: rel.int(conv(K Z
n
)) Z
n
= . We will use induction on the dimension of conv(K Z
n
).
The base case, dim(conv(K Z
n
)) = 0, 1 is straightforward to verify.
Suppose now the property is true for every closed convex set K

such that dim(conv(K

Z
n
)) <
dim(conv(K Z
n
)).
First for convenience, we redene K := K a(K Z
n
). Therefore dim(K Z
n
) = dim(K). Let
z KZ
n
. We now translate K as Kz and note that it is sucient to show that conv(KZ
n
) is
closed for this new set K. Observe that a(KZ
n
) is a rational linear subspace, since it is generated
by integer vector. Now by selecting a suitable unimodular matrix (see [12]) and by the application
of Lemma 2.5, we may assume that a(K Z
n
) is of the form x[ x
i
= 0 i = k +1, ..., n. Finally,
we can project out the last n k components (every point in K has zero in these components) and
note that it is sucient to show that conv(K Z
k
) is closed for this new set K R
k
.
In particular, without loss of generality, we may assume that conv(K Z
n
) is full-dimensional.
Note that conv(KZ
n
) is lattice-free, and therefore there exists a full-dimensional maximal lattice-
free polyhedron Q R
n
such that conv(K Z
n
) Q and Q = P +L, where P is a polytope and L
is a rational linear subspace.
Let F
i
, i = 1, . . . , N be the facets of Q such that K F
i
Z
n
,= . We will verify that
conv(K Z
n
) F
i
= conv(K F
i
Z
n
). (4)
Since conv(K Z
n
) F
i
is a convex set and contains K F
i
Z
n
we have conv(K Z
n
) F
i

conv(KF
i
Z
n
). On the other hand, let x conv(KZ
n
) F
i
. Therefore x =

M
j=1

j
z
j
, where
5
z
j
KZ
n
,
j
0 for all j = 1, . . . , M, and

M
j=1

j
= 1. Since KZ
n
Q and x F
i
, we must
have z
j
F
i
, , j = 1, . . . , M, so x conv(K F
i
Z
n
).
Next we verify that
u(K F
i
) = u(K) L u K F
i
Z
n
, i = 1, . . . , N. (5)
Let r u(K F
i
). Therefore, by denition we have that u + r conv(K F
i
Z
n
) 0.
By (4), this is equivalent to u + r conv(K Z
n
) F
i
0. This is also equivalent to
u+r conv(KZ
n
) 0 and u+r F
i
0. Thus equivalently we obtain that r u(K)
and r rec.cone(F
i
) = L, i.e., r u(K) L. Thus, u(K F
i
) = u(K) L.
Since u(K) is identical for all u K Z
n
, (5) implies that u(K F
i
) is identical for every u
KF
i
Z
n
and i = 1, . . . , N. Moreover, since conv(KF
i
Z
n
) F
i
, dim(conv(KF
i
Z
n
)) <
dim(conv(K Z
n
)). So we can apply the induction hypothesis to conclude that conv(K F
i
Z
n
)
is a closed set. (Note that if rel.int(conv(K F
i
Z
n
)) Z
n
,= , then this follows from case 1.)
We now have that u(K F
i
) = rec.cone(conv(K F
i
Z
n
)) = u(K) L for all i = 1, . . . , N. So the
recession cone of conv(K F
i
Z
n
) is the same for all i = 1, . . . , N. Observe that,
conv(K Z
n
) = conv
_
_
_
i{1,...,N}
conv(K F
i
Z
n
)
_
_
.
Since the convex hull of a nite union of closed convex sets with the same recession cone is closed
(Lemma 2.2), we conclude that conv(K Z
n
) is closed.
We note here that the condition that K contains no line in the statement of Theorem 2.1 is not
superuous. This is illustrated in the next Example.
Example 2.2. Consider the set K
7
:= (x
1
, x
2
) R
2
[ 0.5 x
2

2x
1
0.7 which contains a line and
let u K
7
Z
2
. Since bd(K
7
) Z
2
= , we have that u int(K
7
). Since u int(K
7
), it can be veried
that u(K
7
) = rec.cone(K
7
) (see Lemma 2.10 in the next Section). Thus u(K
7
) is closed and identical for
all u K
7
Z
2
. However, conv(K
7
Z
2
) is not closed, since conv(K
7
Z
2
) = int(K
7
).
2.2 Closed-ness of conv(K Z
n
) where int(K) Z
n
,=
In this section, we simplify the conditions of Theorem 2.1 for the case where int(conv(K Z
n
)) Z
n
,= .
We will assume that K and K Z
n
are full-dimensional throughout this section. In particular if K and
KZ
n
are not full-dimensional, then by application of Lemma 2.5 as in the proof of Theorem 2.1, we can
modify K and subsequently apply projection to achieve full-dimensionality of K and K Z
n
.
In this section, we prove the following result.
Theorem 2.3. Let K R
n
be a closed convex set not containing a line and containing an integer point
in its interior and assume that K Z
n
is also full-dimensional. Then the following are equivalent.
1. conv(K Z
n
) is closed.
2. u(K) = rec.cone(K) u K Z
n
.
3. The following property holds for every proper exposed face F of K: If F Z
n
,= , then for all
u F Z
n
and for all r rec.cone(F), u +r [ 0 conv(F Z
n
).
Theorem 2.3 converts the question of verication of closed-ness of conv(KZ
n
) to the verication of a
somewhat simpler property of the faces of the set K. To see a simple application of Theorem 2.3 consider
the cases (1.) and (2.) presented in Example 2.1. Note that both K
1
and K
2
contain integer points in their
interior and conv(KZ
n
) is full-dimensional. In (1.), the facet F := x R
2
[ x
2
=

2x
1
, x
2
0 contains
only the point (0, 0) and thus does not satisfy the property presented in Theorem 2.3. Hence we deduce
6
that conv(K
1
Z
n
) is not closed. On the other hand, since the facet x R
2
[ x
2
=

2x
1
, x
2
0, x
1
1
contains no integer point and all other faces of K
2
also satisfy the property presented in Theorem 2.3, we
can deduce that conv(K
2
Z
n
) is closed.
We note that Theorem 2.3 generalizes sucient conditions for closed-ness of conv(K Z
n
) presented
in [9]. [9] shows that conv(K Z
n
) is closed if K is a polyhedron that contains no lines, rec.cone(K) is
full-dimensional and every face of K satises the conditions described in the statement of Theorem 2.3.
Before we present the proof of Theorem 2.3, we rst present a sequence of preliminary Lemmas. The
following Lemma is a consequence of the Dirichlet Diophantine Approximation and was proven in this
form in [1].
Lemma 2.7 ([1]). If x Z
n
and r R
n
, then for all > 0 and 0, there exists a point of Z
n
at a
distance less than from the half line x +r [ .
We will call a vector r R
n
rational scalable if there exists R 0 such that r Z
n
. The proof
of the next lemma is similar to the proof of a related result in [1]
Lemma 2.8. Let r be a vector that is not rational scalable. Let 0 and let be the projection of
P := x Z
n
[ r, x) on the linear subspace x R
n
[ r, x) = 0. Then there exists a non-trivial
subspace V of R
n
such that V is dense in V .
Proof: By Lemma 2.7, for every > 0 there exists a point y , y ,= 0 such that |y| . Let V

be
the linear subspace generated by all y such that |y| . Observe that
1
>
2
implies that V

1 V

2.
Therefore, there exists
0
such that V

= V

0
,= 0 for all 0 <
0
. Now we claim that U is dense
in U = V

0
.
First we claim that for any > 0 and u Z
n
s.t. u, r) < 0, there exists v P (i.e. v Z
n
and
v, r) ) such that the projection of u and v onto the subspace x R
n
[ r, x) = 0 are at a distance
less than . Let u = a r where a, r) = 0 and > 0. Since u Z
n
, by Lemma 2.7 we obtain that there
exists v Z
n
so that the distance between the half-line u +r [

r
2
+ and v is less than . This
completes the proof of the claim.
Let x U, > 0, m = dim(U). Choose any > 0 s.t. < min
0
,

m
. By denition of U, x V

.
So, x =

m
i=1

i
y
i
where
i
R and y
i
U and |y
i
| < for i = 1, . . . , m. Choose n
i
Z such
that [n
i

i
[
1
2
. Let y
i
be the projection of p
i
P. If n
i
1, then n
i
y
i
is the projection of the point
n
i
p
i
P. If n
i
0, by the use of previous claim, let q
i
P such that distance between n
i
y
i
and w
i
, the
projection of q
i
on the linear subspace x R
n
[ r, x) = 0, is less than

2
. Let y =

n
i
>0
n
i
y
i
+

n
i
0
w
i
.
Then,
|x y| =
_
_
_
_
_
_

n
i
>0
(
i
n
i
)y
i
+

n
i
0
(
i
y
i
w
i
)
_
_
_
_
_
_
=
_
_
_
_
_
_

n
i
>0
(
i
n
i
)y
i
+

n
i
0
(
i
y
i
n
i
y
i
+n
i
y
i
w
i
)
_
_
_
_
_
_
=
_
_
_
_
_
_
m

i=1
(
i
n
i
)y
i
+

n
i
0
(n
i
y
i
w
i
)
_
_
_
_
_
_

_
_
_
_
_
m

i=1
(
i
n
i
)y
i
_
_
_
_
_
+

n
i
0
|(n
i
y
i
w
i
)|
< m < .
Finally, since y is an integer non-negative linear combination of elements of U, we conclude that
y U, completing the proof.
Lemma 2.9. Let V R
n
be a linear subspace and let V be dense in V . Then for all > 0,
0 conv(B(0, ) ).
7
Proof. For clarity, we use the notation 0
t
to represent the t-dimensional vector of zeros and use 0 for 0
1
in this proof.
Observe that B(0
n
, ) is dense in := V B(0
n
, ). For ease in computation, without loss of
generality, we apply an invertible linear transformation to V such that V = (R
k
, 0
nk
). Let > 0 such
that <

2
. For B 1, . . . , k let
v
B
=
_
i B
i / B.
Observe that since B(0
n
, ) is dense in , there exists v
B
such that |v
B
v
B
| <

3
for all
B 1, . . . , k. Now we claim that 0
n
belongs to conv(
B{1,...,k}
v
B
). The proof is by induction on
the dimension of , i.e., on k. It is straightforward to verify that this result is true for k = 1. Now by
induction hypothesis, assume that the result is true when k = t 1. Let B

= B 1, . . . , t [ t / B
and B
+
= B 1, . . . , t [ t B. By the induction hypothesis, there exists a point of the form
(0
t1
,

BB


B
(v
B
)
t
, 0
nt
) =:

BB


B
v
B
that is a convex combination of v
B
, B B

. Note that


3


BB


B
(v
B
)
t
+

3
. Similarly, by the induction hypothesis, there exists a point
of the form (0
t1
,

BB
+

B
(v
B
)
t
, 0
nt
) that is a convex combination of v
B
, B B
+
and

3

BB


B
(v
B
)
t
+

3
. Now observe that 0
n
is a convex combination of (0
t1
,

BB


B
(v
B
)
t
, 0
nt
)
and (0
t1
,

BB
+

B
(v
B
)
t
, 0
nt
), completing the proof.
Lemma 2.10. Let K R
n
be a closed convex set, let u K Z
n
and let d = u +r [ > 0 int(K).
Then u d conv(K Z
n
).
Proof. If r is rational scalable, then the result is straightforward. Suppose therefore that r is not rational
scalable.
Without loss of generality we may assume that u = 0. Observe that u conv(KZ
n
). Therefore it is
sucient to show that for > 0, u +r conv(K Z
n
). Let be the projection of x Z
n
[ r, x)
on the linear subspace x R
n
[ r, x) = 0. Then by Lemma 2.8, there exists a linear subspace, say V ,
such that is dense in V and V ,= 0. Note now that d = u + r [ > 0 int(K), is equivalent to
> 0 such that B(u + r, ) K > . Let := V B(0, ). Then note that B(0, ) is dense in
.
By Lemma 2.9, we have that 0 =

p
i=1

i
v
i
where v
1
, v
2
, . . . , v
p
B(0, ), 0 <
i
1,

p
1=1

i
= 1.
Let v
1
, . . . , v
p
be the projection of the integer points u
1
, . . . , u
p
where u
i
= v
i
+
i
r Z
n
and
i
.
Since distance between v
i
and the half-line u + r [ 0 is less than and
i
, we obtain that
u
i
u +r [ +B(0, ) K. Therefore u
i
K Z
n
.
Now observe that
p

i=1

i
(v
i
+
i
r) =
p

i=1

i
v
i
+r
p

i=1

i
= r
p

i=1

i
.
Since

p
i=1

i
= 1, we obtain that

p
i=1

i
. Thus, a point of the form r where belongs to
conv(K Z
n
), completing the proof.
Now we have all the tools needed to verify Theorem 2.3.
Proof. of Theorem 2.3. Let u int(K) Z
n
. Then we claim that u(K) = rec.cone(K). Observe rst
that u(K) rec.cone(K). Let r rec.cone(K). Now observe that since u int(K) Z
n
, u + r [ >
0 int(K). Thus by Lemma 2.10, the half-line line u + r [ 0 conv(K Z
n
). Thus, r u(K),
completing the proof of the claim.
Now observe Theorem 2.1 implies (2.) (1.) and the above claim together with Theorem 2.1 implies
(1.) (2.). We now verify (1.) (3.).
Assume that every exposed face of K satises the condition. We will verify that conv(KZ
n
) is closed.
By Theorem 2.1, it is sucient to show that u(K) is closed and identical for every u K Z
n
. Observe
that we have veried that u(K) = rec.cone(K) u int(K) Z
n
. Therefore, it remains to be shown that
u(K) = rec.cone(K) for all u bd(K). Consider any u bd(K) and let r rec.cone(K). Then either
8
u + r int(K) for all > 0 or r rec.cone(F) for some exposed face F. In the rst case by Lemma
2.10, the half-line line u + r [ 0 conv(K Z
n
). In the second case, by the condition, we have
that u +r [ 0 conv(F Z
n
) conv(K Z
n
). Thus u(K) = rec.cone(K), completing the proof.
Let conv(K Z
n
) be closed. Then by Theorem 2.1, we know that u(K) is closed and identical for
all u K Z
n
. Thus u(K) = rec.cone(K) for all u K Z
n
. Now examine any exposed face of
F. If F Z
n
,= , u F Z
n
and r rec.cone(F), then we have that r rec.cone(K) and thus
u +r [ 0 conv(K Z
n
). Therefore, it remains to verify that conv(K Z
n
) F = conv(F Z
n
)
to complete the proof. Clearly conv(F Z
n
) conv(K Z
n
) F. If x conv(K Z
n
) F, then x is a
convex combination of z
1
, . . . , z
p
where z
i
K Z
n
for i 1, . . . , p. However, since x F, z
i
F for
all i 1, ..., p. Thus, x conv(F Z
n
), completing the proof.
2.3 Closed-ness of conv(K Z
n
) where K is strictly convex set
A set K R
n
is called a strictly convex set, if K is a convex set and for all x, y K, x + (1 )y
rel.int(K) for (0, 1).
Theorem 2.4. If K R
n
is a full-dimensional closed strictly convex set, then conv(K Z
n
) is closed.
Proof. First note that if K is bounded or if KZ
n
= , then conv(KZ
n
) is closed. Therefore we assume
that K is unbounded and K Z
n
,= .
We rst claim that K does not contain a line. Assume by contradiction that K contains a line in the
direction r ,= 0. Examine x bd(K). Then points of the form x + r and x r belong to K, where
> 0. In particular, x + r, x r bd(K) since x bd(K). However this contradicts the fact that K
is strictly convex.
Consider a point u K Z
n
. Let r rec.cone(K). Since K is strictly convex, we obtain that that
set u + r [ > 0 belongs to the interior of K. Therefore, by Lemma 2.10 we obtain that that the set
u + r [ 0 belongs to conv(K Z
n
). Thus, u(K) = rec.cone(K) for all u K Z
n
. Therefore, by
Theorem 2.1 we obtain that conv(K Z
n
) is closed.
Thus in the case of full-dimensional closed strictly convex set K, conv(K Z
n
) is closed independent
of the recession cone. The sets K
3
and K
4
in Example 2.1 are examples of this fact.
It is easily veried that every face of K is zero-dimensional, i.e. a single point. Therefore in fact
the statement of Theorem 2.4 follows straightforwardly from Theorem 2.3 in the case when K is not
lattice-free. It turns out that if K R
n
is a full-dimensional unbounded closed strictly convex set and
K Z
n
,= , then K is not lattice-free. The proof would follow from a variant of Lemma 2.10.
2.4 Closed-ness of conv(K Z
n
) where K is full-dimensional pointed closed
convex cone
In this section we prove the following result.
Theorem 2.5. Let K be a full-dimensional pointed closed convex cone in R
n
. Then conv(K Z
n
) = K.
In particular, conv(K Z
n
) is closed if and only if every extreme ray of K is rational scalable.
We begin with a few Lemmas before presenting the proof of Theorem 2.5.
Lemma 2.11. If A, B R
n
are closed full dimensional convex sets such that A B, then int(B)A ,= .
Proof. Assume by contradiction that int(B) A = . Equivalently we have that int(B) A. Since A is
closed, int(B) A. However since B is convex and full-dimensional, B = int(B) A, a contradiction
(See [4] for a proof of the rst equality.)
Lemma 2.12. Let K R
n
be a convex cone. Then K is a convex cone.
Proof. Let u K K and let > 0. Consider the open ball of radius around u, i.e. B(u, ). We
shown that B(u, ) K ,= for all > 0. Since u K, we obtain that B(u,

) K ,= 0. This implies
that B(u, ) K ,= . Therefore K is a cone. Moreover K is convex, since the closure of a convex set is
convex.
9
Lemma 2.13. Let K be a full-dimensional, pointed closed convex cone in R
n
. Then conv(K Z
n
) is a
cone.
Proof. Let Q := conv(K Z
n
). If u Q, then there exists a nite number of points p
1
, ..., p
k
K Z
n
,
such that u is a convex combination of p
1
, ..., p
k
. Let 0. We show that u Q. If 1, then the
points |p
1
, ..., |p
k
K Z
n
and therefore u is a convex combination of the points p
1
, ..., p
k
and
|p
1
, ..., |p
k
. If 1, then u is a convex combination of 0 and p
1
, ..., p
k
. Thus, Q is a cone. Now by
Lemma 2.12, we obtain that conv(K Z
n
) is a cone.
Proof. of Theorem 2.5 We rst verify that conv(K Z
n
) = K.
By convexity of K we obtain that conv(K Z
n
) K. Since K is also closed, we obtain that conv(K
Z
n
) K.
Assume by contradiction that conv(K Z
n
) K. Then by Lemma 2.11, we obtain that there exists
u int(K) such that u / conv(K Z
n
). Clearly u ,= 0. Moreover since u int(K) and conv(K Z
n
)
is closed, there exists > 0 such that the set B(, u) K conv(K Z
n
). Since K and conv(K Z
n
)
are cones (Lemma 2.13), we now obtain that the set B(, u) + u[ 0 is a subset of K and is not
contained in conv(K Z
n
). However, by Lemma 2.7 the set B(, u) + u[ 0 contains an integer
point. Since this integer points belongs to K and not to conv(K Z
n
), we obtain a contradiction.
We now verify that conv(KZ
n
) is closed if and only if all the extreme rays of K are rational scalable
rays. Suppose conv(K Z
n
) is closed. Then conv(K Z
n
) = K. If r is any extreme ray of K, then
observe that K r [ > 0 is a convex set. Since r [ > 0 conv(KZ
n
), there must be an integer
point in the set r [ > 0. In other words, r is rational scalable.
Now assume that every extreme ray of K is rational scalable. Let R be the set of all extreme rays.
Then observe that
K = cone(R) conv(K Z
n
) K,
where the rst equality follows from Lemma 2.6. Thus, conv(K Z
n
) = K or equivalently conv(K Z
n
)
is closed.
We note here that K
6
in Example 2.1 is an example for a non-polyhedral cone where each extreme ray
is rational scalable. Therefore conv(K
6
Z
3
) = K
6
.
2.5 Closed-ness of conv(K Z
n
) where K contains lines
Given V R
n
a linear subspace, we denote by V

the linear subspace orthogonal to V and we denote


by P
V
the projection on to the set V

. Given a set K and a half-line d := u +r [ 0 we say K is


coterminal with d if
sup[ > 0, u +r K = .
This denition is originally presented in [6]. Given a closed convex set K, a face F of K is called extreme
facial ray of K if F is a closed half-line.
In this section, we will verify the following result.
Theorem 2.6. Let K R
n
be a closed convex set such that the lineality space L = lin.space(conv(KZ
n
))
is not trivial. Then, conv(K Z
n
) is closed if and only if
1. The set K L

is coterminal with every extreme facial ray of conv(K L

P
L
(Z
n
)).
2. L is a rational subspace.
Note that if the set KL

does not contain any lines, (1.) of Theorem 2.6 is equivalent to saying that
conv(K L

P
L
(Z
n
)) is closed. This is due to the following result from [5]: If A is a closed convex
set not containing a line, then conv(A) is closed if and only if A is coterminal with all the extreme facial
rays of conv(A). (See Theorem 2.7 below for the general version of this result from [5].) Since L is a
rational subspace (otherwise we already know that conv(KZ
n
) is not closed), we obtain that P
L
(Z
n
) is
a Lattice. Therefore we can characterize the closed-ness of conv(K L

P
L
(Z
n
)) using the properties
we have for convex sets not containing lines.
10
Before presenting the proof of Theorem 2.6, we describe some useful corollaries based on the above
discussion.
Corollary 2.1. Let K be a closed convex set and let rec.cone(K) be a rational polyhedral cone. Then
conv(K Z
n
) is closed.
Proof. Let L = lin.space(K). Since L is rational, lin.space(conv(KZ
n
)) = L. Now observe that KL

contains no line. Therefore, we need to verify that conv(K L

P
L
(Z
n
)) is closed.
To simplify the proof, we may assume by using Lemma 2.5 that L

= x R
n
[ x
i
= 0 i = k +
1, . . . , n. Thus, it is sucient (after projecting out the last nk components) to show that conv(K

Z
k
)
is closed, where K

R
k
is a closed convex set not containing any line and rec.cone(K

) is a rational
polyhedral cone. However note now that u(K

) rec.cone(K

) rec.cone(conv(K

Z
k
)) u(K

) for all
u K

Z
n
, where the rst inclusion is due to the fact that rec.cone(K

) is a rational polyhedral cone,


the second inclusion is due to the fact that K

is closed and the last inclusion is the same as (2). Thus


u(K

) is closed and identical for all u K

Z
k
. Therefore by Theorem 2.1 we conclude that K

is closed
which completes the proof.
Note that maximal lattice-free convex sets have rational lineality space but are not necessary rational
polyhedron. Corollary 2.1 yields the following corollary.
Corollary 2.2. If K is a maximal lattice-free convex set, then conv(K Z
n
) is closed.
Corollary 2.3. If lin.space(K) is not a rational subspace and int(K) Z
n
,= , then conv(KZ
n
) is not
closed.
Proof. By Lemma 2.10, we conclude lin.space(conv(K Z
n
)) = L, which completes the proof.
Next we present some results needed to verify Theorem 2.6. The crucial result needed is the following
Theorem from [5].
Theorem 2.7 ([5]). Let A R
n
such that L = lin.space(conv(A)) is not trivial. Then, conv(A) is closed
if and only if
1. The set P
L
(A) is coterminal with every extreme facial ray of conv(A) L

.
2. For every extreme point z of conv(A) L

, conv(A (z +L)) = z +L.


Lemma 2.14. Let A, B R
n
and denote L = lin.space(conv(A)). We have the following:
1. P
L
(B) P
L
(B).
2. P
L
(conv(B)) = conv(P
L
(B)).
3. P
L
(conv(A)) = conv(A) L

.
4. P
L
(conv(A)) = conv(P
L
(A)).
Proof. Lets prove all the assertions:
1. This follows from the fact that P
L
is a continuous function and another equivalent denition of
continuity is C R
n
, P
L
(C) P
L
(C) (see for example [10].)
2. This follows from Lemma 2.4.
3. The inclusion P
L
(conv(A)) conv(A) L

is straightforward. Let x P
L
(conv(A)), there exists
l L such that x +l conv(A). Since l L, (x +l) l conv(A). Therefore x conv(A). Since
x L

, we conclude x conv(A) L

.
4. We have P
L
(conv(A)) P
L
(conv(A)). By 3., P
L
(conv(A)) is a closed set and therefore
P
L
(conv(A)) P
L
(conv(A)). By 2., we conclude that conv(P
L
(A)) P
L
(conv(A)). On
the other hand by 1. and 2. we obtain that P
L
(conv(A)) P
L
(conv(A)) = conv(P
L
(A)). We
therefore conclude that P
L
(conv(A)) = conv(P
L
(A)).
11
Lemma 2.15. Let K R
n
be a closed convex set. Denote L = lin.space(conv(K Z
n
)). Then P
L
(K
Z
n
) = P
L
(K) P
L
(Z
n
). In particular, P
L
(K Z
n
) = K L

P
L
(Z
n
).
Proof. The inclusion P
L
(K Z
n
) P
L
(K) P
L
(Z
n
) is straightforward. Let x P
L
(K) P
L
(Z
n
).
There exist l
1
, l
2
L such that x + l
1
K and x + l
2
Z
n
. Notice that since conv(K Z
n
) K is a
closed set, then L lin.space(K). Hence, since l
2
l
1
L we have x + l
1
+ (l
2
l
1
) K. Therefore,
x +l
2
K Z
n
. In conclusion, since x L

, we conclude x P
L
(K Z
n
).
Finally, since L lin.space(K), we have P
L
(K) = K L

. The proof is the same as that of 3. of


Lemma 2.14.
We now have all the tools for proving Proposition 2.6.
Proof. of Theorem 2.6 Note that by Lemma 2.14 and Lemma 2.15 we have conv(K Z
n
) L

=
P
L
(conv(K Z
n
)) = conv(P
L
(K Z
n
)) = conv(K L

P
L
(Z
n
)). Therefore (1.) of Theorem
2.6 is just a restatement of (1.) of Theorem 2.7 with A = K Z
n
.
Observe that since the set conv(K Z
n
) L

does not contain any lines, it must have at least one


extreme point.
Suppose conv(KZ
n
) is closed. Then, by Theorem 2.7, we have (1.) of Theorem 2.6 and also have
that for every extreme point z of conv(K Z
n
) L

, conv(K Z
n
(z +L)) = z +L. Since z +L ,= ,
,= KZ
n
(z +L) Z
n
. Thus z +L is the convex hull of some non-empty subset of integer points and
therefore L is a rational subspace.
Now suppose (1.) and (2.) of Theorem 2.6. Then we have (1.) of Theorem 2.7. We will prove (2.)
of Theorem 2.7, that is for every extreme point z of conv(K Z
n
) L

, conv(K Z
n
(z +L)) = z +L.
Let z be an extreme point of conv(K Z
n
) L

. We will rst prove that (z + L) K Z


n
,= . Since
conv(K Z
n
) L

= conv(P
L
(K Z
n
)) by Lemma 2.3 we have that z P
L
(K Z
n
), therefore there
exists l L such that z+l KZ
n
. Hence, (z+L)KZ
n
,= . Now let l
1
, . . . , l
p
Z
n
be a basis of L
and since (z +L) KZ
n
,= , let w (z +L) KZ
n
. Since L lin.space(K) for all
1
, . . . ,
p
Z, the
points w, w+
1
l
1
, . . . , w+
p
l
p
belongs to (z +L) KZ
n
. Thus, by convexity of conv((z +L) KZ
n
),
for all
1
, . . . ,
p
R, the points w, w +
1
l
1
, . . . , w +
p
l
p
belongs to conv((z + L) K Z
n
). Thus,
conv((z + L) K Z
n
) contains a ane subspace whose dimension is the same as that of z + L. Since
conv(KZ
n
(z +L)) z +L, we therefore obtain that conv(KZ
n
(z +L)) = z +L. Thus we obtain
(2.) of Theorem 2.7 and hence conv(K Z
n
) is closed.
3 Polyhedrality of conv(K Z
n
)
Let us develop some intuition regarding the question of polyhedrality of conv(K Z
n
). Suppose for
simplicity that K contains no lines, K Z
n
is full-dimensional and int(K) Z
n
is non-empty. Then by
Theorem 2.3, we obtain that a necessary condition for conv(KZ
n
) to be closed is that rec.cone(conv(K
Z
n
)) = rec.cone(K). Therefore in this setting if we require rec.cone(K Z
n
) to be polyhedron, it is
necessary that K has a rational polyhedral recession cone. However this is not sucient. Consider the
case of the parabola K
3
presented in Example 2.1. It is easy to verify that conv(K
3
Z
2
) is not a
polyhedron. To see what is going wrong, observe that minx
1
[ x K
3
= even though (1, 0)
is orthogonal to the all vectors in the recession cone. Intuitively, this causes conv(K
3
Z
2
) to have an
innite number of extreme points. This motivates the following denition.
Denition 3.1 (Thin Convex set). Let K R
n
be a closed convex set. We say K is thin if the following
holds: minc, x) [ x K = if and only if there exist d rec.cone(K) such that d, c) < 0.
In this section we verify the following result.
Theorem 3.1. If K R
n
is thin and recession cone of K is a rational polyhedral cone, then conv(KZ
n
)
is a polyhedron. Moreover, if int(K) Z
n
,= and conv(K Z
n
) is a polyhedron, then K is thin and
rec.cone(K) is a rational polyhedral cone.
12
Since every polyhedron is a thin set, Theorem 3.1 generalizes the result in [8]. We present a simple
example illustrating Theorem 3.1 when K is not a polyhedral set.
Example 3.1. Consider the set K
8
= (x
1
, x
2
) R
2
+
[ x
1
x
2
1. It is straightforward to verify that K
8
is thin and rec.cone(K
8
) = (y
1
, y
2
) R
2
[ y
1
0, y
2
0 is a rational polyhedron. Thus, conv(K
8
Z
2
) =
(x
1
, x
2
) [ x
1
1, x
2
1 is a polyhedron. On the other hand observe that while each of the sets K
1
, K
2
,
K
3
, K
4
, K
6
in Example 2.1 contains integer points in its interior, none of them are both thin and have
rational polyhedral recession cone. Thus by Theorem 3.1, the convex hull of integer points in all these sets
is non-polyhedral.
3.1 Sucient conditions for conv(K Z
n
) to be polyhedral
We begin with a few Lemmas before presenting the suciency direction of Theorem 3.1.
Lemma 3.1. If K R
n
is thin and T R
n
is a closed subset of K such that rec.cone(T) = rec.cone(K),
then T is thin.
Proof. Suppose minc, x) [ x T is unbounded. Then, minc, x) [ x K is unbounded. Since K is
thin, there exists d rec.cone(K) = rec.cone(T) such that d, c) < 0. If minc, x) [ x T is bounded,
then d, c) 0 for all d rec.cone(T).
Lemma 3.2. Let K R
n
be a thin set whose recession cone is polyhedral. Let v R
n
, b R and let
T := K x[ v, x) b. Then T is a thin set.
Proof. If T = , then the result is trivial. Therefore we assume that T ,= . Note rst that
rec.cone(T) = u rec.cone(K) [ v, u) 0. (6)
Assume by contradiction that T is not thin. Then there exists c R
n
such that supc, x) [ x T is
unbounded but there does not exist a vector u in rec.cone(T) such that u, c) > 0. Let r
1
, ..., r
k
generate
rec.cone(K). Note now that if r
i
, c) > 0 (and there exists one such r
i
since K is thin and T K), then
we must have (by assumption) that r
i
/ rec.cone(T) and therefore using (6) we obtain that r
i
, v) < 0.
Let
= max
_

r
i
, c)
r
i
, v)
[ r
i
, c) > 0 i 1, . . . , k
_
,
and let
= min
_

r
i
, c)
r
i
, v)
[ r
i
, c) 0, r
i
, v) > 0, i 1, . . . , k
_
.
( = + if r
i
, c) 0, r
i
, v) > 0 does not hold for any i).
Observe that > 0 and 0. Now examine the following cases:
1. : In this case consider the vector c +v and examine the product r
i
, c +v):
(a) r
i
, c) > 0. Then r
i
, v) < 0 and
r
i
,c
r
i
,v
or equivalently r
i
, c +v) 0.
(b) r
i
, c) = 0. If r
i
, v) 0, then r
i
, c + v) 0. Note that r
i
, v) > 0 is not possible since
> 0.
(c) r
i
, c) < 0. If r
i
, v) 0, then r
i
, c + v) 0. If r
i
, v) > 0, then
r
i
,c
r
i
,v
or
r
i
, c +v) 0.
Therefore, r
i
, c +v) 0 for all i 1, ..., k. Let x
i

i=1
be the sequence of points in T such that
lim
i
c, x
i
) = +. Now observe that
c +v, x
i
) c, x
i
) +b.
Therefore lim
i
c +v, x
i
) = +, which contradicts the thinness of K.
13
2. > . Without loss of generality, let =
r
1
,c
r
1
,v
and =
r
2
,c
r
2
,v
, where r
1
, c) > 0, r
1
, v) < 0,
r
2
, c) 0 and r
2
, v) > 0. Therefore :=
r
1
,v
r
2
,v
> 0. Now observe that r
1
+ r
2
, v) = 0 and
therefore r
1
+r
2
rec.cone(T). On the other hand
r
1
+r
2
, c) > 0
r
1
, c) > r
2
, c)
r
1
, c) >
r
1
, v)
r
2
, v)
r
2
, c)

r
1
, c)
r
1
, v)
<
r
2
, c)
r
2
, v)

r
1
, c)
r
1
, v)
>
r
2
, c)
r
2
, v)
> .
Thus, we obtain a vector r rec.cone(T) such that r, c) > 0 which is in contradiction to our
assumption.
Corollary 3.1. If K is thin, recession cone of K is a polyhedral cone and F is an exposed face of K,
then F is thin.
Corollary 3.2. If K is thin and recession cone of K is a polyhedral cone, then the intersection of K with
a ane space is a thin set.
Lemma 3.3. Let A be a m n matrix and let K R
n
be a thin convex set. Then AK R
m
is a thin
convex set.
Proof. We rst claim that rec.cone(AK) A(rec.cone(K)). Consider any r rec.cone(K). Let Ax AK.
Then observe that Ax +Ar = A(x +r) AK for all 0. Thus, Ar rec.cone(AK).
Now suppose there exists c R
m
such that supc, x) [ x AK = . Observe that,
supA
T
c, x) [ x K = supc, Ax) [ x K = supc, x) [ x Ak = . (7)
Since K is thin, (7) implies that there exists d rec.cone(K) such that A
T
c, d) > 0 or equivalently,
c, Ad) > 0. Since Ad rec.cone(Ak), this completes the proof.
Corollary 3.3. Let K R
n
be a thin convex set. Then K

R
k
, the projection of K onto the rst k
coordinates is thin.
Proof. Let A the matrix dening the projection of R
n
onto the rst k coordinates. Then K

= AK, so we
are done.
We use the following notation in this section. Let K R
n
be a closed convex set. Then
K
: R
n
R
dened as
K
(a) = supa, x) [ x K is the support function of K. Given a cone T, we represent its
polar by T

. In particular, (rec.cone(K))

= d R
n
[ d, u) 0 u rec.cone(K).
Lemma 3.4. Let K be a thin set and let rec.cone(K) be polyhedral. Then
K
: (rec.cone(K))

R is a
continuous function.
Proof. The support function is sublinear and therefore lower semi-continuous (see Theorem 13.2, Theorem
7.1 [11]). Next observe that (rec.cone(K))

is a polyhedral cone and since K is thin we obtain that

K
(d) < + for all d (rec.cone(K))

. Then by Theorem 10.2 [11],


K
is an upper semi-continuous
function on (rec.cone(K))

. Therefore the result follows.


Lemma 3.5. Let P is a rational polyhedron, and F be a face of P. Then there exists c Z
n
and d Z
such that P x R
n
[ c, x) d and F = x P [ c, x) = d.
14
Proof. Let P = x R
n
[ a
i
, x) b
i
, i U V and F = x R
n
[ a
i
, x) b
i
, i U, a
i
, x) =
b
i
, i V . Without loss of generality, we can assume all data is integral.
Consider c =

iV
a
i
and d =

iV
b
i
. Then observe that if x F, then
c, x) =

iV
a
i
, x) =

iV
a
i
, x) =

iV
b
i
= d.
On the other hand, if x P F, then there exists i V such that a
i
, x) < b
i
. Thus,
c, x) =

iV
a
i
, x) =

iV
a
i
, x) <

iV
b
i
= d.
The next lemma essentially is a restatement of result from [8].
Lemma 3.6. Let P R
n
be a polyhedron such that rec.cone(P) is a rational polyhedral cone. Then
conv(P Z
n
) is a rational polyhedron.
Proof. By Minkowski-Weyl Theorem, let P be generated by the convex combination of the points u
1
, ..., u
s
and the conic combination of r
1
, ..., r
k
which are scaled to be integers (since rec.cone(P) is a rational
polyhedral cone).
Dene T as
T = conv
__
x Z
n
[ x =

i{1,...,s}

i
u
i
+

i{1,...,t}

i
r
i

i
0,

i{1,...,s}

i
= 1, 0
i
1.
__
To complete the proof of this lemma, we verify that conv(P Z
n
) = T + rec.cone(P). Now clearly
conv(P Z
n
) T + rec.cone(P). On the other hand, if x (P Z
n
), then x =

i{1,...,s}

i
u
i
+

i{1,...,t}

i
r
i
=

i{1,...,s}

i
u
i
+

i{1,...,t}
(
i

i
|)r
i
+

i{1,...,t}

i
|r
i
T + rec.cone(P).
Proposition 3.1 (Sucient Condition). If K is thin and recession cone of K is a rational polyhedral
cone, then conv(K Z
n
) is a polyhedron.
Proof. If K Z
n
= , then the result is straightforward. So we assume that K Z
n
,= .
Since the recession cone of K is a rational polyhedral cone, by Corollary 2.1 we obtain that conv(KZ
n
)
is closed. We prove this statement by induction on the dimension of K. Note that for dimensions 0 and
1, the statement is true. Assume that the statement is true for all dimensions less than the dimension of
K.
We rst illustrate that we may assume that K is full-dimensional. Observe that since a(K Z
n
) is
a rational ane subspace, we have that K a(K Z
n
) is a thin set (Corollary 3.2) with a recession
cone that is a rational polyhedron. Let z K Z
n
. We now translate K as K z and note that it is
sucient to show that conv(K Z
n
) is polyhedral for this new set K, which is a thin set with a recession
cone that is a rational polyhedron. Now by selecting a suitable unimodular matrix (see [12]) and by the
application linear map corresponding to this matrix to R
n
, we may assume that a(KZ
n
) is of the form
x[ x
i
= 0 i = k + 1, ..., n and K is a thin set (Lemma 3.3) with a recession cone that is a rational
polyhedron. (Note that linear maps preserve polyhedrality.) Finally, we can project out the last n k
components (every point in K has zero in these components) and note that it is sucient to show that
conv(KZ
k
) is polyhedron where K is a full-dimensional thin set (Lemma 3.3) with a recession cone that
is a rational polyhedron.
Therefore, we assume hence forth that K R
n
is full-dimensional thin set with a recession cone that
is a rational polyhedron.
Since the recession cone of K is a rational polyhedral, rec.cone(conv(K Z
n
)) = rec.cone(K). Thus
by Corollary 3.1, we obtain that conv(K Z
n
) is thin. Dene D = d R
n
[ |d| = 1, d, u) 0 u
rec.cone(K).
Let v D and let F
v
= x K[ v, x) =
K
(v) be the proper exposed face of K (since K is full-
dimensional set and v ,= 0, F
v
is a proper face of K) corresponding to the vector v. We will show rst
15
that conv(F
v
Z
n
) is a polyhedron. If F
v
Z
n
= , then there remains nothing to verify. So assume that
F
v
Z
n
,= . Let L = ax Z
n
[ v, x) =
K
(v). Since L is generated by integer vectors it is a rational
ane subspace. By Corollary 3.1 we obtain that F
v
is a thin set. Now by Corollary 3.2 we obtain that
F
v
L is thin. Now observe that
rec.cone(F
v
L) = rec.cone(K x R
n
[ v, x) =
K
(v) L)
= rec.cone(K) rec.cone(x R
n
[ v, x) =
K
(v))
rec.cone(L)
= rec.cone(K) rec.cone(L),
where the last equality follows from the fact that rec.cone(L) rec.cone(x R
n
[ v, x) =
K
(v)).
Thus, rec.cone(F
v
L) is a rational polyhedral cone. Moreover, dim(F
v
L) < dim(K). Therefore by
the induction hypothesis, conv(F
v
L Z
n
) is a polyhedron. Now the result follows from the fact that
conv(F
v
Z
n
) = conv(F
v
L Z
n
).
For any v D, we now verify that there exists a polyhedron P
v
R
n
such that
1. P
v
Z
n
K Z
n
2. Either
P
v
(v) <
K
(v) or u P
v
s.t. u, v) =
K
(v) u K.
Let rec.cone(K) := x R
n
[ a
i
, x) 0 i 1, ..., t =

k
i=1

i
r
i
[
i
0, where r
i
Z
n
generate
rec.cone(K). Let

P = x R
n
[ a
i
, x)
conv(KZ
n
)
(a
i
) i 1, ..., t. Note that
conv(KZ
n
)
is nite
because conv(K Z
n
) is thin. Observe that rec.cone(

P) = rec.cone(K) and

P Z
n
K Z
n
. Let

P
v
= x

P [ v, x)
conv(KZ
n
)
.
Since

P Z
n
KZ
n
, we obtain that

P
v
Z
n
KZ
n
Observe also that rec.cone(

P
v
) = rec.cone(

P) =
rec.cone(K) and since rec.cone(K) is a rational polyhedral cone, by Lemma 3.6 we obtain that
Q
v
:= conv(

P
v
Z
n
)
is a rational polyhedron. There are two cases to consider:
1.
Q
v
(v) <
K
(v): In this case, we dene P
v
:= Q
v
. Then observe that P
v
Z
n
=

P
v
Z
n
K Z
n
and
P
v
(v) <
K
(v).
2.
Q
v
(v) =
K
(v): Now let G be the face of Q
v
dened as G := x Q
v
[ v, x) =
K
(v). Since Q
v
is rational polyhedron, by Lemma 3.5, let c Z
n
and d Z such that G = x Q
v
[ c, x) = d.
Now we consider two cases:
(a) F
v
Z
n
= . In this case let
P
v
= x Q
v
[ c, x) d 1.
We rst claim that P
v
Z
n
(K Z
n
). Let x K Z
n
. Then x Q
v
Z
n
since Q
v
Z
n
=

P
v
Z
n
K Z
n
. Since F
v
Z
n
= , we have that v, x) <
K
(v). Thus, x / G. Therefore,
x (Q
v
Z
n
) G or equivalently x P
v
.
Next we claim that
P
v
(v) <
K
(v). Assume by contradiction that
P
v
(v) =
K
(v). Since P
v
is a polyhedron, there exists x P
v
such that v, x) =
K
(v). Since P
v
Q
v
, we obtain that
x y Q
v
[ v, y) =
K
(v). However, this implies that x G or equivalently c, x) = d, a
contradiction since
P
v
(c) d 1.
(b) F
v
Z
n
,= . Let G, c, d be dened as in the previous case. Let
P
1
v
= x Q
v
[ c, x) d 1.
We rst claim that P
1
v
Z
n
(K Z
n
) (F
v
Z
n
). Let x (K Z
n
) (F Z
n
). Then as
before we obtain that x Q
v
Z
n
. Moreover, since x / F
v
, we obtain that v, x) <
K
(v).
Thus, x / G. Therefore, x (Q
v
Z
n
) G or equivalently x P
1
v
.
16
Next we claim that
P
1
v
(v) <
K
(v). Assume by contradiction that
P
1
v
(v) =
K
(v). Since P
1
v
is a polyhedron, there exists x P
1
v
such that v, x) =
K
(v). Since P
1
v
Q
v
, we obtain that
x y Q
v
[ v, y) =
K
(v). However, this implies that x G or equivalently c, x) = d, a
contradiction since
P
1
v
(c) d 1.
Now if P
1
v
,= , then dene
P
v
:= conv
_
(P
1
v
+ rec.cone(K)) (conv(F
v
Z
n
) + rec.cone(K))
_
,
else dene
P
v
:= conv(F Z
n
) + rec.cone(K).
We rst verify that P
v
is a polyhedron. Observe rst that, by previous claim, conv(F
v
Z
n
)
is a polyhedron. Therefore (P
1
v
+ rec.cone(K)) and (conv(F
v
Z
n
) + rec.cone(K)) are two
polyhedra with the same recession cone. Thus, P
v
is a polyhedron.
Now we verify that P
v
Z
n
K Z
n
. If x (K Z
n
) (F
v
Z
n
), then as veried before
x P
1
v
Z
n
or equivalently x P
v
. If x F
v
Z
n
, then by denition of P
v
, x P
v
.
Finally we verify that
u P
v
s.t. u, v) =
K
(v) u K. (8)
Observe that if u P
v
such that u, v) =
K
(v), then u conv(F
v
Z
n
) + rec.cone(K) since

P
1
v
+rec.cone(K)
(v) =
P
1
v
(v) <
K
(v). Since conv(F
v
Z
n
) + rec.cone(K) K, the result
follows.
Claim 1: For any v D, there exists a neighborhood N
v
of v (wrt D) such that
P
v
(v

)
K
(v

) for all
v

N
v
. There are two cases:
1.
P
v
(v) <
K
(v). By Lemma 3.4, both
P
v
and
K
are continuous functions over their domain
(rec.cone(K))

. In particular,
P
v
and
K
are continuous over D (rec.cone(K))

. Therefore,

P
v

K
is a continuous function over D. This implies that there is a neighborhood N
v
of v such
that
P
v
(v

)
K
(v

) < 0 for all v

N
v
.
2.
P
v
(v) =
K
(v). By Minkowski-Weyl Theorem, let P
v
= convu
1
, ...., u
s
+ coner
1
, ..., r
k
. Let
O u
1
, ...., u
s
such that u
j
O implies u
j
, v) =
K
(v). We note here that O ,= , since
P
v
(v) =

K
(v). By (8), we obtain that O K. Let N = u
1
, ..., u
s
O. Note that r
i
, v) 0 i 1, ..., k.
Let =
K
(v) max
u
i
N
u
i
, v) > 0. Let = max
u
i
O
|u
i
|. Let N
v
= d D[ |d v| <

2
.
(a) For u
j
O and v

N
v
, observe that
u
j
, v

) = u
j
, v) +u
j
, v

v)
K
(v) |u
j
||v

v| >
K
(v)

2
.
(b) For u
j
N and v

N
v
, observe that
u
j
, v

) = u
j
, v) +u
j
, v

v)
K
(v) +|u
j
||v

v| <
K
(v)

2
.
Therefore for any v

N
v
we obtain that,

P
v
(v

) = max
1js
v

, u
j
) = max
u
j
O
v

, u
j
)
K
(v

), (9)
where the last inequality is a consequence of the fact that O K.
This completes the proof of the claim.
Now observe that the sets N
v
for all v D represent an open cover of D. Since D is compact, there
exists a nite set of vectors v
1
, ..., v
l
, such that
l
i=1
N
v
i = D.
Claim 2: P

:=
l
i=1
P
v
i K:
17
Assume by contradiction that there exists x
l
i=1
P
v
i K. Then by separation theorem, there exists
d such that

K
(d) < x, d)
P
(d). (10)
Since
K
(d) is nite and d ,= 0, we obtain (by possibly scaling d) that d D and therefore d N
v
i for
some i 1, ...k. Therefore,

P
(d)
P
v
i
(d)
K
(d), (11)
where the last inequality follows from Claim 1. This is the required contradiction to (10).
Since P
v
i conv(K Z
n
), we have that P

:=
l
i=1
P
v
i conv(K Z
n
). On the other hand by Claim
2, P

Z
n
K Z
n
. In other words,
conv(K Z
n
) = conv(P

Z
n
). (12)
Moreover note that rec.cone(P

) = rec.cone(K). Now we arrive at the conclusion that conv(P

Z
n
) is a
rational polyhedron by using Lemma 3.6.
We note here that argument based on the compactness of D in Proposition 3.1 is similar to an argument
used in [2].
3.2 Necessary conditions for conv(K Z
n
) to be polyhedral
Lemma 3.7. Let Q R
n
be a full-dimensional maximal lattice free convex set and let c, x) d be a
valid inequality for Q. Then there exists > 0 such that c, x) d is a valid inequality for Q.
Proof. Assume by contradiction that infc, x) [ x Q = . Since Q is polyhedron (Theorem 2.2),
we obtain there exists a recession direction r of Q such that r, c) < 0. However because rec.cone(Q) =
lin.space(Q), we have that r is a recession direction of Q. Then supc, x) [ x Q = +, contradicting
the assumption that c, x) d is a valid inequality for Q.
Proposition 3.2 (Necessary Condition). Let K R
n
be a convex set such that int(K) Z
n
,= . If
conv(K Z
n
) is a polyhedron, then K is thin and rec.cone(K) is a rational polyhedral cone.
Proof. Let P = x R
n
[ a
i
, x) b
i
, i 1, ..., m be a description of conv(K Z
n
). Note that P
is a rational polyhedron. We will show rst that for all i 1, ..., m, supa
i
, x) [ x K < . Let
i 1, ..., m and assume by contradiction that supa
i
, x) [ x K = . Consider the set K
i
= Kx
R
n
[ a
i
, x) b
i
. Notice that int(K) Z
n
,= , so K must be a full dimensional set. Also, by assumption,
we have K x R
n
[ a
i
, x) b
i
. Therefore it can be veried that int(K) x R
n
[ a
i
, x) > b
i
,= .
This implies int(K
i
) = int(K) x R
n
[ a
i
, x) > b
i
,= and thus K
i
is of full dimension.
Moreover, we have int(K
i
)Z
n
= (int(K
i
)K)Z
n
int(K
i
)P = , so K
i
is a lattice-free set. Hence,
there exists a full dimensional maximal lattice-free polyhedron Q = x R
n
[ c
j
, x) d
j
, j 1, . . . , q
such that K
i
Q.
Since K is not lattice-free we obtain that K Q. Therefore there exists x
0
K and j 1, . . . , q
such that a
i
, x
0
) < b
i
and c
j
, x
0
) > d
j
. By Lemma 3.7, there exists > 0 such that x Q implies
c
j
, x) d
j
.
Let x
n

n1
K
i
such that lim
n
a
i
, x
n
) = and
n
(0, 1) such that the point y
n
= (1

n
)x
0
+
n
x
n
satises a
i
, y
n
) = b
i
. Since x
0
, x
n
K, by convexity of K, we have y
n
K. Therefore we
obtain that y
n
K
i
.
On the other hand,
c
j
, y
n
) d
j
= (1
n
)c
j
, x
0
) +
n
c
j
, x
n
) d
j
(1
n
)(c
j
, x
0
) d
j
)
n

= (c
j
, x
0
) d
j
)
n
[(c
j
, x
0
) d
j
) +].
18
Notice that, by denition,
n
=
b
i
a
i
,x
0

a
i
,x
n
a
i
,x
0

and thus lim


n

n
= 0. Hence, for suciently large n, we
have c
j
, y
n
) > d
j
, a contradiction with the fact y
n
K
i
Q. So, we must have supa
i
, x) [ x K < ,
for all i 1, ..., m.
We conclude that there exist numbers b
i
, i 1, ..., m, with b
i
b
i
< such that K P

:=
x[ a
i
, x) b
i
, i 1, ..., m. Hence, since P K P

, we have rec.cone(K) = x[ a
i
, x) 0, i
1, ..., m, so rec.cone(K) is a rational polyhedral cone. Moreover, every polyhedron is thin, so by Lemma
3.1, we conclude K is also thin, as desired.
We note here that the addition technical condition that int(K) Z
n
,= in Proposition 3.2 is not
articial. We illustrate this with examples next.
Example 3.2. 1. Here is an example that shows that conv(K Z
n
) can be a polyhedron and yet it is
not thin, since it is lattice-free. Consider the set
K
9
:= conv((x
1
, x
2
, x
3
) R
3
[ x
3
= 0, x
1
= 0, x
2
0
(x
1
, x
2
, x
3
) R
3
[ x
3
= 0.5, x
2
x
2
1

(x
1
, x
2
, x
3
) R
3
[ x
3
= 1, x
1
= 0, x
2
0).
Observe that conv(K
9
Z
3
) = (x
1
, x
2
, x
3
) R
3
[ x
1
= 0, x
2
0, 0 x
3
1 is a polyhedron.
However note that K
9
is not thin since rec.cone(K
9
) = (0, 1, 0) [ 0 and inf(1, 0, 0), x) [ x
K
9
= but (0, 1, 0), (1,
0, 0)) = 0. Finally note that K
9
is lattice-free.
2. Here is an example that shows that conv(K Z
n
) can be a polyhedron and yet rec.cone(K) does not
have a polyhedral recession cone, since it is lattice-free. Consider the set
K
10
:= conv((x
1
, x
2
, x
3
) R
3
[ x
2

2x
1
= 0, x
3
= 0
(x
1
, x
2
, x
3
) R
3
[ x
2

2x
1
= 1, x
3
= 0.5
(x
1
, x
2
, x
3
) R
3
[ x
2

2x
1
= 1, x
3
= 0.5
(x
1
, x
2
, x
3
) R
3
[ x
2

2x
1
= 0, x
3
= 1).
Then K
10
Z
3
= (0, 0, 0), (0, 0, 1) and thus conv(K
10
Z
3
) is a polyhedron. However note that
rec.cone(K
10
) is not a rational polyhedral cone. Also observe that K
10
is lattice-free.
4 Remarks
We rst remark that all the key results in this paper (Theorem 2.1, Theorem 2.3, Theorem 2.4, Theorem
2.5, Theorem 2.6, Theorem 3.1) hold if we replace Z
n
by any general lattice R
n
and investigate the
closed-ness and polyhedrality of conv(K ).
It is possible to relax the requirement of conv(K Z
n
) being a polyhedron and ask the question when
conv(K Z
n
) is locally polyhedron, i.e., the intersection of conv(K Z
n
) with any polytope is also a
polytope. To the best of our knowledge the most general sucient conditions known for conv(K Z
n
)
to be locally polyhedral are presented in [9] for the case where K is general polyhedron (not necessary
rational). Coming up with necessary and sucient conditions for conv(K Z
n
) to be locally polyhedron
in the case where K is general convex sets is an interesting open question.
Another important question is determining necessary and sucient conditions for the following opti-
mization problem
z

= min d, x) (13)
s.t. x K Z
n
(14)
to be solvable, i.e., if z

is bounded and K Z
n
,= implies there exists x

K Z
n
such that
d, x

) d, x) x K Z
n
. Clearly if conv(K Z
n
) is a polyhedron, then the optimization problem is
solvable for any d. Another sucient condition that can be easily veried is that d is a rational vector.
However, nding general necessary and sucient conditions for (13)-(14) to be solvable is a challenging
question.
19
Acknowledgements
This research was supported by NSF CMMI Grant 1030422. The authors thank Juan Pablo Vielma and
Daniel Dadush for various discussions on this topic.
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