Polyhedra in standard form

Adjacent Basic Solutions

Degeneracy

Mathematical Programming

Minati De

Department of Mathematics, Indian Institute of Technology Delhi, India.

Lecture 6 & 7: The Geometry of Linear Programming (contd.)

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Table of Contents

1 Polyhedra in standard form

2 Adjacent Basic Solutions

3 Degeneracy

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Full Row Rank Assumption

Theorem
Let P = {x|Ax = b, x ≥ 0} be a nonempty polyhedron, where A is
a matrix of dimension m × n, with rows a1T , . . . , am
T . Suppose that
T T
rank(A) = k < m and that the rows ai1 , . . . , aik are linearly
independent. Consider the polyhedron:

Q = {x|aiT1 x = bi1 , . . . aiTk x = bik , x ≥ 0}

.
Then Q = P.
Proof:?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Basic Solution in Standard Form

Theorem
Let P = {x|Ax = b, x ≥ 0} be a nonempty polyhedron, where A is
a m × n matrix having linearly independent rows. A vector x ∗ ∈ Rn
is a basic solution if and only if we have Ax = b, and there exist
indices B(1), . . . B(m) such that:
The columns AB(1) , . . . AB(m) are linearly independent;
If i ∈
/ B(1), . . . B(m), then xi = 0.
Proof:?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Procedure for Constructing Basic Solutions

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Procedure for Constructing Basic Solutions

Choose m linearly independent columns AB(1) , . . . AB(m) .

Let xi = 0 for all i ∈
/ B(1), . . . B(m).
Solve the system of m equations Ax = b for the unknowns
xB(1) , . . . xB(m) .

Q: How to do the last step? How many steps (Or running time)
are involved there?
Q: How to obtain a BFS?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Some Terminology

For a basic solution x.

Basic and nonbasic variables: xB(1) , . . . , xB(m) are basic
variables, the remaining are called nonbasic.
Basic columns: AB(1) , . . . AB(m) . They form a basis of Rm .
Basis matrix: By arranging the m basic columns next to each
other, we obtain an m × m matrix AB called a basis matrix.

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Table of Contents

1 Polyhedra in standard form

2 Adjacent Basic Solutions

3 Degeneracy

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Adjacent Basic Solutions

Two distinct basic solutions to a set of linear constraints in Rn are

said to be adjacent if we can find n − 1 linearly independent
constraints that are active at both of them.
What does it imply?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Adjacent Basic Solutions in Standard Form

Two distinct basic solutions to a set of linear constraints in Rn are

said to be adjacent if we can find n − 1 linearly independent
constraints that are active at both of them.
What does it imply?: they share all but one basic columns.

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Correspondence between bases and basic solution

Q:
Does different basic solutions correspond to different bases?

Q:
Does different bases correspond to different basic solutions?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Table of Contents

1 Polyhedra in standard form

2 Adjacent Basic Solutions

3 Degeneracy

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Degeneracy

Degeneracy in general
A basic solution x ∈ Rn is said to degenerate if more than n
constraints are active at x.
Example: ?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Degeneracy in standard form

Let P = {x|Ax = b, x ≥ 0} be a nonempty polyhedron, where A is

a m × n matrix having linearly independent rows.
Degeneracy
A basic solution x ∈ Rn is said to degenerate if more than n − m
of the components of x are zero.
Example: ?

M. De Mathematical Programming
 Polyhedra in standard form
Adjacent Basic Solutions
Degeneracy

Is degeneracy representation independent?

A degenerate BFS in one representation can be nondegenerate in

another representation!
Example:?

M. De Mathematical Programming