A Course in Convexity

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Transcription:

A Course in Convexity Alexander Barvinok Graduate Studies in Mathematics Volume 54 American Mathematical Society Providence, Rhode Island

Preface vii Chapter I. Convex Sets at Large 1 1. Convex Sets. Main Definitions, Some Interesting Examples and Problems 1 2. Properties of the Convex Hull. Caratheodory's Theorem 7 3. An Application: Positive Polynomials 12 4. Theorems of Radon and Helly 17 5. Applications of Helly's Theorem in Combinatorial Geometry 21 6. An Application to Approximation 24 7. The Euler Characteristic 28 8. Application: Convex Sets and Linear Transformations 33 9. Polyhedra and Linear Transformations 37 10. Remarks 39 Chapter II. Faces and Extreme Points 41 1. The Isolation Theorem 41 2. Convex Sets in Euclidean Space 47 3. Extreme Points. The Krein-Milman Theorem for Euclidean Space 51 4. Extreme Points of Polyhedra 53 in

iv 5. The Birkhoff Polytope 56 6. The Permutation Polytope and the Schur-Horn Theorem 58 7. The Transportation Polyhedron 60 8. Convex Cones 65 9. The Moment Curve and the Moment Cone 67 10. An Application: "Double Precision" Formulas for Numerical Integration 70 11. The Cone of Non-negative Polynomials 73 12. The Cone of Positive Semidefinite Matrices 78 13. Linear Equations in Positive Semidefinite Matrices 83 14. Applications: Quadratic Convexity Theorems 89 15. Applications: Problems of Graph Realizability 94 16. Closed Convex Sets 99 17. Remarks 103 Chapter III. Convex Sets in Topological Vector Spaces 105 1. Separation Theorems in Euclidean Space and Beyond 105 2. Topological Vector Spaces, Convex Sets and Hyperplanes 109 3. Separation Theorems in Topological Vector Spaces 117 4. The Krein-Milman Theorem for Topological Vector Spaces 121 5. Polyhedra in L 123 6. An Application: Problems of Linear Optimal Control 126 7. An Application: The Lyapunov Convexity Theorem 130 8. The "Simplex" of Probability Measures 133 9. Extreme Points of the Intersection. Applications 136 10. Remarks 141 Chapter IV. Polarity, Duality and Linear Programming 143 1. Polarity in Euclidean Space 143 2. An Application: Recognizing Points in the Moment Cone 150 3. Duality of Vector Spaces 154 4. Duality of Topological Vector Spaces 157 5. Ordering a Vector Space by a Cone 160 6. Linear Programming Problems 162 7. Zero Duality Gap 166 8. Polyhedral Linear Programming 172

9. An Application: The Transportation Problem 176 10. Semidefinite Programming 178 11. An Application: The Clique and Chromatic Numbers of a Graph 182 12. Linear Programming in L 185 13. Uniform Approximation as a Linear Programming Problem 191 14. The Mass-Transfer Problem 196 15. Remarks 202 Chapter V. Convex Bodies and Ellipsoids 203 1. Ellipsoids 203 2. The Maximum Volume Ellipsoid of a Convex Body 207 3. Norms and Their Approximations 216 4. The Ellipsoid Method 225 5. The Gaussian Measure on Euclidean Space 232 6. Applications to Low Rank Approximations of Matrices 240 7. The Measure and Metric on the Unit Sphere 244 8. Remarks 248 Chapter VI. Faces of Polytopes 249 1. Polytopes and Polarity 249 2. The Facial Structure of the Permutation Polytope 254 3. The Euler-Poincare Formula 258 4. Polytopes with Many Faces: Cyclic Polytopes 262 5. Simple Polytopes 264 6. The /i-vector of a Simple Polytope. Dehn-Sommerville Equations 267 7. The Upper Bound Theorem 270 8. Centrally Symmetric Polytopes 274 9. Remarks 277 Chapter VII. Lattices and Convex Bodies 279 1. Lattices 279 2. The Determinant of a Lattice 286 3. Minkowski's Convex Body Theorem 293

vi 4. Applications: Sums of Squares and Rational Approximations 298 5. Sphere Packings 302 6. The Minkowski-Hlawka Theorem 305 7. The Dual Lattice 309 8. The Flatness Theorem 315 9. Constructing a Short Vector and a Reduced Basis 319 10. Remarks 324 Chapter VIII. Lattice Points and Polyhedra 325 1. Generating Functions and Simple Rational Cones 325 2. Generating Functions and Rational Cones 330 3. Generating Functions and Rational Polyhedra 335 4. Brion's Theorem 341 5. The Ehrhart Polynomial of a Polytope 349 6. Example: Totally Unimodular Polytopes 353 7. Remarks 356 Bibliography 357 Index 363