Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 34 2 Solution Created 2026-10-03 Updated 2026-10-14
Let be an extreme point and consider its active constraints. Their row vectors span . Otherwise a nonzero vector is orthogonal to every active row. All inactive inequalities have strictly positive slack; since there are finitely many, a sufficiently small makes both and feasible. Their midpoint is , contradicting extremality.
Choose independent active rows and write the corresponding equalities as . The matrix has integer entries, so is a nonzero integer and . By Cramer's rule,where replaces column by . Every entry of has absolute value at most , even when is real. The determinant expansion has terms, each with absolute value at most . ThereforeThis proves the integer-matrix vertex coordinate bound; only the denominator determinant requires integrality.
For an exact finite-input ellipsoid method, the numerical data must have a specified encoding. In the standard model the input is the dimensions, the integer matrix and a rational right-hand side in binary, together with bounds derived from their encoding lengths. The vertex estimate above remains valid for arbitrary real , but arbitrary unencoded reals do not by themselves specify an exact computational decision problem. Clear the rational row denominators to obtain an equivalent integer system, and let bound the resulting integer coefficients and right-hand sides.
Two precautions make a feasibility account valid even for unbounded or lower-dimensional polyhedra. First, nonempty polyhedra need not have extreme points. Nevertheless they have a feasible point in the box with . To prove this feasible-point box bound for a polyhedron with lines, intersect the polyhedron with an orthant containing one feasible point. Minimize the sum of the signed coordinates in that orthant. Its nonempty sublevel sets are closed and bounded, so the minimum is attained. The compact minimum face has an extreme point, which is also extreme in the orthant intersection. Its active rows come from the integer system and signed coordinate inequalities, still bounded by . Applying the proved vertex estimate gives the box bound. This is an existence argument; the algorithm need not enumerate all orthants.
Second, a nonempty feasible set can have zero ambient volume. Use a small uniform relaxation with a certified rational infeasibility gap, rather than stopping on volume alone. For the integer system , putThe normalized integer Farkas infeasibility gap says that if the system is empty there is a multiplier with , and . Its bound follows by maximizing the certificate's value in the normalized multiplier polytope: a vertex has at most positive entries, and a determinant denominator bounded by . Any point satisfying the relaxed inequalities would then give the contradictionThus relaxation preserves emptiness. If the original system is nonempty, take its point . The bounded relaxed setcontains a Euclidean ball around of radius : each row changes by at most , and the expanded box leaves room for the ball. Hence is either empty or has an explicit positive inner-volume bound. This is the full-dimensional relaxation of integer inequalities principle.
Start with a ball, viewed as an ellipsoid, centered at zero with radius , which contains the search box. At each iteration test its center against all inequalities defining . If the center is feasible, the preserved-emptiness result answers that the original problem is nonempty. Otherwise a violated row supplies a separation oracle cut. Move that cut parallel to itself through the current center if necessary, and compute a smaller containing ellipsoid for the surviving half. Every feasible point remains in the new ellipsoid.
The central-cut ellipsoid volume bound gives a shrinkage factor at most for . After cuts, the volume is below that of a radius- ball. If no feasible center has been found, and therefore the original system are empty. Dimension one uses interval bisection. The logarithms of , and are polynomial in the encoded input size. Standard outward-controlled finite-precision ellipsoid updates preserve enclosure with polynomial bit complexity.
The coordinate bound therefore supplies the initial bounded search region; the rational gap supplies a valid stopping threshold. Neither unboundedness nor zero volume of the original polyhedron can be ignored when deciding emptiness.