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Let $F$ be a convex bounded polytope in $\mathbb{R}^N$. Let $S$ be a linear subspace of $\mathbb{R}^N$ defined as $S=\{x \in \mathbb{R}^N: Ax = \vec{0}\}$, where $A$ is an $m \times N$ matrix, $0 \leq m \leq N$. For $m >0,$ all $m$ of the rows of $A$ are linearly independent.

Let $F_S = F \cap S$. We use $X(\mathcal{P})$ to denote the set of extreme points of any bounded polytope $\mathcal{P} \subset \mathbb{R}^N$. It is given that some of the extreme points of $F$ are in $S$, i.e. $X^* \equiv X(F) \cap S=X(F) \cap X(F_S) \neq \emptyset$. Define $aff(X^*)=$ the affine hull of $X^{*}$. I want to show that, either all of the extreme points of $F_S$ are extreme points of $F$, i.e. $X(F_S) \subseteq X(F)$, or $aff(X^*)$ forms a proper affine subspace of $S$.

My approach: Suppose not. Suppose there is an extreme point of $F_S$ which is not an extreme point of $F$ - let us call this point $x^{*}_r$ - but $aff(X^*)=S$. Therefore $x^{*}_r$ is a linear combination but not a convex combination of points in $X^*$. $x^{*}_r$ is not an extreme point of $F$, therefore it is a convex combination of extreme points of $F$ not in $S$.

Clearly, for $m \in \{0,N-1,N\}$, the claim holds.

Edit1:

Let $N-m=k$, i.e. $dim(S)=k$. We consider two cases below, in each of which we assume $aff(X^*)=S$, as stated above, and attempt to show that in that case $F \cap S$ cannot have any extreme point which is not an extreme point of $F$.

Case I. $Co(X^{*})\subseteq bd(F)$

This is the case where $F$ "rests on" $S$.

This is a special case I consider, where all the extreme points of $F$ which are in $S$, are part of the same $k$-face of $F$, call it $K$. By assumption, $aff(X^*)=S$. Therefore, in this case it is clear that $F \cap S = K$. But $K$ is, by definition, the convex hull of the extreme points of $K$, which are also extreme points of $F$. Therefore, $F \cap S$ cannot have any extreme points which are not extreme points of $F$.

Case II: $Co(X^{*})\nsubseteq bd(F)$

This is the case where $S$ "cuts through" $F$.

Define $S^{+}=\{x \in \mathbb{R}^N: Ax \geq \vec{0}\}$ and $S^{-}=\{x \in \mathbb{R}^N: Ax \leq \vec{0}\}$, replacing rows of $A$ with their negatives if necessary, to ensure $F^{+} \equiv F \cap S^{+} \neq \emptyset$ and $F^{+} \neq F$. Clearly, if such a redefinition of $A$ is not possible, it means $F \subseteq S^{+}$ or $F \subseteq S^{-}$ and original question already said $F \cap S \neq \emptyset$, $\therefore F \cap S$ is on the boundary of $F$ and we are back to Case I. Therefore WLOG, for Case II, we assume such a redefinition of $A$ is possible.

Clearly, $F \cap S = F^{+} \cap S=K^{+}$, a $k$-face of $F^{+}$. Clearly $X^{*} \subseteq K^{+}$, and $K^{+} \subset aff(X^{*})$.

Obviously, what I now need to show is that $K^{+}$ cannot have any extreme point which was not an extreme point of the original polytope $F$.

After that I'm not able to proceed. Any help is most appreciated. Thanks in advance.

Edit 2: In an earlier version of the question I mistakenly referred to $aff(X^*)$ as the span of $X^*$. Thank you user diracdeltafunk for pointing this out subsequently. diracdeltafunk's answer to this question is based on that earlier (incorrect) version of the question.

Edit 3: I am not very conversant with projections, but this answer makes me think maybe we can try using projections? Maybe try proving something like $X(F_S) \subseteq X(F) \Leftrightarrow X(P(F_S)) \subseteq X(P(F))$ for all projections $P:\mathbb{R}^N \rightarrow \mathbb{R}^{(N-1)}$, then use this iteratively (for smaller and smaller values of $N$) and finally use the fact that the claim is always true if $S$ is a line - to complete the proof?

Canine360
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2 Answers2

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The claim is false for all $N \geq 2$.

Let $e_1, \dots, e_N$ be the standard basis of $\mathbb{R}^N$. Let $F$ be the convex hull of $\{e_1, \dots, e_N\} \cup \{-e_N\}$. Then $X(F) = \{e_1, \dots, e_N\} \cup \{-e_N\}$. Let $S = \{(x_1, \dots, x_N) \in \mathbb{R}^N : x_N = 0\}$. Then $X(F) \cap S = \{e_1, \dots, e_{N-1}\}$ spans $S$, but $0 \notin X(F)$ is an extreme point of $F \cap S$.

The case $N=2$ is easy to visualize; there $F$ is the triangle with vertices $(1,0), (0,1), (0,-1)$ and $S$ is the $x$-axis.

  • Thank you so much for your answer. The mistake is mine - by $span(X^{})$ what I really wanted to mean is the $dim(Co(X^{}))$-dimensional affine subspace of $\mathbb{R}^N$ passing through all the points in $X^{*}$. Kindly let me know if and how I should modify the question and I'll do that. Thanks once again and apologies for the mistake. – Canine360 Oct 01 '20 at 04:14
  • I have now edited the question. Hopefully it reflects the correct version of the question now. Thank you once again for pointing this out. – Canine360 Oct 02 '20 at 02:24
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There is still a counterexample even to the edited form of the question.

Suppose $F$ is the convex hull of $\{(0,0,0), (0,1,0), (1,0,0), (1,1,-1), (1,1,1)\}$, and $S = \{(x,y,z) \in \mathbb R^3 : z=0\}$. Then

  • $F_S$ is the unit square $[0,1]^2 \times \{0\}$, so $X(F_S) = \{(0,0,0), (0,1,0), (1,1,0), (1,1,0)\}$.
  • $X^* = X(F) \cap S = \{(0,0,0), (0,1,0), (1,0,0)\}$.

In this example, $\operatorname{aff}(X^*)$ is all of $S$, since we have three affinely independent points in the plane. However, $F_S$ has an extreme point, namely $(1,1,0)$, which is not in $X^*$.

Misha Lavrov
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