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Gruber P. Convex and Discrete Geometry

Gruber P. Convex and Discrete Geometry

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20 Linear Optimization 351<br />

at each point of F, in particular at a relatively interior point x, say. Let a1,...,ak be<br />

the row vectors of A which are active on F. Then<br />

ai x = βi for i = 1,...,k.<br />

Since c is the exterior normal vector of a hyperplane which supports P at F, c ∈<br />

NP(x) = pos{a1,...,ak} by Proposition 20.1. By (ii), c = λ1a1 + ··· + λkak<br />

with suitable integers λi ≥ 0. Enlarge the integer row (λ1,...,λk) by appropriately<br />

inserting 0s to get an integer row y ≥ o with<br />

yA= λ1a1 +···+λkak = c,<br />

yb= λ1β1 +···+λkβk = (λ1a1 +···+λkak)x = cx.<br />

Thus the infimum in (4) is attained at the integer row y. As this is true for each c for<br />

which the infimum in (4) is finite, the system Ax ≤ b is totally dual integral. ⊓⊔

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