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I need to prove that the convex hull of the finite set: $$S= \{x\in\{0,1\}^d|\left\Vert x \right\Vert_0\leq k\}$$ is the set: $$T=\{x\in\left[ 0,1\right]^d|\left\Vert x \right\Vert_1\leq k\}$$

Where $\left\Vert x \right\Vert_0$ is the L0 "norm" (not really a norm), meaning the number of non-zero elements of $x$, and $k$ is an integer.

I already know how to show that $conv S\subseteq T$, but have trouble with the opposite direction. I tried to describe a vector $x\in T$ as a convex combination of those of $S$ but it seemed a little complicated to me. I would appreciate your assistance.

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  • $\begingroup$ If $k<1$ then $S$ is just the origin whereas $T$ has an interior. $\endgroup$
    – copper.hat
    Apr 27 '20 at 8:03
  • $\begingroup$ $k$ is an integer, added to the question description, thanks. $\endgroup$ Apr 27 '20 at 8:05
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If $x \in \{0,1\}^d$ then $\|x\|_0 = \|x\|_1$. Hence $S \subset T$ and since $T$ is convex, $\operatorname{co} S \subset T$.

Suppose $x$ is an extreme point of $T$, then $x \in \{0,1\}^d$ (and $\|x\|_1 \le k$, of course). To see this, suppose $x_i \in (0,1)$ for some $i$.

If $\|x\|_1 = k$, then there is some $j \neq i$ such that $x_j \in (0,1)$ and hence $\|x+t (e_i-e_j)\|_1 = k$ for $t$ in some open interval containing zero and $x_i+t,x_j-t \in [0,1]$. Hence $x$ cannot be an extreme point.

If $\|x\|_1 < k$ then $x+t e_i \in T$ for $t$ in some open interval containing zero and hence $x$ cannot be extreme.

Hence if $x$ is extreme, then $x\in\{0,1\}^d$ and hence $\|x\|_0 = \|x\|_1 \le k$ and so $x \in S$.

Since $T$ is the convex hull of its extreme points, we see that $T \subset \operatorname{co} S$.

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