Back

Extreme rays

Let \(C \subseteq \mathbb{R}^n\) be a polyhedral cone. A nonzero \(\mathbf{d} \in C\) is an extreme ray of \(C\) if there do not exist linearly independent \(\mathbf{u},\mathbf{v}\in C\) and positive scalars \(\lambda\) and \(\gamma\) such that \(\mathbf{d} = \lambda \mathbf{u} + \gamma \mathbf{v}\).

Note that if \(\mathbf{d}\) is an extreme ray, then \(\lambda \mathbf{d}\) is also an extreme ray for all \(\lambda > 0\). We say that two extreme rays are equivalent if one is a positive scalar multiple of the other. Hence, when enumerating extreme rays of a polyhedral cone, we often enumerate one representative from each equivalent class of extreme rays. One way to achieve this is to impose a normalization condition such as restricting to unit vectors with respect to some vector norm.

Proposition 10.2. Let \(C\subseteq \mathbb{R}^n\) be given by \(\{\mathbf{x} \in \mathbb{R}^n: \mathbf{A}\mathbf{x} \geq \mathbf{0}\}\) for some \(\mathbf{A} \in \mathbb{R}^{m \times n}\). Let \(\mathbf{d} \in C\) be nonzero. Let \(\mathbf{A}^= \mathbf{x} \geq \mathbf{0}\) denote the subsystem of \(\mathbf{A}\mathbf{x} \geq \mathbf{0}\) consisting of all the inequalities active at \(\mathbf{d}\). Then \(\mathbf{d}\) is an extreme ray of \(C\) if and only if \(\operatorname{rank}(\mathbf{A}^=) = n-1\).

Proof. Suppose that \(\mathbf{d} = \lambda \mathbf{u} + \gamma\mathbf{v}\) for some linearly independent \(\mathbf{u},\mathbf{v}\in C\) and scalars \(\lambda,\gamma \gt 0\). Then \[\mathbf{0} = \mathbf{A}^=\mathbf{d} = \lambda \mathbf{A}^=\mathbf{u} + \gamma\mathbf{A}^=\mathbf{v} \geq \mathbf{0}.\] Hence, equality holds throughout. Since \(\lambda, \gamma \gt 0\), we must have \(\mathbf{A}^=\mathbf{u} = \mathbf{A}^=\mathbf{v} = \mathbf{0}\). Hence, \(\mathbf{u}\) and \(\mathbf{v}\) are linearly independent vectors in the nullspace of \(\mathbf{A}^=\), implying that \(\operatorname{rank}(\mathbf{A}^=) \lt n-1\).

Suppose that \(\operatorname{rank}(\mathbf{A}^=) \lt n-1\). There exists a nonzero vector \(\mathbf{y}\) in the nullspace of \(\mathbf{A}^=\) such that \(\mathbf{d}\) and \(\mathbf{y}\) are linearly independent. For a sufficiently small \(\epsilon \gt 0\), \(\mathbf{d} \pm \epsilon\mathbf{y} \in C\). Note that \(\mathbf{d} - \epsilon\mathbf{y}\) and \(\mathbf{d} + \epsilon\mathbf{y}\) are linearly independent and \(\mathbf{d} = \left(\mathbf{d} - \epsilon\mathbf{y}\right) +\left(\mathbf{d} + \epsilon\mathbf{y}\right)\), implying that \(\mathbf{d}\) is not an extreme ray.

Example. Consider \(C = \left\{ \mathbf{x} \in \mathbb{R}^3 : \mathbf{A}\mathbf{x} \geq \mathbf{0} \right\}\) where \(\mathbf{A} = \begin{bmatrix} 3 & 0 & -1 \\ 1 & -2 & 1 \\ -1 & 2 & -1 \\ \end{bmatrix}\). Then \(\mathbf{d} = \begin{bmatrix} 1 \\ 2 \\ 3 \end{bmatrix}\) is an extreme ray since \(\mathbf{A}^= = \mathbf{A}\) and \(\operatorname{rank}(\mathbf{A}^=) = 2\).

Incidentally, we could have also taken the first and third rows of \(\mathbf{A}\) for \(\mathbf{A}^=\).

Corollary 10.3. The number of nonequivalent extreme rays of a polyhedral cone is finite.

Proof. Since there are only finitely many subsystems of a finite system of linear inequalities, it follows from Proposition 10.2 that there can only be a finite number of nonequivalent extreme rays.

We say that \(\mathbf{d}^1,\ldots,\mathbf{d}^k\) form a complete set of extreme rays of \(C\) if \(\mathbf{d}^i\) is an extreme ray of \(C\) for \(i = 1,\ldots,k\) and every extreme ray of \(C\) is equivalent to \(\mathbf{d}^i\) for some \(i \in \{1,\ldots,k\}\).

Worked examples

  1. Let \(C = \left \{ \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} \in \mathbb{R}^2: \begin{array}{r} x_1 + 2x_2 \geq 0 \\ -3x_1 + x_2 \geq 0 \end{array} \right \}\). Find all extreme rays of \(C\) of unit length.

  2. Let \(\mathbf{d}^1,\ldots,\mathbf{d}^k \in \mathbb{R}^n\) be such that \(C = \operatorname{cone}\left(\left\{ \mathbf{d}^1,\ldots,\mathbf{d}^k \right\}\right)\) is pointed. Prove that if for some \(\bar{i} \in \{1,\ldots,k\}\), \(\mathbf{d}^\bar{i}\) is not an extreme ray of \(C\), then \(C = \operatorname{cone}\left(\left\{ \mathbf{d}^i : i \in \{1,\ldots,k\}\setminus\{\bar{i}\} \right\}\right)\).