Extreme point
In mathematics, an extreme point of a convex set {\displaystyle S} in a real or complex vector space or affine space is a point in {\displaystyle S} that does not lie in any open line segment joining two points of {\displaystyle S.} The extreme points of a line segment are called its endpoints . In linear programming problems, an extreme point is also called vertex or corner point of {\displaystyle S.}[citation needed ]
Definition
[edit ]Throughout, it is assumed that {\displaystyle X} is a real or complex vector space or affine space.
For any {\displaystyle p,x,y\in X,} say that {\displaystyle p} lies between[1] {\displaystyle x} and {\displaystyle y} if {\displaystyle x\neq y} and there exists a {\displaystyle 0<t<1} such that {\displaystyle p=tx+(1-t)y.}
If {\displaystyle K} is a subset of {\displaystyle X} and {\displaystyle p\in K,} then {\displaystyle p} is called an extreme point[1] of {\displaystyle K} if it does not lie between any two distinct points of {\displaystyle K.} That is, if there does not exist {\displaystyle x,y\in K} and {\displaystyle 0<t<1} such that {\displaystyle x\neq y} and {\displaystyle p=tx+(1-t)y.} The set of all extreme points of {\displaystyle K} is denoted by {\displaystyle \operatorname {extreme} (K).}
Generalizations
If {\displaystyle S} is a subset of a vector space then a linear sub-variety (that is, an affine subspace) {\displaystyle A} of the vector space is called a support variety if {\displaystyle A} meets {\displaystyle S} (that is, {\displaystyle A\cap S} is not empty) and every open segment {\displaystyle I\subseteq S} whose interior meets {\displaystyle A} is necessarily a subset of {\displaystyle A.}[2] A 0-dimensional support variety is called an extreme point of {\displaystyle S.}[2]
Characterizations
[edit ]The midpoint[1] of two elements {\displaystyle x} and {\displaystyle y} in a vector space is the vector {\displaystyle {\tfrac {1}{2}}(x+y).}
For any elements {\displaystyle x} and {\displaystyle y} in a vector space, the set {\displaystyle [x,y]=\{tx+(1-t)y:0\leq t\leq 1\}} is called the closed line segment or closed interval between {\displaystyle x} and {\displaystyle y.} The open line segment or open interval between {\displaystyle x} and {\displaystyle y} is {\displaystyle (x,x)=\varnothing } when {\displaystyle x=y} while it is {\displaystyle (x,y)=\{tx+(1-t)y:0<t<1\}} when {\displaystyle x\neq y.}[1] The points {\displaystyle x} and {\displaystyle y} are called the endpoints of these interval. An interval is said to be a non−degenerate interval or a proper interval if its endpoints are distinct. The midpoint of an interval is the midpoint of its endpoints.
The closed interval {\displaystyle [x,y]} is equal to the convex hull of {\displaystyle (x,y)} if (and only if) {\displaystyle x\neq y.} So if {\displaystyle K} is convex and {\displaystyle x,y\in K,} then {\displaystyle [x,y]\subseteq K.}
If {\displaystyle K} is a nonempty subset of {\displaystyle X} and {\displaystyle F} is a nonempty subset of {\displaystyle K,} then {\displaystyle F} is called a face[1] of {\displaystyle K} if whenever a point {\displaystyle p\in F} lies between two points of {\displaystyle K,} then those two points necessarily belong to {\displaystyle F.}
Theorem[1] —Let {\displaystyle K} be a non-empty convex subset of a vector space {\displaystyle X} and let {\displaystyle p\in K.} Then the following statements are equivalent:
- {\displaystyle p} is an extreme point of {\displaystyle K.}
- {\displaystyle K\setminus \{p\}} is convex.
- {\displaystyle p} is not the midpoint of a non-degenerate line segment contained in {\displaystyle K.}
- for any {\displaystyle x,y\in K,} if {\displaystyle p\in [x,y]} then {\displaystyle x=p{\text{ or }}y=p.}
- if {\displaystyle x\in X} is such that both {\displaystyle p+x} and {\displaystyle p-x} belong to {\displaystyle K,} then {\displaystyle x=0.}
- {\displaystyle \{p\}} is a face of {\displaystyle K.}
Examples
[edit ]If {\displaystyle a<b} are two real numbers then {\displaystyle a} and {\displaystyle b} are extreme points of the interval {\displaystyle [a,b].} However, the open interval {\displaystyle (a,b)} has no extreme points.[1] Any open interval in {\displaystyle \mathbb {R} } has no extreme points while any non-degenerate closed interval not equal to {\displaystyle \mathbb {R} } does have extreme points (that is, the closed interval's endpoint(s)). More generally, any open subset of finite-dimensional Euclidean space {\displaystyle \mathbb {R} ^{n}} has no extreme points.
The extreme points of the closed unit disk in {\displaystyle \mathbb {R} ^{2}} is the unit circle.
The perimeter of any convex polygon in the plane is a face of that polygon.[1] The vertices of any convex polygon in the plane {\displaystyle \mathbb {R} ^{2}} are the extreme points of that polygon.
An injective linear map {\displaystyle F:X\to Y} sends the extreme points of a convex set {\displaystyle C\subseteq X} to the extreme points of the convex set {\displaystyle F(X).}[1] This is also true for injective affine maps.
Properties
[edit ]The extreme points of a compact convex set form a Baire space (with the subspace topology) but this set may fail to be closed in {\displaystyle X.}[1]
Theorems
[edit ]Krein–Milman theorem
[edit ]The Krein–Milman theorem is arguably one of the most well-known theorems about extreme points.
Theorem—If {\displaystyle S} is convex and compact in a locally convex topological vector space, then {\displaystyle S} is the closed convex hull of its extreme points: In particular, such a set has extreme points.
For Banach spaces
[edit ]These theorems are for Banach spaces with the Radon–Nikodym property.
A theorem of Joram Lindenstrauss states that, in a Banach space with the Radon–Nikodym property, a nonempty closed and bounded set has an extreme point. (In infinite-dimensional spaces, the property of compactness is stronger than the joint properties of being closed and being bounded.[3] )
Theorem (Gerald Edgar)—Let {\displaystyle E} be a Banach space with the Radon–Nikodym property, let {\displaystyle C} be a separable, closed, bounded, convex subset of {\displaystyle E,} and let {\displaystyle a} be a point in {\displaystyle C.} Then there is a probability measure {\displaystyle p} on the universally measurable sets in {\displaystyle C} such that {\displaystyle a} is the barycenter of {\displaystyle p,} and the set of extreme points of {\displaystyle C} has {\displaystyle p}-measure 1.[4]
Edgar’s theorem implies Lindenstrauss’s theorem.
Related notions
[edit ]A closed convex subset of a topological vector space is called strictly convex if every one of its (topological) boundary points is an extreme point.[5] The unit ball of any Hilbert space is a strictly convex set.[5]
k-extreme points
[edit ]More generally, a point in a convex set {\displaystyle S} is {\displaystyle k}-extreme if it lies in the interior of a {\displaystyle k}-dimensional convex set within {\displaystyle S,} but not a {\displaystyle k+1}-dimensional convex set within {\displaystyle S.} Thus, an extreme point is also a {\displaystyle 0}-extreme point. If {\displaystyle S} is a polytope, then the {\displaystyle k}-extreme points are exactly the interior points of the {\displaystyle k}-dimensional faces of {\displaystyle S.} More generally, for any convex set {\displaystyle S,} the {\displaystyle k}-extreme points are partitioned into {\displaystyle k}-dimensional open faces.
The finite-dimensional Krein–Milman theorem, which is due to Minkowski, can be quickly proved using the concept of {\displaystyle k}-extreme points. If {\displaystyle S} is closed, bounded, and {\displaystyle n}-dimensional, and if {\displaystyle p} is a point in {\displaystyle S,} then {\displaystyle p} is {\displaystyle k}-extreme for some {\displaystyle k\leq n.} The theorem asserts that {\displaystyle p} is a convex combination of extreme points. If {\displaystyle k=0} then it is immediate. Otherwise {\displaystyle p} lies on a line segment in {\displaystyle S} which can be maximally extended (because {\displaystyle S} is closed and bounded). If the endpoints of the segment are {\displaystyle q} and {\displaystyle r,} then their extreme rank must be less than that of {\displaystyle p,} and the theorem follows by induction.
See also
[edit ]- Extreme set
- Exposed point
- Choquet theory – Area of functional analysis and convex analysis
- Bang–bang control [3]
Citations
[edit ]- ^ a b c d e f g h i j Narici & Beckenstein 2011, pp. 275–339.
- ^ a b Grothendieck 1973, p. 186.
- ^ a b Artstein, Zvi (1980). "Discrete and continuous bang-bang and facial spaces, or: Look for the extreme points". SIAM Review. 22 (2): 172–185. doi:10.1137/1022026. JSTOR 2029960. MR 0564562.
- ^ Edgar GA. A noncompact Choquet theorem. Proceedings of the American Mathematical Society. 1975;49(2):354–8.
- ^ a b Halmos 1982, p. 5.
Bibliography
[edit ]- Adasch, Norbert; Ernst, Bruno; Keim, Dieter (1978). Topological Vector Spaces: The Theory Without Convexity Conditions. Lecture Notes in Mathematics. Vol. 639. Berlin New York: Springer-Verlag. ISBN 978-3-540-08662-8. OCLC 297140003.
- Bourbaki, Nicolas (1987) [1981]. Topological Vector Spaces: Chapters 1–5. Éléments de mathématique. Translated by Eggleston, H.G.; Madan, S. Berlin New York: Springer-Verlag. ISBN 3-540-13627-4. OCLC 17499190.
- Paul E. Black, ed. (2004年12月17日). "extreme point". Dictionary of algorithms and data structures . US National institute of standards and technology . Retrieved 2011年03月24日.
- Borowski, Ephraim J.; Borwein, Jonathan M. (1989). "extreme point". Dictionary of mathematics. Collins dictionary. HarperCollins. ISBN 0-00-434347-6.
- Grothendieck, Alexander (1973). Topological Vector Spaces . Translated by Chaljub, Orlando. New York: Gordon and Breach Science Publishers. ISBN 978-0-677-30020-7. OCLC 886098.
- Halmos, Paul R. (8 November 1982). A Hilbert Space Problem Book. Graduate Texts in Mathematics. Vol. 19 (2nd ed.). New York: Springer-Verlag. ISBN 978-0-387-90685-0. OCLC 8169781.
- Jarchow, Hans (1981). Locally convex spaces. Stuttgart: B.G. Teubner. ISBN 978-3-519-02224-4. OCLC 8210342.
- Köthe, Gottfried (1983) [1969]. Topological Vector Spaces I. Grundlehren der mathematischen Wissenschaften. Vol. 159. Translated by Garling, D.J.H. New York: Springer Science & Business Media. ISBN 978-3-642-64988-2. MR 0248498. OCLC 840293704.
- Köthe, Gottfried (1979). Topological Vector Spaces II. Grundlehren der mathematischen Wissenschaften. Vol. 237. New York: Springer Science & Business Media. ISBN 978-0-387-90400-9. OCLC 180577972.
- Narici, Lawrence; Beckenstein, Edward (2011). Topological Vector Spaces. Pure and applied mathematics (Second ed.). Boca Raton, FL: CRC Press. ISBN 978-1584888666. OCLC 144216834.
- Robertson, Alex P.; Robertson, Wendy J. (1980). Topological Vector Spaces. Cambridge Tracts in Mathematics. Vol. 53. Cambridge England: Cambridge University Press. ISBN 978-0-521-29882-7. OCLC 589250.
- Rudin, Walter (1991). Functional Analysis. International Series in Pure and Applied Mathematics. Vol. 8 (Second ed.). New York, NY: McGraw-Hill Science/Engineering/Math. ISBN 978-0-07-054236-5. OCLC 21163277.
- Schaefer, Helmut H.; Wolff, Manfred P. (1999). Topological Vector Spaces. GTM. Vol. 8 (Second ed.). New York, NY: Springer New York Imprint Springer. ISBN 978-1-4612-7155-0. OCLC 840278135.
- Schechter, Eric (1996). Handbook of Analysis and Its Foundations. San Diego, CA: Academic Press. ISBN 978-0-12-622760-4. OCLC 175294365.
- Trèves, François (2006) [1967]. Topological Vector Spaces, Distributions and Kernels. Mineola, N.Y.: Dover Publications. ISBN 978-0-486-45352-1. OCLC 853623322.
- Wilansky, Albert (2013). Modern Methods in Topological Vector Spaces. Mineola, New York: Dover Publications, Inc. ISBN 978-0-486-49353-4. OCLC 849801114.