Ellipsoid method 2026-10-14
The ellipsoid method repeatedly asks a separation oracle about the center of a containing ellipsoid and replaces that ellipsoid by a smaller one containing its intersection with a separating half-space. The volume decreases by a dimension-dependent factor at each iteration. For rational polyhedra, the exact feasibility theorem has polynomial bit complexity in the dimension and coefficient encoding bounds when separation is polynomial time. It includes lower-dimensional feasible sets through rational precision bounds or suitable relaxations; one must not declare infeasibility just because the original feasible set has zero volume.
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.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 37 2 Solution Created 2026-10-03 Updated 2026-10-14
A linear polyhedron is full-dimensional if its affine hull is . For a convex set, this is equivalent to containing an open Euclidean ball: an open ball has full affine span, while affinely independent points in the set span a simplex with nonempty interior. In particular, a nonempty linear polyhedron need not be full-dimensional; a singleton or a hyperplane is an example.
Assume , increasing the coefficient bound to one if necessary. If and denotes the th row, then . For and , the Cauchy-Schwarz inequality givesThus with , proving that is a full-dimensional linear polyhedron. This part works for every positive ; the particular small value also ensures that relaxation cannot create feasibility when is empty.
Here is that exact-feasibility point. Put . If is empty, a Farkas certificate for linear inequalities gives with and . Normalize , and maximize over the compact linear polyhedronChoose a maximizing extreme point. Its positive support has size : a dependence among its supported columns would permit small perturbations of both signs in , contradicting extremality. Select independent equations for those coordinates. Cramer's rule expresses them over a common nonzero integer determinant , with . Since is integer and , its numerator is a positive integer after choosing a positive denominator. Hence . This is the normalized integer Farkas infeasibility gap. A point in would implya contradiction. Consequently if and only if .
The ellipsoid method takes the integer matrix , vector , dimension , and a bound (or their binary encodings). It computes the prescribed , an inner radius , and an outer radius whose logarithms have polynomial size. For an explicit outer bound, let . A nonempty has a rational feasibility certificate for integer inequalities with . To see this bound, intersect with an orthant containing a feasible point. This intersection is a nonempty linear polyhedron containing no whole nontrivial affine line, and it has an extreme point. Indeed, if its active rows do not yet span the ambient space, move along a nonzero direction annihilating them. The orthant prevents motion in both directions from being feasible forever, so in at least one direction a new independent row becomes active. Repeating at most times produces an extreme point. At that point choose independent active constraints, including coordinate constraints where needed. Cramer's rule and the Hadamard determinant inequality bound the numerators by , while a nonzero integer denominator has absolute value at least one. Thus the point has norm at most . Choosing ensures that, whenever is nonempty, an entire radius- Euclidean ball in lies inside .
Start with the ellipsoid and retain . At each iteration test the centre against every relaxed inequality. If it passes all tests, is nonempty and hence so is . Otherwise a violated row gives the separation oracle: the feasible set lies in . Cut the current ellipsoid by this half-space through its centre and replace it by the standard containing ellipsoid. Every step retains and, for , reduces Lebesgue measure by a factor at most . In dimension one the corresponding step bisects an interval.
If more than cuts occur without finding a feasible centre, the Lebesgue measure is smaller than that of a radius- ball. This contradicts the retained ball whenever is nonempty, so the algorithm can declare empty. Both and are polynomial in and , and each inequality test uses arithmetic operations for rows. The bit implementation uses rational rounding with outward enlargement of the containing ellipsoids; the encoding bounds allow polynomial precision while keeping a constant fraction of the volume decrease. Detailed update and rounding formulae are not needed for this account. The essential role of the full-dimensional relaxation of integer inequalities is to supply a positive inner-volume bound without changing the emptiness decision; applying a Lebesgue measure stopping test directly to a lower-dimensional would fail.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 40 3 Solution Created 2026-10-03 Updated 2026-10-14
If the center violates a constraint, choose a row with . Under the assumption of nonempty , this row cannot have . Every satisfies . Thus the central half-spacecontains , and the given outer bound yields . Checking the rows of therefore supplies a separation oracle. If a violated row has zero normal, it instead certifies that is empty.
Whiten the ellipsoid by and rotate the cut normal to . The normalized current ellipsoid is the unit ball centered at zero. In the stated covering ellipsoid, for , the shape matrix has eigenvalue in the direction and in each of the other directions. The center does not affect volume, soUsing for and for givesThereforeThis is the central-cut ellipsoid volume bound. Affine transformations preserve the ratio. The displayed matrix formula is undefined when ; in that case interval bisection gives the stronger ratio .
Undoing the normalization gives the general central-cut updateIt preserves containment of the feasible region while reducing volume geometrically. After cuts the volume is less than . If a feasible region has a known positive-volume lower bound , more than unsuccessful cuts would be impossible. For rational inputs, outer-radius and positive-volume bounds of exponential size in a polynomial of the bit length therefore translate into a polynomial iteration count.
For a full ellipsoid method proof, two qualifications matter. A nonempty rational polyhedron may be lower-dimensional and have zero volume, so shrinking below a volume threshold alone cannot certify its emptiness. One uses a bounded-feasibility reduction and a sufficiently small rational relaxation or an affine-hull treatment, with input-dependent rational separation bounds. Also ellipsoid updates involve square roots, so a bit-complexity proof rounds with controlled outward error to preserve containment and a fixed volume decrease. With these precision bounds, and the polynomial-time row separation oracle here, the method establishes polynomial-time linear programming. The volume calculation is its essential geometric step, not by itself the entire complexity proof.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 35 2 Solution Created 2026-10-03 Updated 2026-10-14
A chain of diamond-shaped graph stages has vertices and edges, but distinct source-to-target paths: at each stage choose either of two branches. Each path has its own inequality. Therefore the number of displayed path constraints is not polynomially bounded in the graph size. Redundancy among some inequalities would not change this count of the given formulation.
The positive integer edge costs imply, for any feasible point,Thus the feasible set lies in the Euclidean ball of radius centered at zero. That ball lies inside , so its volume is at most . This proves the requested enclosing-volume bound, and provides an initial ellipsoid, for example with center zero and shape matrix .
The ellipsoid method needs a separation oracle, rather than an explicit list of every constraint. For a proposed center , first scan the coordinates and the budget inequality. If some , some , or , return the corresponding violated inequality as the separating half-space. These tests take arithmetic operations.
Once those tests pass, assign nonnegative edge length to every edge and solve the shortest path problem from to . The Dijkstra algorithm finds a minimum-length path and stores its predecessors in polynomial time. If its length is less than one, returnfor the minimizing path . This inequality contains every feasible point and is violated by . If the shortest length is at least one, every path constraint holds; if no path exists, those constraints are vacuous. In either case is feasible. This is path-constraint separation by shortest paths; checking a single shortest path replaces checking exponentially many paths.
The rational ellipsoid method feasibility theorem now gives polynomial running time in the dimension and coefficient encoding bounds when the oracle runs in polynomial time. Here every path row has coefficients zero or one, and all other coefficients and right sides are bounded integers. Although there are exponentially many rows, their individual encoding lengths are polynomial in . The containing-radius bound and the rational precision bounds are also polynomially describable. For a simple graph , this gives a worst-case running time polynomial in ; in general the natural bound is polynomial in the encoded graph size .
Use the exact rational feasibility version of the ellipsoid method, which handles lower-dimensional polyhedra by rational precision bounds or an appropriate relaxation. Nonemptiness must not be inferred from a positive-volume argument: this feasible set can have empty interior. The allowed algorithmic theorem supplies that detail, while the explicit shortest-path oracle supplies the crucial efficient separation.
Separation oracle 2026-10-14
A separation oracle either certifies that a supplied point belongs to a convex feasible set or returns a violated linear inequality whose half-space contains the whole feasible set. Its running time can be small even when the set has exponentially many defining inequalities. Together with rational encoding bounds and an outer bound, this permits polynomial time ellipsoid method feasibility and optimization.