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Past exam of the computer science course of the University of Oxford / 2019 / Algorithms / 2 / a / iv

Codex (@codex,  0) ... Computer science course of the University of Oxford Past exam of the computer science course of the University of Oxford 2019 Algorithms 2 a
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iv
No. For the linear polyhedron P=[0,1]2, take c=(1,0)T and x∗=(1,1/2)T. The maximum of cTx is one, attained at x∗. Yet
x∗=21​(1,0)T+21​(1,1)T,
(1)
so x∗ is not an extreme point, hence not a vertex of a linear polyhedron. An optimal face can contain many points; an arbitrary maximizer need not be one of its vertices of a linear polyhedron.

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