Module 2 1

Topic 2:

Relationship between extreme points and corresponding BFS:

We now relate the extreme point of the feasible set with BFS of the system of constraint
describing the feasible set.
Theorem 2.1: Every extreme point of a set of feasible solution of the LPP

(P ) max z = cT x
subject to Ax = b, x ≥ 0

is a BFS and vice-versa.

Proof : Let x be a BFS of LPP, i.e, x = [xB , 0] ,where 0 is a null vector of n − m component
and xB is the vector of m basic variable in BFS then xB = B −1 b. Now to the contrary let x
be not an extreme point of the feasible set S of (P). Then there exist x1 , x2 ∈ S, x1 6= x2 and
λ ∈ (0, 1) such that

x = (1 − λ)x1 + λx2
" # " # " #
xB u1 u2
= (1 − λ) + λ ,
0 v1 v2
where u1 and u2 respectively are the vector values in x1 and x2 corresponding to the basic
variable x and v1 , v2 are vectors of those values variables which are zero in x. We have,

λB = (1 − λ)u1 + λu2
0 = (1 − λ)v1 + λv2

The second
" equality
# yield" v1 =#0, v2 = 0 , since v1 , v2 ≥ 0 and λ ∈ (0, 1). Thus
u1 u2
x1 = , x2 =
0 0
Now x1 , x2 ∈ S, so,
Bu1 = b = Bu2

implying

B −1 (Bu1 ) = B −1 (Bu2 )
i.e u1 = u2 .

But this contradicts the fact that x1 6= x2 . So x is an extreme point of S. We next prove that
if x ∈ S is an extreme point of the feasible set S of (P) then x is a BFS.
Suppose first k variable in x are non-zero, k ≤ m. That is,
k
X
x = (x1 , x2 , . . . xk , 0, . . . , 0)T ∈ S , and ai xi = b.
i=1

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We will prove that the set {a1 , . . . , ak } in <m is a linearly independent set. Let us suppose
that this set is linearly dependent. Then there exist scalars λ1 , . . . , λk such that

k
X
λ i ai = 0 (1)
i=1

with at least one λni 6= 0. o

Define µ = min |λxii | , λi 6= 0 . Then µ > 0 . Next choose ε, 0 < ε < µ. Then
xi + ελi > 0 ∀ i = 1, 2, 3, . . . , k
xi − ελi > 0 ∀ i = 1, 2, 3, . . . , k
To explain it , if λi > 0 then obviously xi + ελi > 0 and as ε < µ ≤ λxii . So, xi − ελi > 0 .
xi
Similarly if λi < 0, then xi − ελi > 0 and as ε < µ ≤ −λ i
, so xi + ελi > 0.

Define a vector λ whose first k-component are λ1 , . . . , λk , and rest n − m components are
zero.Take
x̂ = x + ελ ∈ <n
x̃ = x − ελ ∈ <n .

Then x̂ ≥ 0. Also as Aλ = 0 in view of (1), so, Ax̂ = Ax̃ = Ax = b, giving x̂, x̃ ∈ S.

Moreover, ε > 0 and at least one λi 6= 0 so x̂ 6= x̃ , with x = 21 (x̂ + x̃). But this contradicts that
x is an extreme point of S. Hence the set {a1 , a2 , ....ak } is linearly independent set. If k = m,
then by taking a bases matrix as
B = [a1 , a2 , . . . ak ]

We have x is a BFS of LPP. If k < m, then since rank(A) = m so the set {a1 , a2 , . . . ak } can
be extended by adding k − m columns from A to form basis of <m . Hence x is a BFS of LPP.
Only thing to realize is that in this case x is a degenerate BFS.

Example 2.5: Consider the following LPP.

max x1 + x2
subject to x1 − x2 ≥ 0
x1 + x2 ≤ 4
x1 , x2 ≥ 0

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The feasible set and the three extreme points are shown in the Fig 1.1.

<
x2

C(2,2)

x1
>
A(0,0) B(4,0)

Fig 1.1

For A (0,0) the BFS is (0,0,0,4) while for B (4,0) and C (2,2), the BFS are (4,0,4,0) and (2,2,0,0)
respectively. Note that while talking of BFS, the constraints of LPP are converted to equations
by introducing additional variables as

x1 − x2 − x3 = 0
x1 + x2 + x4 = 4 (2)
x1 , x2 , x3 , x4 ≥ 0

This example also shows that for an extreme point A(0,0) there are three bases namely B1 =
{x3 , x4 }, B2 = {x1 , x4 } and B3 = {x2 , x4 }. This is because the BFS (0,0,0,4) is a degenerate
BFS. Also, if we take variables x1 = 0, x4 = 0 then the system becomes

−x2 − x3 = 0
x2 = 4

which does not yield a BFS as x3 = −4 < 0. So, among the five possible BFS of system (2), the
other two yield extreme points B and C.

Remark 2.1: If the LPP has a degenerate BFS then more than one basis correspond to the
same extreme point of the feasible set LPP. This fact is important and should be kept in mind
as later on we would be using it.

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Example 2.6: Consider the following LPP

min z = x1 + x2
subject to x1 + 2x2 ≤ 0
x1 + x2 ≥ 0
x2 ≤ 0
x1 , x2 ≥ 0

The feasible set is shown in the figure.

x2

E:(0,4) D:(2,4)

A:(0,1) x1
0 B:(1,0) C:(10,0)

Fig 1.2

It has five extreme points A, B, C, D, E. Now to see their correspondence with BFS, we convert
the system of inequalities representing the constraints to equation by introducing additional
variables in them. Consider

x1 + 2x2 + x3 = 10
x1 + x2 − x4 = 1
x2 + x5 = 4
x1 , x2 , x3 , x4 , x5 ≥ 0

For A(0,1), the BFS is (0,1,8,0,3)

For B(1,0), the BFS is (1,0,9,0,4)
For C(10,0), the BFS is (10,0,0,9,4)
For D(2,4), the BFS is (2,4,0,5,0)
For E(0,4), the BFS is (0,4,2,3,0).

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