LECTURE 2 POLYHEDRAL THEORY

FRANK VALLENTIN

The topic of the second lecture is polyhedral theory which is important since
many algorithms relevant for integer programming but also for combinatorial op-
timization in general are based on polyhedral insights. One strong indication that
polyhedral theory is important for combinatorial optimization is that Lex Schrijvers
Meisterwerk, the nearly 2000 page monograph Combinatorial Optimization has
the subtitle Polyhedra and Efficiency.
The first part of this lecture treats the necessary vocabulary. In the second part
we consider the boundary structure of polyhedra. In this lecture we omit many
proofs and appeal to (mainly two-dimensional) geometric intuition. Proofs can be
found for instance in Chapter 2 of Lex Schrijvers lecture notes on A course in
combinatorial optimization
http://homepages.cwi.nl/~lex/files/dict.pdf
but also in many other textbooks.

1. V OCABULARY
The vocabulary relevant to polyhedra is presented in three parts. Each part
consists of related terms. The first part is about the affine hull of a set of points
X Rn , the dimension of X, affine hyperplanes, and affine halfspaces. The second
part is about the convex hull of a set of points X Rn , convex sets, the conic hull
of X, cones, and Caratheodorys theorem. The final part treats polyhedral cones,
polyhedra, and polytopes.
1.1. Affine hull, dimension, affine hyperplanes, and affine halfspaces.
Definition 1.1. The affine hull aff X of a set of points X Rn is the smallest affine
subspace containing X:
(N N
)
X X
aff X = i xi : N N, xi X, i = 1 .
i=1 i=1

Note that in this definition the i s can take negative values.

An affine subspace is the translation of a linear subspace (or in other words the
solution of some system of linear equations): The affine hull of X can be written as
the sum of a vector y Rn and a linear subspace U Rn as follows: aff X = y +U .
This subspace U is used to define the dimension of X.
Definition 1.2. The dimension dim X of a set of of points X Rn is given by:
dim X = dim aff X = dim U.
For example, for two points x1 , x2 Rn , dim {x1 , x2 } = 1 if x1 6= x2 .

Scribes: Ruben Hoeksma, Kamiel Cornelissen.

1
2 FRANK VALLENTIN

y
y3
x2
y
x1 y2

aff X 0 y1

U
( A ) dim {x1 , x2 } = 1 ( B ) dim {y1 , y2 , y3 } = 2

F IGURE 1. Affine subspaces

Definition 1.3. An affine hyperplane is an affine subspace of dimension n 1. It is

described by one linear equation: {x Rn : aT x = b}, where a Rn \{0}, b R.
For example, in the plane R2 all lines are affine hyperplanes.
Definition 1.4. An affine halfspace is given by one linear inequality: {x Rn : aT x
b}, where a Rn \{0}, b R.

b = 1

aT x = b
b=0

0
b=1
a

F IGURE 2. Affine halfspace

1.2. Convex hull, convex sets, conic hull, cones, Caratheodorys theorem.
Definition 1.5. The convex hull conv X of a set of points X Rn is given by:
(N N
)
X X
conv X = i xi : N N, xi X, i = 1, i 0 .
i=1 i=1

Note that the definition of the convex hull is similar to the definition of the affine
hull, but that now the i s have to be nonnegative.
 LECTURE 2 POLYHEDRAL THEORY 3

x2 y4

y3

x1 0 y1 y2
(A) ( B ) Convex hull ( C ) Convex
Convex of one point hull of four
hull points
of two
points

F IGURE 3. Convex hulls of points

Definition 1.6. A set of points C Rn is convex if

x, y C : conv {x, y} C.

x2
y1

x1 y2
0

F IGURE 4. A convex and a non-convex set

Definition 1.7. The conic hull cone X of a set of points X Rn is given by:
(N )
X
cone X = i xi : N N, xi X, i 0 .
i=1

cone{x1 , x2 }
x1 x2

cone{x1 , x2 , x3 } = R2
x3

F IGURE 5. Conic hull

Note that the definition of the conic hull is again similar to the definition of the
convex hull. The difference is that for the conic hull it is not required that the i s
sum up to 1.
4 FRANK VALLENTIN

Definition 1.8. A set of points C Rn is a cone if

x, y C : cone {x, y} C.

A is a cone
B is a cone
A {0} is a cone
A B is not a cone
0

F IGURE 6. Cones

The following theorem is by the Greek mathematician Caratheodory (1873

1950) and consists of two parts.
Theorem 1.9. Let X Rn . Now the following holds:
(a) if x cone X, then X 0 X such that |X 0 | = dim X and x cone X 0 .
(b) if x conv X, then X 0 X such that |X 0 | = dim X + 1 and x conv X 0 .

F IGURE 7. Caratheodorys theorem

We do not prove this theorem in the lecture. It can be found in multiple text-
books. We advise the reader to prove the theorem him/herself as an exercise to
learn how to work with convex sets. It should be doable in an hour.
1.3. Polyhedral cones, polyhedra, and polytopes.
Definition 1.10. A set of points C Rn is a polyhedral cone if
C = {x Rn : Ax 0}
for some matrix A Rmn .
Non-polyhedral cones only exists in R3 and higher dimensions. An example is
given by the ice cream cone
 q 
L n+1
= (x, t) R R : t kxk2 = x1 + + xn .
n 2 2
 LECTURE 2 POLYHEDRAL THEORY 5

F IGURE 8. Polyhedral cone

F IGURE 9. The ice cream cone is non-polyhedral

Definition 1.11. A set of points C Rn is a finitely generated cone if

C = cone {x1 , . . . , xN }
for some x1 , . . . , xN Rn .

x2
x1 x3

F IGURE 10. Finitely generated cone

Definition 1.12. A set of points P Rn is a polyhedron if

P = {x Rn : Ax b}
for some A Rmn and b Rm .
6 FRANK VALLENTIN

x2 x3

x1 x4

F IGURE 11. Polyhedron

Definition 1.13. A set of points P Rn is a polytope if

P = conv {x1 , . . . , xN }
for some x1 , . . . , xN Rn .
The following fundamental and important theorem is by Farkas (18471930),
Minkowski (18641909), Weyl (18851955), and Motzkin (19081970).
Theorem 1.14. The theorem consists of three parts.
(a) C Rn is a polyhedral cone C is finitely generated.
(b) P Rn is a polytope P is a polyhedron and P is bounded.
(c) P Rn is a polyhedron P = Q + C, where Q Rn is a polytope and
C Rn is a polyhedral cone.
The proof is not given in the lecture. The reader is advised to look up the proof
in a textbook and try to understand it.

F IGURE 12. Farkas, Minkowski, Weyl, and Motzkin (c)

A polytope P Rn can be represented in two ways. One way is to give an

implicit description by linear inequalities:
P = {x Rn : Ax b}.
This representation makes it for instance easy to check whether a certain x Rn is
an element of P .
 LECTURE 2 POLYHEDRAL THEORY 7

Another way is to give an explicit description of P :

P = conv {x1 , . . . , xN }

This representation is for example useful to give an explicit parametrization for P

or to generate a random point from P .
Converting the implicit description into an explicit description, or vice versa, is
called representation conversion. This is in general a computationally demanding
task. However there are software packages available for this:
Fukudas cdd http://www.cs.mcgill.ca/~fukuda/soft/cdd_home/cdd.html
Avis lrs http://cgm.cs.mcgill.ca/~avis/C/lrs.html

2. B OUNDARY STRUCTURE OF POLYHEDRA

In this section we introduce some vocabulary for the boundary structure of poly-
hedra. Let P Rn be a polyhedron.

Definition 2.1. aT x b is a valid inequality for P P {x Rn : aT x b}.

Definition 2.2. aT x = b is a supporting hyperplane for P aT x b is valid and

P {x Rn : aT x = b} =
6 .

aT x = b

F IGURE 13. Supporting hyperplane

Definition 2.3. F P is a face of P F = P {x Rn |aT x = b} and aT x = b

is a supporting hyperplane.

A cube in R3 has 8 vertices, 12 edges, and 6 facets.

Definition 2.4. There is terminology for faces of different dimensions:

A face of dimension 0 is called a vertex.
A face of dimension 1 that is bounded is called an edge.
A face of dimension 1 which is a half-line is called an extreme ray.
A face of dimension dim P 1 is called a facet.
8 FRANK VALLENTIN

F IGURE 14. Faces, vertices, edges and facets

3. P ROBLEMS
Problem 3. (Faces of polytopes)

Let n be a natural number. Consider the polytope defined as the convex hull of
the 2n vectors which one gets by taking the standard basis vectors in Rn together
with their negatives:
0 0 0

1
0 1 0 0
0 0 1
, , , . . . , 0 Rn .


.. .. .. ..
. . . .
0 0 0 1

Determine the complete list of faces and corresponding supporting hyperplanes

for this polytope.

Problem 4. (Integer hull of a polyhedron)

Let G = (V, E) be an undirected graph. With every edge e E we associate a

variable xe . Show that the polyhedron
n
P = (xe ) RE : xe 0 for all edges e E,
X o
xe 2 for all vertices v V
{e:ve}

is a polytope and that it coincides with its integral hull PI .

P
Here, in the sum xe we sum over all edges e which contain the vertex v,
{e:ve}
i.e. which are incident to v.