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Exercise 2.18
Consider a polyhedron . Given any , show that there exists some with the following properties:
- (i)
- The absolute value of every component of is bounded by .
- (ii)
- Every basic feasible solution in the polyhedron is nondegenerate.
Answers
Intuitively, we shall find such a by first identifying excessive constraints and perturbing the necessary constraints by some . That is, if , where are the half-spaces whose intersection gives us , then we identify those which are unnecessary in defining If is excessive, then is well defined apart from , which means that Let be the set of all indices of excessive half-spaces. Then , that is, we can remove all the half-spaces of and still get the same polyhedron. This is true just because of our construction, since all the half-spaces removed are excessive. If , then let Let be defined by:
Then our new polyhedron is Note that in , the degenerate basic feasible solutions can be interpreted as having too many hyperplanes, boundary of half-spaces, touching at that point. For example, on a cube in three dimensions, all the points are nondegenerate as they all have 3 hyperplanes touching them, the three facets that connect at a corner. Moreover, every facet of a polyhedron is not excessive, since it serves as a boundary of the polyhedron. Thus, we can interpret the excessive constraints as half-spaces whose hyperplane boundary either touches the polyhedron only at some degenerate solution or at not degenerate solution.. Therefore, by perturbing these outward by , we remove all the degeneracy from our basic feasible solutions. Thus all the basic feasible solutions in are nondegenerate. Also, since we have only perturbed the excessive half-spaces by , it follows that by construction for all .