Bases
- Every vertex
x ∈ Phas a baseB = { j : x_j > 0 }, with|B| ≤ m1:02:04,1:02:56,1:03:23. - Vertices are in correspondence with bases — changing the base is changing the vertex
1:21:09.
Linear-algebra fact used
- A matrix-vector product is a linear combination of columns:
Cz = Σᵢ zᵢ·Cᵢ1:03:23,1:03:56,1:04:18. - So
Ax = Σᵢ xᵢ·Aᵢ, and sincexᵢ ≠ 0only onB, this collapses toA_B·x_B = b1:04:18,1:04:41.
A vertex is determined by its base
-
If
|B| = m, thenA_Bism × mwith linearly independent columns (theorem in06), hence full rank and invertible, giving -
So knowing which columns form the base is enough to recover the vertex — just solve a linear system
1:06:06. -
If
|B| < m, padBwith extra columns preserving linear independence until|B| = m; the padded coordinates are zero so the identity still holds1:06:06,1:06:36,1:07:04.
Rewriting the LP in a fixed base
Fix a vertex and its (extended) base B; let N be the complementary coordinates. Partition everything 1:07:04, 1:08:18, 1:09:51, 1:10:11:
min c_Bᵀ x_B + c_Nᵀ x_N
s.t. A_B x_B + A_N x_N = b
x_B, x_N ≥ 0
-
Multiply the equality by
A_B⁻¹(legal —A_Bis full rank) to eliminatex_B1:09:12,1:10:39:x_B = A_B⁻¹ b − A_B⁻¹ A_N x_N, valid for everyx ∈ P1:11:03.
The reduced-cost objective
Substituting into cᵀx = c_Bᵀ x_B + c_Nᵀ x_N gives 1:11:03, 1:11:56, 1:13:08:
cᵀx = c_Bᵀ A_B⁻¹ b ← constant, independent of x
+ ( c_N − A_Nᵀ (A_B⁻¹)ᵀ c_B )ᵀ x_N