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On the Extreme Rays of the Metric Cone

Published online by Cambridge University Press:  20 November 2018

David Avis*
Affiliation:
McGill University, Montreal, Quebec
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A classical result in the theory of convex polyhedra is that every bounded polyhedral convex set can be expressed either as the intersection of half-spaces or as a convex combination of extreme points. It is becoming increasingly apparent that a full understanding of a class of convex polyhedra requires the knowledge of both of these characterizations. Perhaps the earliest and neatest example of this is the class of doubly stochastic matrices. This polyhedron can be defined by the system of equations

Birkhoff [2] and Von Neuman have shown that the extreme points of this bounded polyhedron are just the n × n permutation matrices. The importance of this result for mathematical programming is that it tells us that the maximum of any linear form over P will occur for a permutation matrix X.

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1980

References

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