The definition of the support submatrix
- For
x ∈ P, let B(x) = { j : x_j > 0 } (the support) and A_{B(x)} the submatrix of A restricted to those columns 50:23, 51:04, 52:11.
Theorem
x is a vertex of P ⟺ the columns of A_{B(x)} are linearly independent 51:04.
A has only m rows, so by column rank = row rank, A_{B(x)} cannot have column rank above m; linear independence therefore forces |B(x)| ≤ m 52:11, 52:32, 52:53, 53:15.
A has full row rank m in standard form — after removing redundancies. Linearly dependent rows are either redundant (drop them) or contradictory (e.g. x + y = 5 alongside x + y = 7, in which case the LP is simply infeasible) 53:15, 53:52, 54:05.
- Hence a support of size
< m can be padded with extra columns up to exactly m, keeping independence and making the matrix square 54:24, 54:43.
Proof — both contrapositives
(1) not a vertex ⟹ columns dependent
- Not a vertex gives
y ≠ 0 with x ± y ∈ P 55:59.
- This yields
Ay = 0, hence A_{B(y)}·y = 0, and the support fact xᵢ = 0 ⟹ yᵢ = 0 56:36.
- So
A_{B(y)} has dependent columns, and since B(y) ⊆ B(x) (y puts mass only where x does), A_{B(x)} has dependent columns too 57:10, 57:38, 58:43.
(2) columns dependent ⟹ not a vertex
- Dependence gives
y ≠ 0 (of dimension |B(x)|) with A_{B(x)}·y = 0; extend y to ℝⁿ by zeros to get y ≠ 0 with Ay = 0 59:11, 59:53, 1:00:21.
y has mass only where x is strictly positive, so for a sufficiently small t > 0 both x + t·y and x − t·y stay non-negative and hence lie in P — x is not a vertex 1:00:50, 1:01:41, 1:02:04.