LPP SQ Convex Set
LPP SQ Convex Set
𝑥 = 𝜆1 𝑥1 + 𝜆2 𝑥2 + ⋯ + 𝜆𝑛 𝑥𝑛
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Convex polyhedron: The convex hull of a finite number of points in 𝐸 𝑛
is called the convex polyhedron spanned by these points.
Alternatively, we can say that the set of all convex combinations of a finite
number of points in 𝐸 𝑛 is called convex polyhedron with vertices at these points.
Remarks:
(i) The convex polyhedron spanned by 𝑚 points cannot have more than
𝑚 extreme points. Because any other point of the polyhedron is a convex
combination of these points and hence cannot be an extreme point. However, not
all these 𝑚 points may be the extreme points. One or more of these 𝑚 points may
be interior points of the polyhedron.
(ii) A convex polyhedron is a closed convex set with a finite number of
extreme points and every point of a convex polyhedron can be written as a
convex combination of its extreme points.
Give an example of —
(i) A convex polyhedron having the line segment joining two points (0,0)
only two extreme points and (1,0), i.e. 𝑋 = {(𝑥1 , 𝑥2 ): 0 ≤ 𝑥1 ≤
1, 𝑥2 = 0}
(ii) A convex set having only the square 𝑂𝐴𝐵𝐶 and its interior with the
four extreme points vertices at 𝑂(0,0), 𝐴(1,0), 𝐵(1,1), 𝐶(0,1),
i.e. 𝑋 = {(𝑥1 , 𝑥2 ): |𝑥1 | ≤ 1, |𝑥2 | ≤ 1}
(iii) An unbounded convex set in the 𝑥𝑦-plane, the right side of the 𝑦-
without any extreme point axis, i.e. 𝑋 = {(𝑥, 𝑦): 𝑦 ≥ 0}
(iv) A convex set whose all the the circle of radius 𝑎 together with its
boundary points are its extreme points interior, i.e. 𝑋 = {(𝑥, 𝑦): 𝑥 2 + 𝑦 2 ≤ 𝑎2 }
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Correct or Justify: Any convex set is a convex polyhedron — The
statement is wrong.
A convex polyhedron spanned by 𝑚 points cannot have more than 𝑚
extreme points. Thus a convex polyhedron must have a finite number of extreme
points. But a convex set may have a finite or an infinite number of extreme points
or no extreme points. Therefore a convex set may or may not be a convex
polyhedron.
What do you mean by convex combination of vectors in ℝ𝒏 — A
convex combination of a finite number of points 𝑥1 , 𝑥2 , … , 𝑥𝑛 ∈ ℝ𝑛 is defined as
a point 𝑥 ∈ ℝ𝑛 given by 𝑥 = 𝜆1 𝑥1 + 𝜆2 𝑥2 + ⋯ + 𝜆𝑛 𝑥𝑛 where each 𝜆𝑖 ≥ 0 for
𝑖 = 1,2, … , 𝑛 and 𝜆1 + 𝜆2 + ⋯ + 𝜆𝑛 = 1.
Consider the convex polyhedron
𝑿 = {(𝒙, 𝒚) ∈ 𝑬𝟐 : 𝒙 − 𝒚 ≤ 𝟏, 𝒙 + 𝒚 ≥ −𝟓, 𝒚 ≤ 𝟔}
Find all the extreme points of 𝑿 and represent 𝒙′ = (𝟏, 𝟐) as a convex
combination of the extreme points.
Considering 𝑂𝑋, 𝑂𝑌 as rectangular axes,
we shade the region of 𝑋 in the 𝑥𝑦-plane.
We see that 𝑋 is a convex polyhedron and
its extreme points are 𝐴(−2, −3), 𝐵(7,6) and
𝐶(−11,6). [calculations are not done here]
Now let
(1,2) = 𝜆1 (−2, −3) + 𝜆2 (7,6) + 𝜆3 (−11,6)
⟹ (1,2) = (−2𝜆1 + 7𝜆2 − 11𝜆3 , −3𝜆1 + 6𝜆2 + 6𝜆3 )
where 𝜆1 + 𝜆2 + 𝜆3 = 1 (1)
Comparing both sides, we get
−2𝜆1 + 7𝜆2 − 11𝜆3 = 1 (2)
−3𝜆1 + 6𝜆2 + 6𝜆3 = 2 (3)
4 4 1
Solving (1), (2) and (3), we get 𝜆1 = , 𝜆2 = , 𝜆3 = [solve these!]
9 9 9
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Thus we have
4 4 1
(1,2) = (−2, −3) + (7,6) + (−11,6)
9 9 9
Examine whether 𝑿 = {(𝒙, 𝒚) ∈ 𝑬𝟐 : 𝒙 + 𝟐𝒚 ≤ 𝟑, 𝟐𝒙 − 𝒚 = 𝟐, 𝒙 ≥
𝟎, 𝒚 ≥ 𝟎} is a convex polyhedron.
It can be seen that the points in the line segment 𝐴𝐵 joining the points
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𝐴(1,0) and 𝐵 ( , ) form the set 𝑋. It
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Exercise
1. Which of the following sets is not convex?
(a) {(𝑥, 𝑦) ∈ 𝐸 2 : 3 ≤ 𝑥 2 + 𝑦 2 ≤ 5}
(b) {(𝑥, 𝑦) ∈ 𝐸 2 : 3𝑥 2 + 3𝑦 2 ≤ 5}
(c) {(𝑥, 𝑦) ∈ 𝐸 2 : 𝑦 2 ≤ 𝑥}
(d) {(𝑥, 𝑦) ∈ 𝐸 2 : 𝑥 ≥ 2, 𝑥 ≤ 3}
Hint: For MCQ, just draw the feasible region and check whether the convex
combination of any two points (i.e. the straight line joining these two points) in
the feasible regions lies completely in the feasible region.
2. If 𝑆 = {(2,3), (4,5)} ⊂ ℝ2 , then 𝐶(𝑆) is
(a) {(𝑥, 𝑦): 𝑦 = 𝑥 + 1, 2 ≤ 𝑥 ≤ 4, 3 ≤ 𝑦 ≤ 5}
(b) {(𝑥, 𝑦): 𝑦 = 𝑥 + 1, 2 ≤ 𝑥 ≤ 3, 4 ≤ 𝑦 ≤ 5}
(c) {(𝑥, 𝑦): 𝑦 = 𝑥 − 1, 2 ≤ 𝑥 ≤ 4, 3 ≤ 𝑦 ≤ 5}
(d) {(𝑥, 𝑦): 𝑦 = 𝑥 − 1, 2 ≤ 𝑥 ≤ 3, 4 ≤ 𝑦 ≤ 5}
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Hint: 𝐶(𝑆) is the smallest convex set containing 𝑆. Since 𝑆 contains only two
points, therefore their convex combination is a straight line. So every convex
combination of the points must be satisfied by the points.
3. The extreme points of the set 𝑆 = {(𝑥, 𝑦): 𝑥 2 + 𝑦 2 ≤ 25} are the points
(a) Inside the circle
(b) On the circle
(c) Outside the circle
(d) On the diameter.
4. Let the optimality of an LPP occur at two vertices 𝑥 and 𝑦 of its convex set
of all feasible solutions. Then the optimality also occurs at 𝑡 = 𝜆𝑥 +
(1 − 𝜆)𝑦, 0 ≤ 𝜆 ≤ 1. Which one of the following is not true?
(a) 𝑡 is a basic solution.
(b) 𝑡 is a BFS.
(c) 𝑡 is not a basic solution.
(d) 𝑡 is a feasible solution.
5. Suppose that the objective function of an LPP assumes its optimal value at
more than one extreme point. Then [CU 2020]
(a) The convex combination of these extreme points will improve the
value of the objective function.
(b) The value of the objective function will be different for different
convex combinations of these extreme points.
(c) It indicates that there is a degenerate BFS.
(d) Every convex combination of these extreme points also gives the
optimal value of the objective function.
6. Consider two sets 𝑋 = {(𝑥1 , 𝑥2 ): 𝑥1 + 𝑥2 ≤ 2, 2𝑥1 + 2𝑥2 ≥ 8, 𝑥1 ≥
0, 𝑥2 ≥ 0} and 𝑌 = {𝑦: |𝑦| ≤ 2}. Then [CU 2020]
(a) 𝑋 is convex set but 𝑌 is not.
(b) 𝑋 is not a convex set but 𝑌 is a convex set.
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(c) Both 𝑋 and 𝑌 are convex sets.
(d) None of 𝑋 and 𝑌 are convex sets.
7. Let 𝑥 = {(𝑥, 𝑦): 𝑥 2 + 𝑦 2 = 1} and 𝑦 is the set of all convex combinations
of the vertices of a cube. Then [CU 2021]
(e) 𝑥 is convex polyhedron but 𝑦 is not.
(f) 𝑥 is not a convex polyhedron but 𝑦 is a convex polyhedron.
(g) Both 𝑥 and 𝑦 are convex polyhedrons.
(h) None of 𝑥 and 𝑦 are convex polyhedrons.
8. The number of extreme points of the convex set 𝑆 = {(𝑥, 𝑦): |𝑥| ≤
1, |𝑦| ≤ 1} is [CU 2021]
(i) 0
(j) 2
(k) 4
(l) Infinitely many.