Key Things We Learned Last Time. IE418 Integer Programming. Proving Facets Way #2 Indirect. A More Abstract Example

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1 Key Things We Learned Last Time IE48: Integer Programming Department of Industrial and Systems Engineering Lehigh University 8th March 5 A face F is said to be a facet of P if dim(f ) = dim(p ). All facets are necessary (and sufficient) to describe a polyhedron. Facets do not have a unique description. But... Every full-dimensional polyhedron P has a unique (up to scalar multiplication) representation that consists of one inequality representing each facet of P. If dim(p ) = n k with k >, then P is described by a maximal set of linearly independent rows of (A =, b = ), as well as one inequality representing each facet of P. Proving Facets Way # Indirect This is just an indirect but very useful way to verify affine independence of points. Here we assume that P is full dimensional dim(p ) = n (though you can still use Theorem 3.6 even if not). Given valid inequality π T x π. Choose t n points x, x... x t all satisfying π T x = π. Suppose that all these points also lie in a generic hyperplane λ T x = λ. Solve the linear equation system: n λ j x k j = λ k =,,... t j= 3 If the only solution is (λ, λ ) = α(π, π ) for α, then π T x π is facet defining. A More Abstract PACK(G) = {x B n x i + x j (i, j) E} Let C V be a maximal clique in G. We will show (two ways) that x i i C is a facet-defining inequality (a facet) of PACK(G). First question: What is dim(pack)? V!

2 Way # Direct Way # Indirect To show that i C x i is a facet (that its dimension is V ), we can given V affinely independent points in PACK that satisfy i C x i = Since the hyperplane i C x i = does not contain the origin, this is equivalent to giving V linearly independent points. WLOG, let the clique be C = {,,..., k} Key: p V \ C i p C such that (i p, p) E. Why? Points: (e, e,..., e k, e k+ + e ik+,..., e p + e ip,..., e n + e in ) Let F = {x PACK(G) i C x i = } Suppose F H def = {x PACK λ T x = λ } (λ ) If we can show that H is just a (non-zero) scalar multiple of F, then we have established that F is a facet. Again, WLOG, let C = {,,..., k} For i k consider the point e i. Satisfies equality F. F H λ i = λ i C Indirect Facet Proof, cont. Extreme Points For p V \ C, consider the point e p + e ip : ( s in the coordinates p and i p ) By the same argument as the previous proof, this point packs, and we can always find such a point p V \ C This point satisfies equality H. F G λ ip + λ p = λ λ ip = λ, so λ p = p V \ C. So our inequality defining H looks like λ i C x i = λ. This is a scalar multiple of the inequality defining F, so F is a facet defining inequality. λ since λ, λ i = λ i C, λ p = p V \ C. x is an extreme point of P if there do not exist x, x P such that x = x + x. x is an extreme point of P if and only if x is a zero-dimensional face of P. If (A, b) is a description of P and rank(a) = n k, then P has a face of dimension k and no proper face of lower dimension. These three results together imply that P has an extreme point if and only if rank(a) = n. This is the case for any polytope or any polyhedron lying in the nonnegative orthant.

3 Extreme Rays The recession cone P associated with P is {r R n Ar }. Members of the recession cone are called rays of P. r is an extreme ray of P if there do not exist rays r and r of P such that r = r + r. If P, then r is an extreme ray of P if and only if {λr λ R + } is a one-dimensional face of P The last two results together imply that a polyhedron has a finite number of extreme points and extreme rays. (Since there are a finite number of faces) Good Ol P OLLY P OLLY R 5 : x x + x 3 x 4 + x 5 3 x x 5 x + x 5 x x 3 + x 4 4x + x 3 x 4 4 3x x x x x 3 x 4 x 5 (,,,, ) T is an extreme point of P OLLY Prove it! (,,,, ) T is an extreme ray of P OLLY Prove it! Minkowski s Theorem If P and rank(a) = n, then P = λ k x k + µ j r j λ k for k K, µ j for j J, λ i =. k K j J k K where {x k } k K are the extreme points and {r j } j J are the extreme rays. Corollaries A nonempty polyhedron is bounded if and only if it has no extreme rays. A polytope is the convex hull of its extreme points. A set of the form given above is called finitely generated. This result is often stated as every polyhedron is finitely generated. It s Still P OLLY By Minkowski s Theorem, I can characterize P OLLY by her extreme points and extreme rays. 8 >< ext(p OLLY ) = >: 5/ /3 8 >< cone(p OLLY ) = >: /3 /3 9 >= C A >; 9 >= C A >; λ = /3, λ 4 = /3, µ = 3 ˆx = (, 7/3, 3, /3, ) P OLLY

4 Converting From One Description to Another Polymake In theory, we can always convert from the inequality description of a polyhedron to the extreme-point-extreme-ray description. This could be (and is) very useful when trying (for example) to determine valid inequalities for a class of integer programs. Why? In practice, how can we convert from one description to another? Double Description Algorithm Fourier-Motzkin Elimination. Programs: PORTA, Polymake, lrs, ddd, etc... Show and Tell! (time permitting) Buyer Beware small extreme point descriptions can lead to huge number of inequalities and vice versa On shark in /usr/local/polymake Wiki entry http: //coral.ie.lehigh.edu/ cgi-bin/wiki.pl? PolymakeInformation Inequalities are all of form: a + a x a n x n Points are given such that first column is, then it is a extreme point, otherwise, it is an extreme ray. P OLLY INEQUALITIES Results from Linear Programming Results from LP Define the following: P = {x R n + Ax b}, z = max{cx x P } Q = {u R m + ua c}, w = min{ub u Q} {x k } k K, {u i } i I are the extreme points of P and Q respectively. P = {x R n + Ax } Q = {u R m + u T A } {r j } j J, {v t } t T are the extreme rays of P and Q respectively. P vb t T The following are equivalent when P : z is unbounded from above, there exists an extreme ray r j of P with cr j >, 3 Q = If P and z is bounded, then z = max k K cxk = w = min i I ui b

5 s and Polyhedra The of a Polyhedron If p R n and H is a subspace, the projection of p onto H is the vector q H such that p q H. Note that this is a decomposition of a vector p into the sum of a vector in H and a vector in H. The projection of a set is the union of the projections of all its members. We will often be interested in projecting out a set of variables, i.e., projecting P into a subspace {(x, y) R n R p y = }. The projection of a point (x, y) into this subspace is the point (x, ). Let P = {(x, y) R n R p Ax + Gy b} So the projection of P into the space of just the x variables is proj x (P ) = {x R n (x, ) P } = {x R n v T (b Ax) t T } where {v t } t T are the extreme rays of Q = {v R M + vg }. This immediately implies that the projection of a polyhedron is a polyhedron. If Q = λ k x k + µ j r j λ k for k K, µ j for j J, λ i =, k K j J k K where {x k } k K and {r j } j J are given sets of rational vectors, then Q is a rational polyhedron. This is the converse of Minkowski s Theorem. This says roughly every finitely generated set is a polyhedron The proof is easy using projection (Read it in the book)...

Linear Algebra Review: Linear Independence. IE418 Integer Programming. Linear Algebra Review: Subspaces. Linear Algebra Review: Affine Independence

Linear Algebra Review: Linear Independence IE418: Integer Programming Department of Industrial and Systems Engineering Lehigh University 21st March 2005 A finite collection of vectors x 1,..., x k R n