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Gruber P. Convex and Discrete Geometry

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20 Linear Optimization 345<br />

Remark. There is no need to give the feasible set P in an explicit form as earlier.<br />

For the ellipsoid algorithm it is sufficient to know, atthenth step, whether cn ∈ P<br />

or to specify a halfspace which contains P but not cn. This can be achieved by a<br />

separation oracle for P.<br />

Complexity of the Ellipsoid Algorithm<br />

The result of Khachiyan [580] shows that one can find a feasible solution of a rational<br />

system of linear inequalities<br />

{x : Ax ≤ b}<br />

in polynomial time by a refined version of the ellipsoid algorithm. Since this is polynomially<br />

equivalent to the solution of the linear optimization problem<br />

sup{cx : Ax ≤ b}<br />

with rational c, there is a polynomial time algorithm for rational linear optimization<br />

problems. See Schrijver [915].<br />

20.4 Lattice Polyhedra <strong>and</strong> Totally Dual Integral Systems<br />

Lattice polyhedra <strong>and</strong> polytopes play an important role in several branches of mathematics,<br />

including convex geometry <strong>and</strong> the geometry of numbers <strong>and</strong> in applied<br />

fields such as crystallography. See Sects. 8.4, 19 <strong>and</strong> 32.1. Here we study lattice<br />

polyhedra <strong>and</strong> polytopes in the context of integer linear optimization. Basic results on<br />

lattice polyhedra in optimization are due to Gordan <strong>and</strong> many living mathematicians,<br />

including Gomory, Lenstra, Chvátal, Grötschel, Lovász <strong>and</strong> Schrijver, Papadimitriou<br />

<strong>and</strong> Edmonds <strong>and</strong> Giles.<br />

Integer linear optimization problems, for example the problem to determine<br />

sup{cx : Ax ≤ b, x ∈ Z d },<br />

behave much worse than corresponding linear optimization problems, but in the special<br />

case, where the inequality system<br />

Ax ≤ b<br />

is a so-called totally dual integral system, they behave quite well. The study of such<br />

systems was initiated by Edmonds <strong>and</strong> Giles.<br />

In this section we first prove some simple yet important results on lattice<br />

polyhedra <strong>and</strong> then introduce the notion of totally dual integral systems of linear<br />

inequalities.<br />

For more information, see Schrijver [915] <strong>and</strong> the references cited there.

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