Section 50

Convex sets

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Problem 50.1

Prove that every flat of an affine space is the intersection of a finite number of half-spaces.

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Problem 50.2

Prove that a subset of a flat PP of an affine space AA is a convex polytope in PP if and only if it is a convex polytope in AA.

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Problem 50.3

Let a convex polytope MM in an affine space be given by a system of linear inequalities

fi(x)⩾0(i=1,…,k;fi≠ const ). f_{i}(x) \geqslant 0 \quad \left(i=1, \ldots , k ; \quad f_{i} \neq \text{ const }\right).

Prove that for every nonempty subset J⊆{1,…,k}J \subseteq \left\{ 1, \ldots , k\right\} the set MJM^{J}, defined by the conditions fi(x)=0f_{i}(x)=0 for i∈J,fi(x)⩾0i \in J, f_{i}(x) \geqslant 0 for i∉Ji \notin J, if nonempty, is a face of the polytope MM, and, conversely, every face of the polytope MM has the form MJM^{J} for some set J⊆{1,…,k}J \subseteq \left\{ 1, \ldots , k\right\}.

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Problem 50.4

Let a0,a1,…,ana_{0}, a_{1}, \ldots , a_{n} be points of an nn-dimensional affine space in general position, Hi(i=0,1,…,n)H_{i}(i=0,1, \ldots , n) the hyperplane passing through all these points except aia_{i}, and Hi+H_{i}^{+} the half-space bounded by it that contains the point aia_{i}. Prove that

conv⁡{a0,a1,…,an}=⋂i=0nHi+ \operatorname {conv}\left\{ a_{0}, a_{1}, \ldots , a_{n}\right\} =\bigcap _{i=0}^{n} H_{i}^{+}
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Problem 50.5

Prove that the faces of an nn-dimensional simplex

conv⁡{a0,a1,…,an} \operatorname {conv}\left\{ a_{0}, a_{1}, \ldots , a_{n}\right\}

are the convex hulls of all possible proper subsets of the set {a0,a1,…,an}\left\{ a_{0}, a_{1}, \ldots , a_{n}\right\}.

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Problem 50.6

Find the faces of an nn-dimensional parallelepiped given, in some system of affine coordinates, by the inequalities 0⩽xi⩽1(i=10 \leqslant x_{i} \leqslant 1(i=1, 2,…,n)2, \ldots , n).

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Problem 50.7

Find the vertices and describe the shape of the convex polytope in a three-dimensional affine space given by the inequalities

x1⩽1,x2⩽1,x3⩽1x1+x2⩾−1,x1+x3⩾−1,x2+x3⩾−1. \begin{gathered} x_{1} \leqslant 1, \quad x_{2} \leqslant 1, \quad x_{3} \leqslant 1 \\ x_{1}+x_{2} \geqslant -1, \quad x_{1}+x_{3} \geqslant -1, \quad x_{2}+x_{3} \geqslant -1. \end{gathered}
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Problem 50.8

Find the vertices and describe the shape of the sections of the four-dimensional parallelepiped given by the inequalities 0⩽xi⩽1(i=1,2,3,4)0 \leqslant x_{i} \leqslant 1(i=1,2,3,4), by the hyperplanes:

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(a)

x1+x2+x3+x4=1x_{1}+x_{2}+x_{3}+x_{4}=1;

(b)

x1+x2+x3+x4=2x_{1}+x_{2}+x_{3}+x_{4}=2;

(c)

x1+x2+x3=1x_{1}+x_{2}+x_{3}=1;

(d)

x1+x2=x3+x4=1x_{1}+x_{2}=x_{3}+x_{4}=1.

Problem 50.9

Prove that the closure of a convex set is convex.

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Problem 50.10

Prove that the open kernel M0M^{0} of a solid convex set MM is convex and its closure contains MM.

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Problem 50.11

Prove that the image and the full preimage of a convex set under an affine map are convex sets.

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Problem 50.12

Prove that:

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(a)

under a surjective affine map, the full preimage of a hyperplane is a hyperplane;

(b)

the full preimage of a half-space is a half-space.

Problem 50.13

Prove that the convex hull of a set SS consists of all possible combinations of the form ∑i=1kλiai\sum_{i=1}^{k} \lambda_{i} a_{i}, where

ai∈S,λi⩾0(i=1,…,k),∑i=1kλi=1 a_{i} \in S, \quad \lambda _{i} \geqslant 0 \quad (i=1, \ldots , k), \quad \sum _{i=1}^{k} \lambda _{i}=1
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Problem 50.14

Let MM be a convex set and a∉Ma \notin M. Prove that

conv⁡(M∪a)=⋃b∈Mab‾ \operatorname {conv}(M \cup a)=\bigcup _{b \in M} \overline{a b}
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Problem 50.15

Let SS be a subset of an nn-dimensional affine space AA. Prove that if ⟨S⟩=A\langle S\rangle =A, then conv SS is a union of nn-dimensional simplices with vertices at points of the set SS.

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Problem 50.16

Prove that the convex hull of a compact set is compact.

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Problem 50.17

Let MM be a convex subset of a two-dimensional affine space and a∉M0a \notin M^{0} (see 50.10). Prove that a line can be drawn through the point aa such that the set MM lies on one side of it.

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Problem 50.18

Let MM be a convex subset of an nn-dimensional affine space AA and a∉M0a \notin M^{0} (see 50.10). Prove that a hyperplane can be drawn through the point aa such that the set MM lies on one side of it.

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Problem 50.19

Prove that through any point of a closed convex set not belonging to its open kernel, a supporting hyperplane can be drawn.

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Problem 50.20

Prove that every closed convex set MM is the intersection of (in general, infinitely many) half-spaces.

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Problem 50.21

Prove that every closed convex cone in a vector space is the intersection of (in general, infinitely many) half-spaces whose boundaries pass through zero.

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Problem 50.22

Let fi(i=1,…,k)f_{i}(i=1, \ldots , k) be affine linear functions on an affine space AA. Prove that the system of inequalities fi(x)⩽0(i=1,…,k)f_{i}(x) \leqslant 0(i=1, \ldots , k) is inconsistent if and only if there exist numbers λi⩾0\lambda_{i} \geqslant 0 such that ∑i=1kλifi\sum_{i=1}^{k} \lambda_{i} f_{i} is a positive constant.

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Problem 50.23

Let MM be a compact convex set containing a neighborhood of zero, in a vector space VV regarded as an affine space, and let

M∗={f∈V∗∣f(x)⩽1 for every x∈M}. M^{*}=\left\{ f \in V^{*} \mid f(x) \leqslant 1 \text{ for every } x \in M\right\} .

Prove that:

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(a)

M∗M^{*} is a compact convex set in V∗V^{*} containing a neighborhood of zero;

(b)

M∗∗=MM^{* *}=M under the canonical identification of V∗∗V^{* *} with VV.

Problem 50.24

Prove that every compact convex set coincides with the convex hull of the set of its extreme points.

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Problem 50.25

Prove that the maximum of an affine linear function on a compact convex set is attained at some extreme point (but may also be attained at other points).

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Problem 50.26

Prove that the extreme points of a convex polytope are its vertices.

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Problem 50.27

Prove that every bounded convex polytope coincides with the convex hull of the set of its vertices.

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Problem 50.28

Prove that the convex hull of a finite number of points is a convex polytope.

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Problem 50.29

Give, by a system of linear inequalities, the convex hull of the indicated points of a four-dimensional affine space, and find the three-dimensional faces of this convex polytope:

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(a)

O=(0,0,0,0),a=(1,0,0,0),b=(0,1,0,0)O=(0,0,0,0), \quad a=(1,0,0,0), \quad b=(0,1,0,0), c=(1,1,0,0),d=(0,0,1,0),e=(0,0,0,1),f=(0,0,1,1);c=(1,1,0,0), \quad d=(0,0,1,0), \quad e=(0,0,0,1), \quad f=(0,0,1,1) ;

(b)

O=(0,0,0,0),a=(1,0,0,0),b=(0,1,0,0)O=(0,0,0,0), \quad a=(1,0,0,0), \quad b=(0,1,0,0), c=(0,0,1,0),d=(1,1,0,0),e=(1,0,1,0),f=(0,1,1,0)c=(0,0,1,0), \quad d=(1,1,0,0), \quad e=(1,0,1,0), \quad f=(0,1,1,0), g=(1,1,1,0),h=(0,0,0,1)g=(1,1,1,0), \quad h=(0,0,0,1).

Problem 50.30

Let MM and NN be convex sets in an affine space (A,V)(A, V). Prove that:

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(a)

the midpoints of the segments joining points of MM with points of NN form a convex set in the space AA;

(b)

the vectors joining points of MM with points of NN form a convex set in the space VV.

Problem 50.31

Let MM and NN be disjoint closed convex sets in an affine space AA, one of which is bounded. Prove that there exists an affine linear function ff on AA such that f(x)<0f(x)<0 for all x∈Mx \in M and f(y)>0f(y)>0 for all y∈Ny \in N.

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Problem 50.32

Let MM be a compact convex set in an affine space AA, NN a compact convex set in the vector space LL of all affine linear functions on AA, and suppose that for every point a∈Ma \in M there is a function f∈Nf \in N such that f(a)⩾0f(a) \geqslant 0. Prove that there exists a function f0∈Nf_{0} \in N such that f0(x)⩾0f_{0}(x) \geqslant 0 for all x∈Mx \in M.

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Problem 50.33

Let FF be an affine bilinear function on the direct product of affine spaces AA and BB, and let MM and NN be compact convex subsets of the spaces AA and BB, respectively.

Prove that:

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(a)

max⁡x∈Mmin⁡y∈NF(x,y)=min⁡y∈Nmax⁡x∈MF(x,y)\max_{x \in M} \min_{y \in N} F(x, y)=\min_{y \in N} \max_{x \in M} F(x, y);

(b)

there exist points x0∈M,y0∈Nx_{0} \in M, y_{0} \in N such that for all x∈Mx \in M, y∈Ny \in N

F(x,y0)⩽F(x0,y0)⩽F(x0,y). F\left(x, y_{0}\right) \leqslant F\left(x_{0}, y_{0}\right) \leqslant F\left(x_{0}, y\right).
Problem 50.34

Prove that:

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(a)

the maximal number of parts (convex polytopes) into which an nn-dimensional real affine space can be divided by kk hyperplanes equals

(k+1n)+(k+1n−2)+(k+1n−4)+… \binom {k+1}{n}+\binom {k+1}{n-2}+\binom {k+1}{n-4}+\ldots
(b)

the number of parts is maximal if and only if the intersection of any mm of the given hyperplanes, for m⩽nm \leqslant n, is an (n−m)(n-m)-dimensional flat, and for m=n+1m=n+1 is empty;

(c)

if the number of parts is maximal, then the number of bounded parts equals (k−1n)\binom {k-1}{n}.

Problem 50.35

Determine whether the polytopes given by the following inequalities are bounded:

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(a)

−3x1+5x2⩽10,5x1+2x2⩽35,x1⩾0,x2⩾0;-3 x_{1}+5 x_{2} \leqslant 10, \quad 5 x_{1}+2 x_{2} \leqslant 35, \quad x_{1} \geqslant 0, \quad x_{2} \geqslant 0 ;

(b)

−x1+x2⩽2,5x1−x2⩽10-x_{1}+x_{2} \leqslant 2, \quad 5 x_{1}-x_{2} \leqslant 10;

(c)

3x1−x2⩾4,−x1+3x2⩾43 x_{1}-x_{2} \geqslant 4, \quad -x_{1}+3 x_{2} \geqslant 4;

(d)

−3x1+4x2⩽17,3x1+4x2⩽47,x1−x2⩽4,x1+x2⩾0-3 x_{1}+4 x_{2} \leqslant 17, \quad 3 x_{1}+4 x_{2} \leqslant 47, \quad x_{1}-x_{2} \leqslant 4, \quad x_{1}+x_{2} \geqslant 0;

(e)

−x1+2x2⩽6,5x1−2x2⩽26,x1+2x2⩾10-x_{1}+2 x_{2} \leqslant 6, \quad 5 x_{1}-2 x_{2} \leqslant 26, \quad x_{1}+2 x_{2} \geqslant 10;

(f)

5x1−2x2⩾6,5x1−2x2⩽36,2⩽x1⩽75 x_{1}-2 x_{2} \geqslant 6, \quad 5 x_{1}-2 x_{2} \leqslant 36, \quad 2 \leqslant x_{1} \leqslant 7.

Problem 50.36

Find the vertex points of the polytopes:

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(a)

x1+2x2+x3+3x4+x5=5,x1+x3−2x4=3x_{1}+2 x_{2}+x_{3}+3 x_{4}+x_{5}=5, \quad x_{1}+x_{3}-2 x_{4}=3, x1⩾0,x2⩾0,x3⩾0,x4⩾0,x5⩾0;x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0, \quad x_{5} \geqslant 0 ;

(b)

x1+x2−x3=10,x1−x2+7x3=7x_{1}+x_{2}-x_{3}=10, \quad x_{1}-x_{2}+7 x_{3}=7, x1⩾0,x2⩾0,x3⩾0;x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0 ;

(c)

4x1+5x2+x3+x4=29,6x1−x2−x3+x4=114 x_{1}+5 x_{2}+x_{3}+x_{4}=29, \quad 6 x_{1}-x_{2}-x_{3}+x_{4}=11, x1⩾0,x2⩾0,x3⩾0,x4⩾0;x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0 ;

(d)

x1+2x2+x3=4,2x1+2x2+5x3=5x_{1}+2 x_{2}+x_{3}=4, \quad 2 x_{1}+2 x_{2}+5 x_{3}=5, x1⩾0,x2⩾0,x3⩾0x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0.

Problem 50.37

Find the maximum and minimum values of the linear function zz on a bounded polytope:

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(a)

x1+2x2+x3+3x4+x5=5,2x1+x3−2x4=3x_{1}+2 x_{2}+x_{3}+3 x_{4}+x_{5}=5, \quad 2 x_{1}+x_{3}-2 x_{4}=3, x1⩾0,x2⩾0,x3⩾0,x4⩾0,x5⩾0x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0, \quad x_{5} \geqslant 0, z=x1−2x2+x3+3x5z=x_{1}-2 x_{2}+x_{3}+3 x_{5};

(b)

3x1−x2+2x3+x4+x5=12,x1−5x2−x4+x5=−43 x_{1}-x_{2}+2 x_{3}+x_{4}+x_{5}=12, \quad x_{1}-5 x_{2}-x_{4}+x_{5}=-4, x1⩾0,x2⩾0,x3⩾0,x4⩾0,x5⩾0x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0, \quad x_{5} \geqslant 0, z=4x1−x2+2x3+x5;z=4 x_{1}-x_{2}+2 x_{3}+x_{5} ;

(c)

5x1+2x2−x3+x4+x5=42,4x1−4x2+x3+x4=165 x_{1}+2 x_{2}-x_{3}+x_{4}+x_{5}=42, \quad 4 x_{1}-4 x_{2}+x_{3}+x_{4}=16, x1⩾0,x2⩾0,x3⩾0,x4⩾0,x5⩾0x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0, \quad x_{5} \geqslant 0, z=x1−2x2+4x4−x5z=x_{1}-2 x_{2}+4 x_{4}-x_{5};

(d)

x1−3x2+x3+2x5=8,4x2−3x4−x5=3x_{1}-3 x_{2}+x_{3}+2 x_{5}=8, \quad 4 x_{2}-3 x_{4}-x_{5}=3, x1⩾0,x2⩾0,x3⩾0,x4⩾0,x5⩾0x_{1} \geqslant 0, \quad x_{2} \geqslant 0, \quad x_{3} \geqslant 0, \quad x_{4} \geqslant 0, \quad x_{5} \geqslant 0, z=x1−2x2+x3−x5z=x_{1}-2 x_{2}+x_{3}-x_{5}.