Strict separation of disjoint linear polyhedra Created 2026-10-06 Updated 2026-10-14
Nonempty disjoint linear polyhedra and admit with a strictly positive separation gap. A phase-I linear program minimizing common constraint violation has positive attained optimum. Its Lagrangian dual problem gives nonnegative with and . Then satisfies . The polyhedral hypothesis matters; arbitrary disjoint closed convex sets need not have a positive separation gap.
A system of linear inequalities requires several linear inequalities to hold simultaneously. The notation compares coordinates componentwise, giving one inequality per row of the matrix . Its solution set is the intersection of the corresponding half-spaces. For non-strict inequalities it is a linear polyhedron, which may be empty. For example, , , are inconsistent: adding their equivalent forms , , gives . A Farkas certificate for linear inequalities generalizes this cancellation.
For a linear polyhedron , a vertex of a linear polyhedron is a feasible point at which the normals of the active constraints span . Equivalently, linearly independent active constraints uniquely determine . A linear polyhedron may be unbounded or lower-dimensional; the definition applies in those cases as well as to a convex polytope.
Such a point is an extreme point. Indeed, if with and , every active constraint at must also be an equality at and . Selecting independent active rows forces . Conversely, if the active normals do not span , take a nonzero vector annihilated by all active rows. The finitely many inactive inequalities have positive slack, so both and remain feasible for sufficiently small . Their midpoint is , so is not an extreme point. Thus these notions coincide for a linear polyhedron.