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In
mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, an extreme point of a
convex set In geometry, a set of points is convex if it contains every line segment between two points in the set. For example, a solid cube (geometry), cube is a convex set, but anything that is hollow or has an indent, for example, a crescent shape, is n ...
S in a real or
complex Complex commonly refers to: * Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe ** Complex system, a system composed of many components which may interact with each ...
vector space In mathematics and physics, a vector space (also called a linear space) is a set (mathematics), set whose elements, often called vector (mathematics and physics), ''vectors'', can be added together and multiplied ("scaled") by numbers called sc ...
is a point in S that does not lie in any open
line segment In geometry, a line segment is a part of a line (mathematics), straight line that is bounded by two distinct endpoints (its extreme points), and contains every Point (geometry), point on the line that is between its endpoints. It is a special c ...
joining two points of S. The extreme points of a line segment are called its '' endpoints''. In
linear programming Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements and objective are represented by linear function#As a polynomia ...
problems, an extreme point is also called '' vertex'' or ''corner point'' of S.


Definition

Throughout, it is assumed that X is a real or
complex Complex commonly refers to: * Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe ** Complex system, a system composed of many components which may interact with each ...
vector space In mathematics and physics, a vector space (also called a linear space) is a set (mathematics), set whose elements, often called vector (mathematics and physics), ''vectors'', can be added together and multiplied ("scaled") by numbers called sc ...
. For any p, x, y \in X, say that p x and y if x \neq y and there exists a 0 < t < 1 such that p = t x + (1-t) y. If K is a subset of X and p \in K, then p is called an of K if it does not lie between any two points of K. That is, if there does exist x, y \in K and 0 < t < 1 such that x \neq y and p = t x + (1-t) y. The set of all extreme points of K is denoted by \operatorname(K). Generalizations If S is a subset of a vector space then a linear sub-variety (that is, an
affine subspace In mathematics, an affine space is a geometry, geometric structure (mathematics), structure that generalizes some of the properties of Euclidean spaces in such a way that these are independent of the concepts of distance (mathematics), distance ...
) A of the vector space is called a if A meets S (that is, A \cap S is not empty) and every open segment I \subseteq S whose interior meets A is necessarily a subset of A. A 0-dimensional support variety is called an extreme point of S.


Characterizations

The of two elements x and y in a vector space is the vector \tfrac(x+y). For any elements x and y in a vector space, the set
, y The comma is a punctuation mark that appears in several variants in different languages. Some typefaces render it as a small line, slightly curved or straight, but inclined from the vertical; others give it the appearance of a miniature fille ...
= \ is called the or between x and y. The or between x and y is (x, x) = \varnothing when x = y while it is (x, y) = \ when x \neq y. The points x and y are called the of these interval. An interval is said to be a or a if its endpoints are distinct. The is the midpoint of its endpoints. The closed interval
, y The comma is a punctuation mark that appears in several variants in different languages. Some typefaces render it as a small line, slightly curved or straight, but inclined from the vertical; others give it the appearance of a miniature fille ...
/math> is equal to the
convex hull In geometry, the convex hull, convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, ...
of (x, y) if (and only if) x \neq y. So if K is convex and x, y \in K, then
, y The comma is a punctuation mark that appears in several variants in different languages. Some typefaces render it as a small line, slightly curved or straight, but inclined from the vertical; others give it the appearance of a miniature fille ...
\subseteq K. If K is a nonempty subset of X and F is a nonempty subset of K, then F is called a of K if whenever a point p \in F lies between two points of K, then those two points necessarily belong to F.


Examples

If a < b are two real numbers then a and b are extreme points of the interval , b However, the open interval (a, b) has no extreme points. Any
open interval In mathematics, a real interval is the set (mathematics), set of all real numbers lying between two fixed endpoints with no "gaps". Each endpoint is either a real number or positive or negative infinity, indicating the interval extends without ...
in \R has no extreme points while any non-degenerate
closed interval In mathematics, a real interval is the set of all real numbers lying between two fixed endpoints with no "gaps". Each endpoint is either a real number or positive or negative infinity, indicating the interval extends without a bound. A real in ...
not equal to \R does have extreme points (that is, the closed interval's endpoint(s)). More generally, any
open subset In mathematics, an open set is a generalization of an open interval in the real line. In a metric space (a set with a distance defined between every two points), an open set is a set that, with every point in it, contains all points of the met ...
of finite-dimensional
Euclidean space Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces ...
\R^n has no extreme points. The extreme points of the closed unit disk in \R^2 is the
unit circle In mathematics, a unit circle is a circle of unit radius—that is, a radius of 1. Frequently, especially in trigonometry, the unit circle is the circle of radius 1 centered at the origin (0, 0) in the Cartesian coordinate system in the Eucli ...
. The perimeter of any convex polygon in the plane is a face of that polygon. The vertices of any convex polygon in the plane \R^2 are the extreme points of that polygon. An injective linear map F : X \to Y sends the extreme points of a convex set C \subseteq X to the extreme points of the convex set F(X). This is also true for injective affine maps.


Properties

The extreme points of a compact convex set form a
Baire space In mathematics, a topological space X is said to be a Baire space if countable unions of closed sets with empty interior also have empty interior. According to the Baire category theorem, compact Hausdorff spaces and complete metric spaces are ...
(with the subspace topology) but this set may to be closed in X.


Theorems


Krein–Milman theorem

The
Krein–Milman theorem In the mathematical theory of functional analysis, the Krein–Milman theorem is a proposition about compact convex sets in locally convex topological vector spaces (TVSs). This theorem generalizes to infinite-dimensional spaces and to arbitra ...
is arguably one of the most well-known theorems about extreme points.


For Banach spaces

These theorems are for
Banach space In mathematics, more specifically in functional analysis, a Banach space (, ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and ...
s 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 In mathematical analysis and related areas of mathematics, a set is called bounded if all of its points are within a certain distance of each other. Conversely, a set which is not bounded is called unbounded. The word "bounded" makes no sense in ...
has an extreme point. (In infinite-dimensional spaces, the property of
compactness In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space. The idea is that a compact space has no "punctures" or "missing endpoints", i.e., it ...
is stronger than the joint properties of being closed and being bounded.) Edgar’s theorem implies Lindenstrauss’s theorem.


Related notions

A closed convex subset of a
topological vector space In mathematics, a topological vector space (also called a linear topological space and commonly abbreviated TVS or t.v.s.) is one of the basic structures investigated in functional analysis. A topological vector space is a vector space that is als ...
is called if every one of its (topological) boundary points is an extreme point. The
unit ball Unit may refer to: General measurement * Unit of measurement, a definite magnitude of a physical quantity, defined and adopted by convention or by law **International System of Units (SI), modern form of the metric system **English units, histo ...
of any
Hilbert space In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
is a strictly convex set.


''k''-extreme points

More generally, a point in a convex set S is k-extreme if it lies in the interior of a k-dimensional convex set within S, but not a k + 1-dimensional convex set within S. Thus, an extreme point is also a 0-extreme point. If S is a polytope, then the k-extreme points are exactly the interior points of the k-dimensional faces of S. More generally, for any convex set S, the k-extreme points are partitioned into k-dimensional open faces. The finite-dimensional Krein–Milman theorem, which is due to Minkowski, can be quickly proved using the concept of k-extreme points. If S is closed, bounded, and n-dimensional, and if p is a point in S, then p is k-extreme for some k \leq n. The theorem asserts that p is a convex combination of extreme points. If k = 0 then it is immediate. Otherwise p lies on a line segment in S which can be maximally extended (because S is closed and bounded). If the endpoints of the segment are q and r, then their extreme rank must be less than that of p, and the theorem follows by induction.


See also

* Extreme set * Exposed point * * Bang–bang control


Citations


Bibliography

* * * * * * * * * * * * * * * * {{Topological vector spaces Convex geometry Convex hulls Functional analysis Mathematical analysis