Fourier–Motzkin elimination


Fourier–Motzkin elimination, also known as the FME method, is a mathematical algorithm for eliminating variables from a system of linear inequalities. It can output real solutions.
The algorithm is named after Joseph Fourier and Theodore Motzkin who independently discovered the method in 1827 and in 1936, respectively.

Elimination

The elimination of a set of variables, say V, from a system of relations refers to the creation of another system of the same sort, but without the variables in V, such that both systems have the same solutions over the remaining variables.
If all variables are eliminated from a system of linear inequalities, then one obtains a system of constant inequalities. It is then trivial to decide whether the resulting system is true or false. It is true if and only if the original system has solutions. As a consequence, elimination of all variables can be used to detect whether a system of inequalities has solutions or not.
Consider a system of inequalities with variables to, with the variable to be eliminated. The linear inequalities in the system can be grouped into three classes depending on the sign of the coefficient for.
The original system is thus equivalent to
Elimination consists in producing a system equivalent to. Obviously, this formula is equivalent to
The inequality
is equivalent to inequalities, for and.
We have therefore transformed the original system into another system where is eliminated. Note that the output system has inequalities. In particular, if, then the number of output inequalities is.

Example

Consider the following system of inequalities:
2x − 5y + 4z ≤ 10
3x − 6y + 3z ≤ 9
−x + 5y − 2z ≤ −7
−3x + 2y + 6z ≤ 12
To eliminate x, we can write the inequalities in terms of x:
x ≤ /2
x ≤ /3
x ≥ 7 + 5y − 2z
x ≥ /3
We have two inequalities with "≤" and two with "≥"; the system has a solution iff the right-hand side of each "≤" inequality is at least the right-hand side of each "≥" inequality. We have 2*2 such combinations:
7 + 5y − 2z ≤ /2
7 + 5y − 2z ≤ /3
/3 ≤ /2
/3 ≤ /3
We now have a new system of inequalities, with one fewer variable.

Complexity

Running an elimination step over inequalities can result in at most inequalities in the output, thus running successive steps can result in at most, a double exponential complexity. This is due to the algorithm producing many unnecessary constraints. The number of necessary constraints grows as a single exponential. Unnecessary constraints may be detected using linear programming.

Imbert's acceleration theorems

Two "acceleration" theorems due to Imbert permit the elimination of redundant inequalities based solely on syntactic properties of the formula derivation tree, thus curtailing the need to solve linear programs or compute matrix ranks.
Define the history of an inequality as the set of indexes of inequalities from the initial system used to produce. Thus, for inequalities of the initial system. When adding a new inequality , the new history is constructed as.
Suppose that the variables have been officially eliminated. Each inequality partitions the set into :
A non-redundant inequality has the property that its history is minimal.
Theorem. If the history of an inequality is minimal, then.
An inequality that does not satisfy these bounds is necessarily redundant, and can be removed from the system without changing its solution set.
The second acceleration theorem detects minimal history sets:
Theorem. If the inequality is such that, then is minimal.
This theorem provides a quick detection criterion and is used in practice to avoid more costly checks, such as those based on matrix ranks. See the reference for implementation details.

Applications in information theory

achievability proofs result in conditions under which the existence of a well-performing coding scheme is guaranteed. These conditions are often described by linear system of inequalities. The variables of the system include both the transmission rates and additional auxiliary rates used for the design of the scheme. Commonly, one aims to describe the fundamental limits of communication in terms of the problem's parameters only. This gives rise to the need of eliminating the aforementioned auxiliary rates, which is executed via Fourier–Motzkin elimination. However, the elimination process results in a new system that possibly contains more inequalities than the original. Yet, often some of the inequalities in the reduced system are redundant. Redundancy may be implied by other inequalities or by inequalities in information theory. A recently developed open-source performs the elimination, while identifying and removing redundant inequalities. Consequently, the software's outputs a simplified system that involves the communication rates only.
Redundant constraint can be identified by solving a linear program as follows. Given a linear constraints system, if the -th inequality is satisfied for any solution of all other inequalities, then it is redundant. Similarly, STIs refers to inequalities that are implied by the non-negativity of information theoretic measures and basic identities they satisfy. For instance, the STI is a consequence of the identity and the non-negativity of conditional entropy, i.e.,. Shannon-type inequalities define a cone in, where is the number of random variables appearing in the involved information measures. Consequently, any STI can be proven via linear programming by checking if it is implied by the basic identities and non-negativity constraints. The described algorithm first performs Fourier–Motzkin elimination to remove the auxiliary rates. Then, it imposes the information theoretic non-negativity constraints on the reduced output system and removes redundant inequalities.