For a doubly stochastic matrix with a fractional entry, form the row-column bipartite graph of entries strictly between zero and one. Every incident vertex has degree at least two, so there is an even cycle. A matrix supported on that cycle with alternating entries has zero row and column sums. A sufficiently small positive multiple can be both added and subtracted while preserving entry bounds. The original matrix is then the midpoint of two distinct doubly stochastic matrices, so it is not an extreme point.
Birkhoff-von Neumann theorem Created 2026-10-06 Updated 2026-10-14
Every doubly stochastic matrix is a convex combination of permutation matrices. Equivalently, the extreme points of the doubly stochastic convex polytope are exactly the permutation matrices. The extreme-point assertion follows from an alternating-cycle perturbation of a doubly stochastic matrix; the convex-hull assertion follows because a bounded finite-dimensional polytope is the convex hull of its vertices. Permutation matrices are extreme since their zero entries force the same zeros in every convex decomposition.
Capped simplex Created 2026-09-28 Updated 2026-10-05
For an integer , the capped simplex
is the convex hull of the zero-one vectors having exactly entries equal to one. It is a convex polytope whose extreme points are precisely these vectors.
If a feasible vector has a fractional coordinate, the integer coordinate sum forces at least two fractional coordinates. Perturbing one upward and the other downward by a sufficiently small amount gives two distinct feasible vectors whose midpoint is the original vector. It is therefore not an extreme point. Conversely, a zero-one vector cannot be a nontrivial convex combination of points of , since each coordinate is already at a bound.
Choquet theorem 2026-10-06
Every point of a compact metrizable convex subset of a Hausdorff locally convex space is the barycenter of a Borel probability measure concentrated on its extreme points. The theorem is an existence assertion; uniqueness requires additional hypotheses such as a simplex structure.
Every allocation in the convex feasible region for a resource budget is a convex combination of its three extreme points:
The condition is exactly ; nonnegative give the other two nonnegative coefficients. Thus the half-space description and the convex hull description encode the same triangle. At all three coefficients are , and at they are , , . The green and orange points in the budget diagram therefore have two complementary interpretations: direct resource constraints and mixtures of extreme choices.
The three extreme points alone are not a convex set, because their midpoints are absent. Their convex hull fills the whole triangle. More generally, Caratheodory theorem bounds how many generating points are needed for one convex combination in a finite-dimensional real vector space; its geometric content is that a complicated collection can describe each attainable average with a short representation.
Consider a stipulated continuous-allocation problem. Amounts of two activities use units of a common resource, with budget six. The feasible region
is a triangle with extreme points , and . It is the intersection of three closed half-spaces, hence a closed convex set. The general intersection argument is short: a line segment between two points in every constraint set belongs to every constraint set, so it belongs to their intersection.[ref]
For an original numerical check, take and . Their resource totals are and . Every convex combination is nonnegative and has resource total
In particular the midpoint is , using units. This verifies the full line segment, rather than just a plotted sample of it.
Figure 1.
Feasible averages and convex weights in a continuous resource budget
. Original continuous-allocation model , , . The orange line segment joins two feasible allocations; the green point is the equal-weight convex combination of the three extreme points. The shaded region is their convex hull, not just the three generating points. Details.
This is useful whenever divisible quantities share linear limits: the feasible choices remain compatible under averaging. A new linear equation also preserves this property, because averaging two identical constraint values gives the same value. The affine subspace and closed half-space viewpoints explain this without requiring a separate argument for every budget.
Exposed point 2026-10-18
An exposed point is a point uniquely selected by maximizing a linear functional. In , a point of a convex set is exposed if some vector satisfies
Geometrically, a supporting hyperplane touches the convex set only at . Every exposed point is an extreme point: a convex combination that attains the maximum can put positive weight only on maximizers, and there is only one.[ref]
The unit disk calculation in extreme point exposes every point of the unit circle. For a corner of the square, exposes it: attains two only at . However, maximizing exposes no single point on the right edge, since all of them have the same objective value. A linear functional may have several optimal points, even when some of them are extreme.
Extreme point Created 2026-09-24 Updated 2026-10-18
An extreme point of a convex set is a point that cannot be made by genuinely mixing two different points of the set. For a convex set in a real vector space, the condition on is
Thus lies on no open line segment between two distinct points of . It is enough to exclude midpoint representations: if lies inside a line segment, two nearby points on opposite sides have midpoint .[ref]
The square has just four extreme points, at . In a convex combination giving a corner, each coordinate is already at its largest or smallest allowed value, forcing both input points to agree with that corner. In contrast, the boundary point is not extreme:
It is the midpoint of two other points on the same edge. An interior point also admits a small line segment through it.
The unit disk has a different shape: every point on its unit circle is extreme. For a unit vector , the Cauchy-Schwarz inequality gives
and equality is possible only at . If a convex combination equals , applying this linear functional forces both ingredients to attain that equality. Both must therefore be . Extremality need not look like a sharp corner.
Figure 1.
The square and unit disk distinguish boundary from extreme points
. Original planar examples. The red marks are extreme points: four corners for the square, the whole unit circle for the unit disk. Every point on the square's orange edge maximizes , including its nonextreme midpoint. For the disk, the orange supporting line for touches only . Details.
These points help describe all allowable mixtures. Every is a convex combination of its four corners, with the weight on equal to . For the unit disk, write , with and a unit vector; at zero choose any . Then
Two extreme points suffice for that mixture. The Krein-Milman theorem gives a much broader reconstruction: a nonempty compact convex set in a locally convex space whose topology is Hausdorff is the closed convex hull of its extreme points.
Mark Krein and David Milman published their reconstruction theorem in 1940. Milman's colleagues describe that result and its subsequent use as a method of representing convex sets through their extreme points.[ref]
Extreme points of real sequence-space unit balls Created 2026-10-14 Updated 2026-10-18
For the real l-infinity sequence space, every coordinate of an extreme point must be an endpoint of ; any slack coordinate permits opposite perturbations. For the real absolutely summable sequence space, a unit vector with two nonzero coordinates permits a transfer of mass between them, so only signed coordinate vectors are extreme. For the real l2 sequence space, the parallelogram law makes every unit vector extreme. In all three cases interior points of the unit ball are nonextreme.
The density operators on a finite-dimensional Hilbert space form a convex set. Its extreme points are exactly the rank-one projectors, hence exactly the pure states. To prove this, suppose with and positive semidefinite. For , is a sum of nonnegative numbers, so every term vanishes. Diagonalizing shows that implies . Thus each is supported on the line spanned by , and its unit trace forces .
Conversely, a density operator of rank at least two has a spectral decomposition with at least two positive eigenvalues. If is one of them, and , where is the normalized remainder. These are distinct density operators, proving that is not an extreme point.
For complex on a compact Hausdorff space, the extreme points of its dual unit ball are precisely unimodular multiples of Dirac measures. A measure whose variation measure has mass on two disjoint sets splits as a nontrivial convex combination of normalized restrictions and is not extreme. This description is the key to the Banach–Stone theorem.
The distinction appears at a smooth join between a straight segment and a curved boundary. Consider the convex hull
The upper tangent from meets the unit circle at . The supporting line is
Every point of the unit disk has , with equality only at . Hence the convex face of where equality holds is exactly the line segment .
Figure 1.
An extreme point can fail to be an exposed point
. Original analytic convex hull of the unit disk and . The tangent contact is extreme, but its only supporting line contains the entire line segment . A different marked point on the curved arc is exposed by its own tangent line. Details.
The point is extreme. If a nontrivial convex combination of two points of equals , both must belong to the convex face . Since is an endpoint of that line segment, both must equal .
Yet is not exposed. A nonzero linear functional maximizing at on must also maximize there on the included unit disk. Its vector must be a positive multiple of , by the equality condition in the Cauchy-Schwarz inequality. It then gives the same value as . No linear functional can select alone. Being an extreme point is a property of possible mixtures; being an exposed point adds the ability to distinguish it by one linear objective.
Face of a convex set 2026-10-06
A convex set is a face of if , with and , implies . A singleton face is an extreme point. A face of a face is a face of the original convex set.
Fantope Created 2026-10-05 Updated 2026-10-06
For an integer , the fantope is the convex hull of rank- orthogonal projection matrices in . Equivalently, it consists of real symmetric matrices with eigenvalues in and matrix trace . To prove the equivalence, apply the spectral theorem for real symmetric matrices and express the eigenvalue vector as a convex combination of the zero-one extreme points of the capped simplex. The sum of the largest eigenvalues is its support function.
For the degree-constrained linear programming relaxation of a matching in a graph, retain precisely the edges with fractional coordinates. In a bipartite graph, an even graph cycle in this subgraph permits alternating positive and negative perturbations preserving all vertex sums. If the subgraph is a forest, use a graph path between two tree leaves: its endpoints have positive slack and its internal sums remain unchanged. Either perturbation expresses the original feasible point as the midpoint of two distinct feasible points. Hence a fractional feasible point cannot be an extreme point, proving integrality of all extreme points of the bipartite degree relaxation.
At an extreme point of , the active rows span the ambient dimension: otherwise a nonzero direction orthogonal to all active rows permits small feasible moves of both signs. Select independent active rows to form an integer matrix . Its nonzero determinant has absolute value at least one. Cramer's rule and the determinant expansion bound each coordinate by , where bounds the entries of and . The vector may be real; only the denominator matrix needs to be integer.
Milman's converse to the Krein-Milman theorem Created 2026-10-06 Updated 2026-10-07
If a compact convex set is the closed convex hull of a subset , every extreme point lies in the closure of . A neighborhood avoiding around a putative missing extreme point gives finitely many closed convex caps covering and excluding that point. The convex hull of a finite union of compact convex sets is compact: group the terms by their set and use the simplex parametrization. The point must lie in that hull, contrary to extremality. The closures are in the given Hausdorff locally convex topology.
A nonempty compact face of a convex set in a Hausdorff locally convex space contains an extreme point. Chains of compact faces have nonempty compact intersection. A minimal face supplied by the Zorn lemma must be a singleton, since a separating linear functional would otherwise expose a proper maximizer face. This is the existence step in the Krein-Milman theorem.
Suppose have integer entries of absolute value at most , has columns, and is infeasible. A Farkas certificate for linear inequalities can be chosen with , , and the displayed lower bound. Normalize an infeasibility certificate to obtain the last equality, then maximize over the resulting compact linear polyhedron. A maximizing extreme point has at most positive entries: otherwise the augmented columns on its support would be dependent, allowing feasible perturbations in both directions. For its independent supported columns, select independent equations. Cramer's rule expresses the supported entries with a common nonzero integer determinant denominator. That determinant has absolute value at most . The positive value therefore has a positive integer numerator over a denominator of at most this size, proving the bound.
The set of minimizers of a linear objective on a linear polyhedron. It is a face: if a strict convex combination of two feasible points minimizes the objective, both points must also minimize it. Hence an extreme point of an optimal face is an extreme point of the original polyhedron. Successively minimizing further linear objectives restricts to nested faces, whose vertices remain original vertices. This preserves uniform rational denominator bounds in exact feasibility-oracle optimization.