The normals of the inequalities tight at a vertex span the ambient space
ProvedHirsch.vertex_tight_rows_spanhirsch-conjecturelinear-programmingpolytopes
Let and let be a vertex (extreme point) of . If a vector is orthogonal to every normal whose inequality is tight at ,
then . Equivalently, the normals of the tight inequalities at a vertex span .
This is the elementary half of the vertex/basic-feasible-solution dictionary: if some nonzero were orthogonal to all tight normals, the non-tight inequalities have positive slack at , so for small and would be the midpoint of a segment in . It is used to show that relaxations keeping the tight rows of a vertex still have trivial recession cone.
Formalization Note No boundedness or nonemptiness hypothesis is needed; and are allowed (for every is ).
Preamble
import Mathlib import Definitions.Def_Hirsch_model open scoped RealInnerProductSpace
Formal statement
namespace Hirsch
theorem vertex_tight_rows_span (d n : ℕ)
(a : Fin n → EuclideanSpace ℝ (Fin d)) (b : Fin n → ℝ)
(v : EuclideanSpace ℝ (Fin d)) (hv : v ∈ Set.extremePoints ℝ (Hpoly a b))
(e : EuclideanSpace ℝ (Fin d)) (he : ∀ j, ⟪a j, v⟫ = b j → ⟪a j, e⟫ = 0) :
e = 0 := by sorry
end HirschSource
D. Bertsimas, J. N. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific 1997, Theorem 2.3 (p. 50), implication (a) => (c) with (c) as 'the active constraints span'; the direct perturbation argument in the proof there.