A Course in Convexity Alexander Barvinok Graduate Studies in Mathematics Volume 54 American Mathematical Society Providence, Rhode IslandEditorial Board Walter Craig Nikolai Ivanov Steven G. Krantz David Saltman (Chair) 2000 Mathematics Subject Classification. Primary 52-01, 52-02, 52B45, 52C07, 46420, 46N10, 90C05, 90C08, 90C22, 49N15. Library of Congress Cataloging-in-Publication Data Barvinok, Alexander, 1963- ‘A course in convexity / Alexander Barvinok. p. cm, — (Graduate studies in mathematics, ISSN 1065-7339 ; v. 54) Includes bibliographical references and index. ISBN 0-8218-2968-8 (alk. paper) 1. Convex geometry. 2. Functional analysis. 3. Programming (Mathematics) 1. Title. IL Series. QA639.5.B37 2002 2002028208 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. Requests for such permission should be addressed to the Acquisitions Department, American Mathematical Society, 201 Charles Street, Providence, Rhode Island 02904-2294, USA. Requests can also be made by e-mail to reprint-permission@ans. org. © 2002 by the American Mathematical Society. All rights reserved. ‘The American Mathematical Society retains all rights except those granted to the United States Government. Printed in the United States of America. ‘The paper used in this book is acid-free and falls within the guidelines 8 established to ensure permanence and durability. Visit the AMS home page at http: //www.ans.org/ 10987654321 0706050403 02Contents Preface Chapter I. Convex Sets at Large 1. eR eD Cones 10. Convex Sets. Main Definitions, Some Interesting Examples and Problems Properties of the Convex Hull. Carathéodory’s Theorem An Application: Positive Polynomials ‘Theorems of Radon and Helly Applications of Helly’s Theorem in Combinatorial Geome- try . An Application to Approximation . The Euler Characteristic Application: Convex Sets and Linear Transformations Polyhedra and Linear Transformations Remarks Chapter II. Faces and Extreme Points 1. 2. 3. i The Isolation Theorem Convex Sets in Euclidean Space Extreme Points. The Krein-Milman Theorem for Euclidean Space . Extreme Points of Polyhedra 12 17 21 24 28 33 37 39 41 41 47 51 53eaornan 11. 12. 13. 14. 15. 16. 17. Contents . The Birkhoff Polytope The Permutation Polytope and the Schur-Horn Theorem The Transportation Polyhedron . Convex Cones . The Moment Curve and the Moment Cone . An Application: “Double Precision” Formulas for Numeri- cal Integration ‘The Cone of Non-negative Polynomials The Cone of Positive Semidefinite Matrices Linear Equations in Positive Semidefinite Matrices Applications: Quadratic Convexity Theorems Applications: Problems of Graph Realizability Closed Convex Sets Remarks Chapter ITI. Convex Sets in Topological Vector Spaces 1. ean anepwn Separation Theorems in Buclidean Space and Beyond Topological Vector Spaces, Convex Sets and Hyperplanes Separation Theorems in Topological Vector Spaces . The Krein-Milman Theorem for Topological Vector Spaces . Polyhedra in L° . An Application: Problems of Linear Optimal Control . An Application: The Lyapunov Convexity Theorem ‘The “Simplex” of Probability Measures . Extreme Points of the Intersection. Applications . Remarks Chapter IV. Polarity, Duality and Linear Programming 1. . An Application: Recognizing Points in the Moment Cone SOrnNonunwn Polarity in Euclidean Space . Duality of Vector Spaces . Duality of Topological Vector Spaces . Ordering a Vector Space by a Cone . Linear Programming Problems Zero Duality Gap . Polyhedral Linear Programming 56 58 65 67 70 73. 78 83 89 94 99 103 105 105 109 117 121 123 126 130 133 136 141 143, 143, 150 154 157 160 162 166 172Contents . An Application: The Transportation Problem . Semidefinite Programming . An Application: The Clique and Chromatic Numbers of a Graph . Linear Programming in L® . Uniform Approximation as a Linear Programming Problem . The Mass-Transfer Problem . Remarks Chapter V. Convex Bodies and Ellipsoids SNAnRene . Ellipsoids ‘The Maximum Volume Ellipsoid of a Convex Body Norms and Their Approximations The Ellipsoid Method . The Gaussian Measure on Euclidean Space . Applications to Low Rank Approximations of Matrices The Measure and Metric on the Unit Sphere . Remarks Chapter VI. Faces of Polytopes 1 2, 3. 4. 5. 6. won 9. . Polytopes and Polarity . The Facial Structure of the Permutation Polytope . The Euler-Poincaré Formula Polytopes with Many Faces: Cyclic Polytopes . Simple Polytopes . The h-vector of a Simple Polytope. Dehn-Sommerville Equations . The Upper Bound Theorem . Centrally Symmetric Polytopes Remarks Chapter VIL. Lattices and Convex Bodies 1. 2. 3. Lattices The Determinant of a Lattice Minkowski’s Convex Body Theorem 176 178 182 185 191 196 202 203 203, 207 216 225 232 240 244 248 249 249 254 258 262 264 267 270 274 277 279 279 286 293vi Contents i Canaan tions . Sphere Packings . The Minkowski-Hlawka Theorem . The Dual Lattice . The Flatness Theorem . Constructing a Short Vector and a Reduced Basis 10. Remarks Chapter VIII. Lattice Points and Polyhedra 1. Generating Functions and Simple Rational Cones 2. Generating Functions and Rational Cones 3. Generating Functions and Rational Polyhedra 4. 5. 6. it Brion’s Theorem . The Ehrhart Polynomial of a Polytope . Example: Totally Unimodular Polytopes . Remarks Bibliography Index . Applications: Sums of Squares and Rational Approxima- 298 302 305 309 315 319 324 325 325 330 335 341 349 353 356 357 363