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Feasible-point box bound for a polyhedron with lines (P=∅⟹P∩[−R,R]n=∅)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Linear programming Ellipsoid method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
A nonempty linear polyhedron can have no extreme point. Intersect it with an orthant containing one feasible point, and minimize the sum of the signed coordinates there. The relevant sublevel sets are compact, so the minimum face has an extreme point, which is also extreme in the orthant intersection. The added signed-coordinate rows are integer rows with entries at most one. The integer-matrix vertex coordinate bound gives R=n!max(1,U)n. This supplies a bounded feasibility search even when the original polyhedron contains lines.

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  1. Ellipsoid method
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  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 34 / 2 / Solution

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