November 1996
Let K = Kn Kn [0, 1] IR2n+1 where Kn is the standard simplex in IRn , i.e., Kn = {x IRn : n xj = 1}. We consider the + j=1 set P IR2n+1 given by P = {(x, y, z) K : x y z} (where x y = maxjn xj yj ). We call P the l distance polytope in IRn . These polytopes are of interest e.g., in integer linear programming problems that arise in certain statistical estimation problems. We determine all the vertices of P . The convex hull M of all integer points in P is also studied and it is shown that it is the solution set of a linear system similar to the one de ning P except that another vector norm is used. This new norm is called the subsetsum norm. Relations to the max owmincut theorem are pointed out. Some properties of the subsetsum norm are also given and, in particular, all the faces of its unit ball are determined. Keywords: Polytopes, polyhedral vector norms, integer programming.
Abstract
1 Introduction
We shall study a set P related to the ldistance between vectors in the standard simplex. Let N = {1, . . . , n} where n 2 is a natural number and denote the ith unit vector in IRn by ei. The notation x(N) is used for the sum jN xj when x IRn . De ne K = Kn Kn [0, 1] where Kn is the standard
Institute of Informatics, University of Oslo, P.O.Box 1080, Blindern, 0316 Oslo, Norway (Email:geird@i .uio.no)
simplex in IRn , i.e., Kn = {x IRn : n xj = 1}. In addition, we de ne + j=1 n n the simplex Kn = {x IR+ : j=1 xj 1}. Consider the set P of points in IR2n+1 given by
P = {(x, y, z) K : x y P
z}.
is a polytope as it is bounded and may be viewed as the solution set of the following system of linear inequalities n (i) for j n; j=1 xj = 1, xj 0 n (ii) for j n; j=1 yj = 1, yj 0 (1) (iii) 0 z 1; (iv) xj yj z 0 for j n; (v) xj + yj z 0 for j n. We call P the ldistance polytope. The dimension of P is 2n 1 as the only implicit equalities in (1) are n xj = 1 and n yj = 1. j=1 j=1 Another set will be of interest, namely the integer points in P , that is S = {(ei, ej , 1) : i, j n, i = j} {(ei , ei, z) : i n, z {0, 1}}. (2) (Note that whenever x, y Kn are integral, their ldistance is either 0 or 1). We shall study the integer hull M of P , i.e., M = conv(S). This set, which is a polytope, has also dimension 2n 1. The interest in P and S is motivated by applications in image analysis. Consider a discrete image, e.g. a satellite photo of some geographical region or an Xray picture of the human brain. Mathematically one may represent each pixel (image cell) by a vector x IRn indicating the class (or gray tone) of that pixel, say xj = 1 if the pixel belongs to class number j , and xk = 0 for k = j . The construction of an unknown image based on a blurred image may be considered as a statistical estimation problem. One often uses a prior (Bayesian) model for the true, underlying picture in order to obtain some kind of smoothness in the estimated image. In particular, if x and y are the image vectors for two adjacent pixels (remark: the concept of adjacency may vary in these models), one may give a credit if x = y, so that for the estimated image one may have many adjacent pixels of the same class. The problem of nding a maximum a posteriori estimate for the unknown image may then be formulated as an 0/1 linear programming problem with several constraints of the form (1), see 11]. A natural (although simpli ed) situation is to consider the case of two pixels and ask for the structure of optimal (vertex) solutions and, furthermore, which additional inequalities that would enforce integrality in (1), i.e., de ne the polytope M . These are the questions studied in sections 2 and 3 below. 2
The paper is organized as follows. In section 2 we determine all the vertices of the polytope P , while section 3 is devoted to the integer hull M of P . A complete linear description of this polytope is given and it consist of an exponentially large class of linear inequalities. The result is proved by reformulating the problem as a variation of a shortest path problem in a certain directed graph, for which an associated linear system is totally dual integral. A minmax result of a packingcovering type is also pointed out. Based on the mentioned inequalities for the integer hull of P , we de ne a certain polyhedral vector norm in section 3. This norm has some interesting properties, e.g., the completeness result may be given a nice interpretation. We also determine all the faces of the unit ball of this norm. Finally, we point out the existence of a class of other related polyhedral vector norms and give a relation to majorization. We describe our notation. IR denotes the set of real numbers. For a nite set E we let IRE denote the set of real vectors indexed by E (i.e., the vector space of functions from E to IR). We use fairly standard graph theoretic notation, see any modern text book in graph theory. For polyhedral theory, we refer to 1], 10], 12] or 7]. For a polytope Q its set of vertices is denoted by vert(Q). Also recall that a 0/1matrix M is totally unimodular if all subdeterminants are 1, 0 or 1. For integers i j we de ne [i : j] := {i, i + 1 . . . , j}. Often a positive integer n is xed, and we let N = [1 : n]. If x IRn the support of x is the set {j N : xj = 0}. For real numbers a and b we let a b denote the maximum of a and b. Let E be a nite set and S E . We let S denote the incidence vector of S , and if x IRE we de ne x(S) = jS xj . If is a class of subsets of E we de ne conv() as the convex hull of the set of incidence vectors S , S . For x IRn we also de ne (i) x+ = (x+, . . . , x+) and x = (x, . . . , x ) where x+ = xj 0 1 n 1 n j and x = (xj ) 0, and (ii) x = (x1, . . . , xn). We let Sn denote the j group of permutations on n elements. A set A IRn is called symmetric if (A) = A for each Sn, i.e., A contains all permutations of its points. Finally, we let e denote a vector with all components equal to 1.
2 Vertices of lpolytopes
Let S1 and S2 be disjoint subsets of N = {1, . . . , n} (where n 2) such that s := S1  = S2  1 and de ne vS ,S = 1 (S , S , 1) IR2n+1 . We see that s each such point vS ,S lies in P , i.e., the point satis es (1). Assume that v P , d IR2n+1 , > 0 and that v() := v + d P for all < < . We then call v() a valid perturbation of v and since v = (1/2)(v() + v()) this means that v is not an extreme point (vertex)
1 2 1 2 1 2
Proposition 2.1 vert(P ) consists of the points (i) vS ,S for S1 and S2 dis1 2
joint subsets of N with s := S1  = S2  1, and (ii) (ei, ei, z) where i n and z {0, 1}.
of x (y). Claim 1: Sx Sy  1. This is trivial if either x or y is integral. It therefore su ces to prove that for any i, j n with i = j at most three of the variables xi, xj , yi, yj are fractional. If all these variables were fractional we could de ne a new solution v() from v by increasing both xi and yi by IR and decreasing xj and yj by . But v() is a valid perturbation of v, which contradicts that v is an extreme point, and the claim follows. If Sx = Sy , we must have Sx = Sy = {j} for some j (due to Claim 1), and therefore v = (ei, ei, z) with z {0, 1} so v satis es (ii) in the proposition. Alternatively, Sx and Sy are distinct and this is discussed in the remaining part of the proof. Claim 2: Sx and Sy are disjoint. We shall prove this by contradiction, so assume that Sx and Sy have nonempty intersection. Thus, by Claim 1, we may assume that Sx Sy  = {j} for some j n. We consider two di erent cases. Case (i): xj yj  < z . This implies that xi = z for all i Sx \ {j} and yi = z for all i Sy \ {j}. For otherwise a valid perturbation is to increase a variable xi < z (or yi < z) with i = j by and decrease both xj and yj by ; a contradiction. Next, since k xk = k yk = 1, we obtain xj = 1 sz for s = Sx  1 and yj = 1 tz for t = Sy  1. Inserting this in xj yj  < z gives t sz < z , and because z > 0 (otherwise we would have Sx = Sy ) we conclude that t = s. Furthermore 1sz = 0, otherwise a valid perturbation is v() = (x(), y(), z()) given by x()i = y()k = z() = z + for i Sx \ {j}, k Sy \ {j} and x()j = y()j := 1 s(z + ). But then xj = yj = 1 sz = 0 and j Sx ; a contradiction. Case (ii): xj yj  = z . Since Sx and Sy are distinct, we have that z > 0. With similar arguments as given in case (i) we obtain that xi = z for all i Sx \ {j} and yi = z for all i Sy \ {j, k} for suitable k Sy \ {j}. This again gives xj = 1 sz where s = Sx 1 and also yj + yk = 1 tz where t = Sy 2. From xj yj  = z we have either yj = 1sz+z or yj = 1szz . We only discuss the case yj = 1sz +z as the other may be treated similarly. Then yk = (s t 1)z . This contradicts that v is a vertex, for a valid perturbation is v() = (x(), y(), z()) given by x()i = y()l = z() = z + 4
i Sx \ {j}, l Sy \ {j, k} and x()j = 1 s(z + ), y()j = yj , y()k = (s t 1)(z + ). This proves Claim 2, so Sx and Sy are disjoint. We next observe that for some j n the components of x are given by xi = z for all i Sx \ {j} and xj = 1 sz where s = Sx 1. (For if two of the positive variables were strictly less than z a valid is to modify these two varaibles suitably). Similarly, for suitable k Sy we have yi = z for all i Sy \{k} and yk = 1tz for t = Sy  1. If z is either 0 or 1 we obtain Sx = Sy  = 1, say Sx = {r}, Sx = {s} with r = s (due to Claim 2) and v = (er , es , 1) = vSx ,Sy as desired. It remains to consider 0 < z < 1. Then we either have xj = 1 sz < z or yk = 1 tz < z . (Otherwise, z and all variables linked to z may be perturbed to get a valid perturbation). By symmetry it su ces to consider when 1 sz = z . This gives z = 1/(s + 1) so x = S1x Sx . Furthermore, yi = 1/(s + 1) for i Sy \ {k} and yk = 1 t/(s + 1). Since v P , we have 0 yk z which implies that 0 s + 1 t 1. Thus, either t = s or t = s + 1. In fact, we can not have t = s + 1 for then xk = 0 contradicting that k lies in the support of y. Thus, t = s and y = S1x Sy and then v is of
for
2n +
j=1
(s!)2
n! (n 2s)!
and among these there are only n2 + n integral (or 0/1) vertices.
which we call a set di erence inequality. Note that for S = {j} the set di erence inequality coincides with the inequality in (1)(iv). It is easy to see that each set size inequality is valid for S and therefore (by convexity) also for M . The main result is stated next.
(5)
(Actually, the inequality z 0 is redundant.) We shall next present and prove a general result for certain combinatorial polyhedra from which Theorem 3.1 will follow. Let D = (V, E) be a directed graph and let s and t be two distinct nodes in V . We assume that the arc set A contains the arc g = (s, t). For a node set W we let (W ) denote the directed cut consisting of arcs with initial endnode outside W and terminal endnode inside W . De ne s = (V \ {s}) \ {g} and t = ({t}) \ {g}. Let consist of those subsets F of E containing at least one stpath in D. Also de ne
1 = {F : F s  1, F t 1}, 2 = {F : F s  = 1, F t = 1}
(6)
so 1 (2 ) consists of arc sets containing at least one stpath and also at least (exactly) one arc in s and at least (exactly) one arc in t . Let W consists of those node subsets W of V with s W and t W . Now, from the max ow mincut theorem it follows (see e.g. 9]) that the polytope conv() coincides with the polyhedron de ned by the linear system (in variables w = (we : e E)) (i) (ii)
0 w 1; w( (W )) 1
for W W .
(7)
Each inequality in (7)(ii) is called a cut inequality. We turn to the polytope conv(1 ) We need a some notions from polyhedral combinatorics. A linear system Ax b is called totally dual integral (TDI) if for all c Zn such that min{yT b : y 0, yT A = cT } is nite there exists an optimal solution of the minimization problem which is integral. It is a fact that if Ax b is TDI and b is integral, then the polyhedron {x : Ax b} is integral (its 6
minimal faces contain integral points). A 0/1matrix M is called an interval matrix provided that the ones in each column of M occur consecutively, see e.g. 7]. Every interval matrix is totally unimodular. We now show that a certain linear system is TDI.
Let c Zn . The linear programming dual of the problem (P) min {cT x : x satis es (9)} is the problem (D) max {uT e + vT e zT e : uT A1 + vT A2 z cT ,
u 0, v 0, z 0}.
Here the vector u has one component uW for each W W . We show that there is an integral optimal solution of problem (D). Both (P) and (D) are feasible, so by linear programming duality both problems have optimal solutions and the optimal values coincide. Let (u0 , v, z) be an optimal solution of (D), and let denote the set of vectors u such that (u, v, z) is an optimal solution of (D). Then is nonempty and compact as is the intersection of the polyhedron {u : (u, v, z) is optimal in (D)} and the bounded polyhedron {u 0 : uT A cT + zT vT A2 }. By Weierstrass' theorem there is an u such that the continuous function
f(u) :=
W W
uW W 2
is maximized. Let W + = {W W : uW > 0} and we shall prove that W + = {W1, . . . , Wk } for suitable subsets W1 W2 . . . Wk . For assume that U, W W + are such that the three sets U W , U \ W and W \ U are nonempty. Note that W is closed under set intersection and union. De ne 7
that
= min{uU , uW }.
uU = uU , uW = uW , uU W = uU W + , uU W = uU W + .
Then (u )T A1 uT A1 and (u )T e = uT e so u . But f(u ) > f(u), contradicting our choice of u. Thus, all the sets in W + must be ordered by inclusion as claimed. De ne W0 = {t} and Wk+1 = V \ {s} and consider the 0/1matrix D IRk+2,n with ith row being (Wi ) for i = 0, . . . , k + 1. Then D = (di,e ) is an interval matrix. To see this, consider a column de of D corresponding to an arc e = (u, v) E . Let Ie = {i : v Wi, u Wi}. Note that i Ie if and only if di,e = 1. If Ie is nonempty, let i1 and i2 be the smallest and the largest number in Ie. Assume that i1 < i < i2 . Since Wi Wi Wi and v Wi , u Wi it follows that v Wi and u Wi , that is, i Ie . From this we obtain that Ie = {i1, i1 + 1, . . . , i2 } which again means that the ones in column e of D occur in positions i1 , i1 + 1, . . . , i2. This proves that D is an interval matrix. Observe that the column dg (corresponding to the arc g = (s, t)) equals e as g lies in all stcuts. This implies that the following matrix D is an interval matrix; D is obtained from D by setting the rst and the last element of the g th column to zero. In particular, D is TU. Let A1 IRk,n be the submatrix of A with ith row being (Wi) for i = 1, . . . , k. Then the matrix
1 2 1 2
A1 A2
is TU. In fact, this matrix is obtained by permuting rows of D and it is therefore TU. We now have that max {uT e + vT e zT e : uT A1 + vT A2 z cT , u 0, z 0} = max {(u )T e + vT e zT e : (u )T A1 + vT A2 z cT , u 0, z 0} as there is an optimal solution of (D) with uW = 0 for all the rows (W ) that were deleted from A1 to obtain A1 . Since the coe cient matrix of the last problem is TU and c is integral, the problem has an optimal solution which is integral. We have therefore shown that (8) is TDI. From this result we obtain the integrality of certain polyhedra. Corollary 3.3 The polytope conv(1) is the solution set of the linear system (8). Furthermore, if we replace the inequalities in (8)(ii) by equalities, this new system de nes a face of conv(1 ) which coincides with conv(2 ). 8
the incidence vectors of sets in 1 . From the mentioned general result on TDI and integrality combined with Proposition 3.2 we may conclude that (8) de nes an integral polytope and it must therefore coincide with conv(1 ). Next, when we set the two inequalities in (8)(ii) to equality we obtain a face of 1 which again must be an integral polytope. Clearly, the vertices of this polytope are the incidence vectors of sets in 2 .
Proof. It is easy to check that the integer points satisfying (8) are precisely
We may also present the result above in terms of a combinatorial minmax result. Assume that c is nonnegative and integral. Let (as in the proof above) W0 = {t} and Wk+1 = V \ {s}. De ne a cpacking as a pair (H, m) where H = (W1 , . . . , Wk ) with W1 W2 . . . Wk and Wi W for i k and m = (m0, . . . , mk+1) Zk+2 satisfy k+1 (W ) (i) ce for e E \ {g}; i=0 mi k (ii) i=1 mi cg . Thus we assign weights to the cuts (W1), . . . , (Wk ) and the almostcuts s , t such that the total weight for each arc e does not exceed its capacity k+1 ce . We de ne the weight of a cpacking (H, m) as above as the sum i=0 mi . We now get the following result for any directed graph D. Corollary 3.4 Let c IRE be nonnegative and integral. Then the minimum number eF ce taken over all sets F 1 (or F 2 ) equals the maximum weight of a cpacking. Proof. The result is obtained by examining the proof of Proposition 3.2. Consider the two problems (P) and (D) de ned in that proof. By linear programming duality the optimal values of these two problems coincide and in both problems there is an integral optimal solution. We also see that a similar result holds for dual problems (P') and (D') obtained by removing the upper bound x 1 from (P) and removing the dual variable z from (D). But since c is nonnegative we have that min{c(F ) : F 1 } = min{c(F ) : F 2 } and this number is also equal to the minimum value in the problem (P'). The desired result now follows from the structure of optimal dual solutions described in the proof of Proposition 3.2.
i
We now return to our study of the polytope M de ned in (3). To this end we apply the results above to a very special digraph D. Let Dn = (V, E) be the directed graph with node set V = {s, t, v1, . . . , vn} and arcs g = (s, t), ei = (s, vi) and fi = (vi, t) for i = 1, . . . , n. Let Ee = {e1, . . . , en} and Ef = {f1, . . . , fn}. 9
v1
s v2
v3
Figure 1: The digraph Dn . The (directed) stpaths in Dn (viewed as arc subsets) are P0 = {g} and Pi = {ei, fi } for i N . The set 1 (de ned in (6)) consist of those subsets F of E containing at least one of the paths P0 , . . . , Pn and exactly one arc in Ee and one arc in Ef . We order the arcs in E by e1 , . . . , en, f1, . . . , fn, g and consider the incidence vector of F 1 as a 0/1 vector v = (x, y, z) IR2n+1 . The important observation is that S = {F : F 2 } (recall S from (2)). We may rewrite the cut inequalities (8)(iii) in terms of v = (x, y, z) IR2n+1 using the special structure of the digraph Dn . To this end let xi = wei , yi = wfi and z = wg , and consider a node set W W as in (7)(ii), so W = {t} {vi : i T } for some T N . De ne S = N \ T . The associated directed cut is (W ) = {ei : i T } {fi : i S} {g} so the cut inequality (10) Since the incidence vector (x, y, z) of each F 2 satis es j xj = 1 we get x(T ) = 1 x(S) and inserting this into (10) we obtain the set di erence inequality (4). Thus the set di erence inequalities are obtained from the cut inequalities in the digraph Dn . Proof. (Theorem 3.1) Consider the linear system
x(T ) + y(S) + z 1.
translates into
(11)
From Corollary 3.3 we know that the polytope P , being the solution set of (11), is integral. Using the mentioned relation between cut inequalities and set di erence inequalities, it is easy to see that the linear systems (11) and (5) are equivalent, and the proof is complete.
10
Consider again the problem (D) studied in the proof of Proposition 3.2. We remark that the cuts corresponding to positive dual variables uW in (D) for Dn correspond to rows in the following interval matrix Bn: let for 1 i j n + 3 let ei:j IRn+3 denote the 0/1vector with its ones places consecutively in positions i, i + 1, . . . , j , and de ne Bn IRn+3,2n+1 by
Bn = e3:n+3 e4:n+3 . . . en+2:n+3 e1:2 e1:3 . . . e1:n+1 e2:n+2 .
Note also that it is easy to solve linear programming problems with M as the feasible set, or equivalently, integer linear programming problems over P . It su ces to optimize over vert(M) = S and an optimal vertex may be found using a simple algorithm which is linear in n. Let the objective function be n n j=1 cj xj + j=1 dj yj +ez to be minimized. First, one nds indices i n and j n with ci ck and dj dk for all k n. If e 0 (resp. e < 0) an optimal soluton is then found by comparing the n + 1 vertices (ei, ej , 1) and (ek , ek , 0) (resp. (ek , ek , 1)) for k = 1, . . . , n.
This follows from Theorem 3.1 when we observe that each inequality x(S)+ for S N is implied by (5). The interesting fact concerning (13) is that it shows that the polytopes P and its integer hull M have similar linear descriptions except that di erent norms are used to express the distances between x and y. Another observation concerns separation properties of M . Assume that a vector (x, y, z) lies in K . Then, by (13) (x, y, z) satis es all the set di erence inequalities if and only if x y z , i.e., (x y)+(N) (x y)(N) z . Thus separation for this class of exponentially many linear inequalities is easy; it requires only a linear number (in n) of arithmetic operations. Recall (see 5]) that a vector norm is monotone if x y implies that x y for each x IRn . An equivalent condition is that x = x for all x (the norm is absolute). Further, if (x1 , . . . , xi1 , xi, xi+1 , . . . , xn) (x1, . . . , xi1 , xi , xi+1 , . . . , xn) for all x IRn , i n and [0, 1], we say that is weakly monotone. A number of basic properties of the norm are collected in the next proposition.
y(S) z
Proposition 4.2
(i) (ii) (iii) (iv) (v)
is permutation invariant, weakly monotone, but not monotone (or absolute). If x 0 or x 0, then x = x 1. 1 x 1 x x 1 for all x IRn . 2 x x n x for all x IRn . x y = (x y)+(N) for all x, y IRn with x(N) = y(N).
and (Px)(N) = x(N), and therefore Px = x by Lemma 4.1. The norm is not absolute because, e.g., (1, 1) = 1 and (1, 1) = 2, and therefore the norm is not monotone. is weakly monotone because if some component xi of a vector x is multiplied by [0, 1], then one of the numbers x+(N) and x(N) is decreased and the other is unchanged. (ii), (iii): If x IRn, then
(Px)+(N) = x+(N) x = x+(N) x(N) x+(N) + x(N) = x(N) = x 1 2(x+(N) x(N)) = 2 x .
and this gives (ii) and (iii). (iv): Let x IRn . Then x = maxSN  jS xj  maxSN n x . Next, we may choose j such that either x+ or x equals j j 12
jS
xj 
. But
then one of the two numbers i x+ and i x must be no less that i i so x x . (v): Follows from the fact that z = z+ z .
Let U = {x IRn : x 1} be the unit ball of the norm . In general (see e.g. 5]) such a set must be symmetric, compact and convex. In our case, it is also a polytope which we study next (see Figure 2). Let B be the 2n+1 n matrix with rows consisting of all the vectors S and S for S N . Then we have U = {x IRn : Bx 1} so U is a polyhedron, in fact a polytope (as it is bounded). Therefore is a polyhedral norm. Our next goal is to study U .
when n = 2.
Recently, there has been some studies of faces of unit balls associated with di erent classes of monotone norms, see 4] and the references cited therein. We next determine all the faces of the unit ball U . It turns out that one obtains all these faces from certain direct products of simplices using symmetries of U . Recall that an inequality or equation is valid for a polyhedron (or any set) P if it holds for all points in P . For s 1, t 0 we de ne the set Ts,t IRn when s + t n and the set Ts,t IRn when s + t < n as the following direct products (i) (ii)
Ts,t = Ks {0t} (Knst ); Ts,t = Ks {0t} (Knst ).
Theorem 4.3 The nontrivial faces of U are the sets (Ts,t), (Ts,t) and
(Ts,t)
where Sn and s and t are as speci ed above. Furthermore, the dimension of the faces are determined by
dim(Ts,t) = n t 1, dim(Ts,t ) = n t 2.
(14)
inequalities
to equality, i.e.,
F = {x U : x(Si ) = 1
for i I1 ;
x(Si) = 1
for i I2}
1
where Si N for i I1 I2 (and clearly I1 I2 = ). Assume that I1 is nonempty. De ne S + = iI Si and S(I1) = iI Si. We prove that each x F satis es
1
xj 0
jS +
xj = 1;
xj = 0 xj 0
jS(I1 )
xj 1.
Let i I1 and x F . Then we have x(Si) = 1. For each j Si we have x(Si \ {j}) 1 and therefore xj 0. Also, x(Si {j}) 1 for each j Si which gives xj 0. This proves that for each i I1 the inequality xj 0 is valid for F if j Si, and the inequality xj 0 is valid for F if j Si. This also gives that xj = 0 is valid for each j S(I1) \ S + . Finally, the inequality jS(I ) xj 1 is valid for P and therefore also for F . This proves (15). Similarly, if I2 is nonempty we de ne S = iI Si and S(I2) = iI Si and then each x F satis es (i) xj 0 for each j S ; (ii) jS xj = 1; (iii) xj = 0 for each j S(I2) \ S ; (16) (iv) xj 0 for each j S(I2); (v) jS(I ) xj 1.
1 2 2 2
Thus, we have shown that F is contained in the solution set of the systems (15) and (16), and it is easy to check that F actually equals this solution set. The proposition now follows by treating separately the three cases (i) I1 = , I2 = , (ii) I1 = , I2 = , (iii) I1 = , I2 = .
14
Corollary 4.4 vert(U) consists of all the unit vectors and their negatives as well as the vectors ei ej for i, j N , i = j .
metry described in Theorem 4.3, we only need to determine which of the polytopes Ts,t and Ts,t that have dimension zero. For this we may use the dimension formulaes (14), and dim(Ts,t) = 0 i s = 1 and t = n 1, while dim(Ts,t) = 0 i s = 1 and t = n 2. This gives the vertices e1 and e1 en, and the mentioned symmetry gives the desired result.
Proof. The vertices of U are its zerodimensional faces. Due to the sym
We remark that Corollary 4.4 may also be obtained by direct methods if one considers an linear programming problem over U . We next consider the dual norm of the subsetsum norm. This norm is de ned by y = sup x 1 yT x. Thus y is the value of the support function of the unit ball U in the norm. Now, we know all the vertices of U by Corollary 4.4 and the value of the support function may be determined by comparing function values in these vertices. We then obtain
y
= (maxj yj )+ + (minj yj ).
Since we have explicit desciptions of both and its dual norm, we obtain the following H lderlike inequality which holds for all xj , yj IR for j = 1, . . . , n:
n

j=1
Let U = {y IRn : y 1} be the unit ball of the dual norm . Now, U and U are polar sets, i.e., y U i xT y 1 for all x U . Combining this with the fact that U = {x IRn : Bx 1} and Lemma 4.4, we nd that
U = {y IRn : 1 y 1, yi yj  1
for i = j},
and vert(U ) = {S : = S N}. The subsetsum norm also induces a matrix norm on the vector space of all real m n matrices in the usual way. Let A IRm,n and de ne
A = max{ Ax : x 1}.
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Since the function x Ax is convex, its maximum over the polytope U is attained in one of the vertices of U (see 8]). We therefore obtain the following expression for A
A = maxj aj maxi=j ai aj
where aj denotes the j th column of A. Thus, this matrix norm also involves the norms of di erences between the column vectors of A. One may compare this norm with the matrix norm 1 induces by the l1 norm where we have A 1 = maxj aj 1. From Proposition 4.2 we recall that , or equivalently, that the unit ball of the subsetsum norm is contained in the unit ball of the lnorm. We may de ne a family of norms having these two norms as special cases. To do this, let k n and de ne x (k) = max{x(S) : S N, S k}. Note that (n) = and (1) = . It is easy to verify that de nes a norm on IRn for each k and we clearly have
(1)
(k)
(2)
...
(n)
Finally, we point out a relation of the norms (k) to majorization. Recall (from 6], or 5]) that for vectors x, y IRn we say that x = (x1, . . . , xn) is weakly majorized by y = (y1, . . . , yn ) if
k k
x[j]
j=1 j=1
y[j]
for k = 1, . . . , n
where x[j] denotes the j th largest number among x1, . . . , xn. If z IRn is nonnegative we have that
k
z[j] =
j=1
max{z(S) : S N,
S k} = z
(k)
Thus, if both x and y are nonnegative, we see that x is weakly majorized by y if and only if x (k) y (k) for k = 1, . . . , n. (17) A similar equivalence holds for nonpositive vectors. We also note that the ordering of weak kmajorization introduced in 3] has a similar relations to the x (k) norms. A study of properties of the ordering de ned by (17) for arbitrary vectors is ongoing. 16
Another question of some interest is to study certain problems involving the di erent norms introduced above. For instance, the linear approximation in the dual norm is min {
Ax b
: x IRn}
where A IRm,n and b IRn. This may be formulated as the linear programming problem min {u v : v
m
j=1
When m n (which often happens in applications of linear approximation problems) one can develop a specialized simplex algorithm, or interior point algorithm, for this problem by solving the dual and exploiting structure (see 2] for a similar approach in the l1 or lnorms). It would be interesting to compare theoretical properties and computational complexity of this approximation problem to similar ones in l1  or lnorm.
References
1] A. Br ndsted. An introduction to convex polytopes. Springer, New York, 1983. 2] V. Chvatal. Linear programming. W.H. Freeman and Company, 1983. 3] G. Dahl. Polyhedra and optimization in connection with a weak majorization ordering. Springer Lecture Notes in Computer Science, 920:426 437, 1995. 4] E.M. de S . The faces of the unit balls of cnorms and cspectral norms. Linear Algebra and Appl., 246:177 189, 1996. 5] R.A. Horn and C.R. Johnson. Matrix analysis. Cambridge University Press, 1991. 6] A.W. Marshall and I. Olkin. Inequalities: Theory of Majorization and Its Applications. Academic Press, New York, 1979. 7] G. Nemhauser and L.A. Wolsey. Integer and combinatorial optimization. Wiley, 1988. 8] R.T. Rockafellar. Convex analysis. Princeton, 1970. 17
9] A. Schrijver. Minmax results in combinatorial optimization. In A. Bachem et al., editor, Mathematical Programming the state of the art, pages 439 500. Springer, 1983. 10] A. Schrijver. Theory of linear and integer programming. Wiley, Chichester, 1986. 11] G. Storvik and G. Dahl. Lagrangian based methods for nding MAP solutions for MRF models. Technical Report 17, University of Oslo, Institute of Mathematics, Oslo, Norway, 1996. (Submitted to JASA). 12] G. Ziegler. Lectures on polytopes. Springer, 1994.
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