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More convex hull - Krein-Milman

Published by Angel on Sunday, May 16, 2010 - 04:09:04 - Filed under Convex Sets

I kinda said I was going to post more often and stuff but I’ve been ( again ) very busy with school. The semester is almost over , also I’ve been waiting for more theorems or lemmas related to the convex hull of a set.
I’ve been waiting for this theorem for a while , I didnt knew what it said but it was an intuitive idea I thought it may be inside a theorem and guess what. Here it is :).
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[sub]Lemma:[/sub]
Let A be a convex compact set, then each supporting hyperplane on A contains at least one extreme point of A.

[sub]Proof[/sub]

Let H be a supporting hyperplane on A, we know that hinacerr.gif so it is also compact and convex.
Then there is a point x in the intersection of the hyperplane and A such that it is an extreme point of H intersection A, then x is also an extreme point of A.

[sub]Krein-Milman Theorem[/sub]
Let E be a convex and compact set on R^n, then the convex hull of the set of extreme points of E is the set E itself.

[sub]Proof:[/sub]
Its clear that E is a subset of the convex hull of the set of all extreme points of E since the extreme points belong to E.
Now we have to see that eisincpere.gif .
Lets use induction over k the dimension of E
If k =0 then E is a single point
If K = 1 then E is a closed line segment.
Lets use as induction hypothesis that the theorem is true for k-1 with k<n.
Let x be the relative interiorof E. Then by our lemma there is a supporting hyperplane of E that contains x.
Then hinekm.gif is compact and convex with dimhineltkm1.gif, so by our induction hypothesis we have that x is a convex combination of the extreme points of hinekm.gif. Since the extreme points of hinekm.gif are extreme in E we have that :
xincperhine.gif
If x is in the relative interior of E then there is a line segment that contains x that also intersects the boundary of E. Then E and the line segment can be expressed as a convex combination of extreme points of E then
xincpere.gif
Then:
eincpere.gif.

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This is by far my favorite theorem, Ive been tryin to use it along with Radon’s theorem or directly with Caratheodory’s but I havent found anything good enough.
:)

On Blaschke’s Theorem

Published by Angel on Wednesday, April 14, 2010 - 02:32:23 - Filed under Convex Sets

I know I havent been around lately, but Ive been very busy with school and stuff and I think thats a good thing, even for the blog, I have a few more theorems I want to post, Ill try to catch up as fast as possible.
I liked this one a lot, this is again on convex sets, I was going to post Jung’s theorem but the proof I have is all on Rober Webster’s Convexity book, I havent really checked if this one is in there but as far as I know it is not.
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Lemma
Let sinr2.gif be a convex and compact set, then there is a point x in S such that every chord which includes x is divided by x leaving on each side more than one third of the chord.

Proof
Let y in the boundary of S, then we define the set Sy as the points on every chord that has as a boundary the point y, and that the distance to y its less than 2 thirds of the lenght of the chord.

Let y,z,w be on the boundary of S and lets define Sw,Sz and Sy as before.

Using the triange with vertices wzy we build the medians and define x as the centroid of the triangle, now we’ll show that xinsyswsz.gif .
This is because in1.gif
but
in2.gif then
in3.gif then
in4.gif, using the same argument we can show that in5.gif with w’,z’ and y’ the boundary of the median with vertex w,y,z and a the midpoint of yz.
Now we have that xinsyswsz.gif
Then xoinsxinfr.gif using Helly’s theorem
Let bb’ be a chord that includes x0, then xoinsbsbp.gif
Then, in6.gif
This proofs our lemma.

Theorem ( Blaschke’s ) :
Every convex, compact set S with width 1 contains a circle of radius 1/3.

Proof:
By the last lemma there exists xoinsxinfr.gif on S.
Lets show that ball13ins.gif.
Let y in the boundary of ball13.gif and let ww’ be a chord that includes x0, then, since the width of the set is 1, all chords have lenght greather or equal than 1.
Now in7.gif, then yins.gif. QED.
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I hope you comment, Ill try to upload about other topics, maybe some algebra or number theory.
‘Till next time :)

Gauss-Lucas Theorem

Published by Angel on Sunday, February 28, 2010 - 22:29:55 - Filed under Convex Sets

Im back with a very known theorem, I like it a lot, even if the proof is already on the Wikipedia Id like to write it here with an example because its a direct consequence of the Convex Hull post I wrote before.
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Gauss-Lucas Theorem:
The roots of the derivative of a non constant complex polynomial belong to the convex hull generated by the roots of the polynomial.

Proof:
Let polynom.gif
Since we know that derivoverorig.gif where z1,…,zn are the roots of the polynomial .

We can also write root.gif
Now:
newderivoorig.gif
If z is a root of the derivative, then:
0eqbaroverprime.gif This means that:
0wbeqoverprime.gif
Then :
despziprimefac.gif
Which means:
factzright.gif
Then:
zeqalot.gif

But with this we know that z is a convex combination of all the roots, this is because :
1eqalot.gif
Then by this we know that z is in the convex hull of convexhullz1zn.gif

QED.

Example:
Proof that the diameter of the set of roots of the polynomial :
polyexamplez.gif cannot be less than diameterlessz.gif

Proof:
We know that doublederivz.gif:
Now we just use that:
root1chich.gif and root2chich.gif
Now its clear that:
resultabsz1z2.gif.
Since the roots of the derivative are inside the convex hull generated by the roots of the original polynomial, then the diameter between them cannot be less than the diameter between the set of the roots of the second derivative of the polynomial.

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The example was one of the problems on my exam. Good luck I liked this theorem and I didnt forget about it :).

Convex sets - Convex Hull

Published by Angel on Wednesday, February 17, 2010 - 07:08:41 - Filed under Notes, Convex Sets

First post is on basic convex set theory, I liked this because it was simple, demonstration was not very hard either.

The convex hull for a set A ( Im using real A a subset of r.gif ) is the minimal convex set that contains A.
We’ll now define:

pconvex.gif

Lemma:

Let pointconvex.gif with A a convex set and pointinpk.gif then pina.gif

Proof:

We’ll use induction over k.
If k=1 then x*1 is in A ( we choose x that way ).
Now we’ll asume that it works for every k.
Now, let xconvex.gif where pinpk1.gif and xina.gif

We wanna see that x is in A.

Since pinpk1.gif then at least there is one pil1.gif, lets say its pk1l1.gif.

Let lambdaconvex.gif
and
yconvex.gif.

Then we know by our induction hypothesis that y is in A .
Now, since A is a convex set and yxk1ina.gif then xinaa.gif.

This shows that x is in A.

Definition:

A point xinrn.gif its a convex combination of points x1xninrn.gif if there is pointinpk.gif such that xeqp1pk.gif

Theorem:

Let ainrn.gif then c(A) ( The convex hull of the set A ) is the set of all convex combinations of all points in A.

Proof:

Let B the set of all convex combinations of points in A.
We now have to show that B=c(A) (convex hull of A )

1)

Let x be an element of B, then xeqp1pk.gif with x1xkina.gif and pointinpk.gif, since A is in c(A) then x1xkinca.gif , then p1x1pkxkinca.gif because c(A) is convex.
This shows that bsubca.gif.

2)

Note that if B is a convex set then A is a subset of B,this is because if x is in A then there is a pinp1.gif such that px will be on B. Then c(A) is a subset of B

We have to show that B is convex.

Let x and y be in B
Then xeqp1pk.gif and yeqq1qr.gif where x1yrina.gif and pointinpk.gif and pointinpr.gif.
Let oparamxy.gif with lambmugeq0.gif such that lambmueq1.gif
Then omegaeqpxqy.gif, it is clear now that lpmqeq1.gif
This shows that omegainb.gif, which means B is convex.

Then B=c(A).

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‘Till next time :)