How to prove this? The existence of solutions to linear inequalities A system of real homogeneous l

daktielti

daktielti

Answered question

2022-07-03

How to prove this? The existence of solutions to linear inequalities
A system of real homogeneous linear inequalities λ i > 0, i = 1 , 2 , , m, has a solution if and only if there is no nontrivial linear dependence with nonnegative coefficients among the λ i . For example, λ i = a i j x j .

Answer & Explanation

Alexis Fields

Alexis Fields

Beginner2022-07-04Added 14 answers

Consider the convex hull C of { v i }. Then, C is compact. Thus, the real valued function v v on C attains its minimum on C. Say x := x min is the minimizer. Then, x > 0 (by hypothesis, 0 C).
Then, one verifies directly that v x > 0 for all v C: this is clear for v = x; now, if v x, by convexity of C, we have t v + ( 1 t ) x C for all t [ 0 , 1 ] whence t v + ( 1 t ) x x for all t [ 0 , 1 ]; it now follows that
t 2 v x 2 + 2 t v x , x 0  for all  t [ 0 , 1 ] .
This suggests that we look at the function
f ( t ) = t 2 v x 2 + 2 t v x , x , t R
for further analysis. The graph of f is a parabola open upwards and for t [ 0 , 1 ], f ( t ) 0. Now, setting derivative equal to 0, we obtain
where f attains the minimum. Clearly, t 0 0 (try sketching the graph of f reminding yourself that f ( t ) 0 for all t [ 0 , 1 ]. In particular,
v , x x , x > 0.
Thus, in particular, we have found an x R n such that v i x > 0.

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