Dimension of a polyhedron

Dependencies:

  1. Polyhedral set and polyhedral cone
  2. Implicit equality
  3. Affine independence (incomplete)
  4. Dimension of a set of vectors
  5. Rank of a homogenous system of linear equations
  6. Linearly independent set is not bigger than a span
  7. Interior point of polyhedron

Let $P \defeq \{x \in \mathbb{R}^n: (a_i^Tx \ge b_i, \forall i \in I) \wedge (a_i^Tx = b_i, \forall i \in E)\}$ be a non-empty polyhedron without any implicit equalities. Let $A \defeq \{a_i: i \in E\}$. Then $\dim(P) = n - \rank(A)$.

Proof

Interpret $A$ as a matrix whose rows are $\{a_i^T: i \in E\}$. Let $S \defeq \{x \in \mathbb{R}^n: Ax = 0\}$. By the rank-nullity theorem, $\dim(S) = n - \rank(A)$.

Proof that $\dim(P) \le n - \rank(A)$.

Let $X \defeq \{x^{(0)}, x^{(1)}, \ldots, x^{(m)}\}$ be the max number of affinely independent vectors in $P$. Then $\dim(P) = m$. For $i \in [m]$, let $d^{(i)} \defeq x^{(i)} - x^{(0)}$ and $D \defeq \{d^{(i)}: i \in [m]\}$. Then $D$ is linearly independent.

For any $j \in E$, we have $a_j^Td^{(i)} = a_j^Tx^{(j)} - a_j^Tx^{(0)} = b_j - b_j = 0$. Hence, $Ad^{(i)} = 0$. Hence, $D \subseteq S$. Since $D$ is linearly independent, $|D| \le \dim(S) = n - \rank(A)$. Since, $\dim(P) = |D|$, we get $\dim(P) \le n - \rank(A)$.

Proof that $\dim(P) \ge n - \rank(A)$

Let $D \defeq \{d^{(1)}, \ldots, d^{(m)}\}$ be a basis of $S$. Then $m = n - \rank(A)$. Let $\xhat \in P$ be an interior point of $P$. Let $x^{(0)} \defeq \xhat$. For $i \in [m]$, let $x^{(i)} \defeq \xhat + \eps d^{(i)}$, where $\eps$ is an arbitrarily small positive real number. For small enough $\eps$, we can guarantee that $x^{(i)} \in P$ for all $i \in [m]$. This is because $\xhat$ is an interior point of $P$, and for every $j \in E$, $a_j^Tx^{(i)} = a_j^T\xhat = b_j$. By construction, $X \defeq \{x^{(i)}: 0 \le i \le m\}$ is affinely independent. Also, $X \subseteq P$. Hence, $\dim(P) \ge |X| - 1 = m = n - \rank(A)$.

Dependency for: None

Info:

Transitive dependencies:

  1. /linear-algebra/matrices/gauss-jordan-algo
  2. /linear-algebra/vector-spaces/condition-for-subspace
  3. /sets-and-relations/equivalence-relation
  4. Group
  5. Ring
  6. Polynomial
  7. Field
  8. Vector Space
  9. Cone
  10. Convex combination and convex hull
  11. Convex set
  12. Linear independence
  13. Affine independence (incomplete)
  14. Span
  15. Integral Domain
  16. Comparing coefficients of a polynomial with disjoint variables
  17. Semiring
  18. Matrix
  19. Polyhedral set and polyhedral cone
  20. Implicit equality
  21. Interior point of polyhedron
  22. Stacking
  23. System of linear equations
  24. Product of stacked matrices
  25. Matrix multiplication is associative
  26. Reduced Row Echelon Form (RREF)
  27. Elementary row operation
  28. Every elementary row operation has a unique inverse
  29. Row equivalence of matrices
  30. Matrices over a field form a vector space
  31. Row space
  32. Row equivalent matrices have the same row space
  33. RREF is unique
  34. Identity matrix
  35. Inverse of a matrix
  36. Inverse of product
  37. Elementary row operation is matrix pre-multiplication
  38. Row equivalence matrix
  39. Equations with row equivalent matrices have the same solution set
  40. Basis of a vector space
  41. Linearly independent set is not bigger than a span
  42. Homogeneous linear equations with more variables than equations
  43. Rank of a homogenous system of linear equations
  44. Rank of a matrix
  45. Dimension of a set of vectors