Exercise 2.18

Consider a polyhedron P = {xAx b}. Given any 𝜖 > 0, show that there exists some b¯ with the following properties:

(i)
The absolute value of every component of b b¯ is bounded by 𝜖.
(ii)
Every basic feasible solution in the polyhedron P = {xAx b¯} is nondegenerate.

Answers

Intuitively, we shall find such a b¯ by first identifying excessive constraints and perturbing the necessary constraints by some 𝜖. That is, if P = H1 Hm, where Hj are the half-spaces whose intersection gives us P, then we identify those Hj which are unnecessary in defining P. If Hj is excessive, then P is well defined apart from Hj, which means that kjHk = P. Let M be the set of all indices of excessive half-spaces. Then P = kMHk, that is, we can remove all the half-spaces of M and still get the same polyhedron. This is true just because of our construction, since all the half-spaces removed are excessive. If Hj = {x n : ajx bj}, then let Hk = {x n : akx bj 𝜀}. Let b¯ be defined by:

b¯ = { bjjM bj 𝜀j M

Then our new polyhedron is P = kMHk jMHj. Note that in P, 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 𝜖, we remove all the degeneracy from our basic feasible solutions. Thus all the basic feasible solutions in P are nondegenerate. Also, since we have only perturbed the excessive half-spaces by 𝜖, it follows that by construction |b¯i bi| 𝜀 for all i.

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2021-12-12 19:26
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