Extreme point of a convex set

Dependencies:

  1. Convex combination and convex hull
  2. Convex set

Let $S$ be a convex set. Let $v \in S$. $v$ is called a non-extreme point of $S$ iff $\exists y \in S, \exists z \in S, \exists \alpha \in (0, 1)$ such that $y \neq z$ and $v = (1-\alpha)y + \alpha z$. A point in $S$ is called an extreme point of $S$ if it is not a non-extreme point of $S$.

Equivalently, $v \in S$ is a non-extreme point of $S$ if it can be represented as a strict convex combination of $X$, for some finite subset $X \subseteq S$ where $|X| > 1$.

Proof of equivalence of definitions

If $\exists y \in S, \exists z \in S, \exists \alpha \in (0, 1)$ such that $y \neq z$ and $v = (1-\alpha)y + \alpha z$, then $v$ is a strict convex combination of $\{y, z\}$.

Suppose $X \subseteq S$ and $|X|$ is finite and more than 1 and $v$ is a strict convex combination of $X$. Let $X = \{x_1, \ldots, x_n\}$ and $v = \sum_{i=1}^n \lambda_ix_i$, where $\sum_{i=1}^n \lambda_i = 1$. Without loss of generality, assume $\lambda_1 \ge \lambda_2 \ge \ldots \ge \lambda_n$. Since $|X| \ge 2$, we get that $0 < \lambda_i < 1$ for all $i \in [n]$.

Let $y = \sum_{i=1}^{n-1} \lambda_ix_i / \sum_{i=1}^{n-1} \lambda_i$. Since $y$ is a convex combination of $\{x_1, x_2, \ldots, x_{n-1}\}$ and $S$ is convex, we get $y \in S$. Then $v = (1 - \lambda_n)y + \lambda_nx_n$.

Dependency for:

  1. Condition for a point to be extreme
  2. Extreme direction of convex cone as extreme point of intersection with hyperplane
  3. Vertex implies extreme point
  4. Extreme point iff BFS
  5. BFS iff vertex iff extreme point
  6. Condition for polyhedral cone to be pointed

Info:

Transitive dependencies:

  1. Group
  2. Ring
  3. Field
  4. Vector Space
  5. Convex combination and convex hull
  6. Convex set