Convex hull

In geometry, the convex hull or convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, or equivalently as the set of all convex combinations of points in the subset. For a bounded subset of the plane, the convex hull may be visualized as the shape enclosed by a rubber band stretched around the subset.

As well as for finite point sets, convex hulls have also been studied for simple polygons, Brownian motion, space curves, and epigraphs of functions. Convex hulls have wide applications in mathematics, statistics, combinatorial optimization, economics, geometric modeling, and ethology. Related structures include the orthogonal convex hull, convex layers, Delaunay triangulation and Voronoi diagram, and convex skull.

For objects in three dimensions, the first definition states that the convex hull is the smallest possible convex bounding volume of the objects. The definition using intersections of convex sets may be extended to non-Euclidean geometry, and the definition using convex combinations may be extended from Euclidean spaces to arbitrary real vector spaces or affine spaces; convex hulls may also be generalized in a more abstract way, to oriented matroids.[5]

In two dimensions, the convex hull is sometimes partitioned into two parts, the upper hull and the lower hull, stretching between the leftmost and rightmost points of the hull. More generally, for convex hulls in any dimension, one can partition the boundary of the hull into upward-facing points (points for which an upward ray is disjoint from the hull), downward-facing points, and extreme points. For three-dimensional hulls, the upward-facing and downward-facing parts of the boundary form topological disks.[7]

The closed convex hull of a set is the closure of the convex hull, and the open convex hull is the interior (or in some sources the relative interior) of the convex hull.[8]

Topologically, the convex hull of an open set is always itself open, and the convex hull of a compact set is always itself compact. However, there exist closed sets for which the convex hull is not closed.[11] For instance, the closed set

(the set of points that lie on or above the witch of Agnesi) has the open upper half-plane as its convex hull.[12]

The compactness of convex hulls of compact sets, in finite-dimensional Euclidean spaces, is generalized by the Krein–Smulian theorem, according to which the closed convex hull of a weakly compact subset of a Banach space (a subset that is compact under the weak topology) is weakly compact.[13]

An extreme point of a convex set is a point in the set that does not lie on any open line segment between any other two points of the same set. For a convex hull, every extreme point must be part of the given set, because otherwise it cannot be formed as a convex combination of given points. According to the Krein–Milman theorem, every compact convex set in a Euclidean space (or more generally in a locally convex topological vector space) is the convex hull of its extreme points.[14] However, this may not be true for convex sets that are not compact; for instance, the whole Euclidean plane and the open unit ball are both convex, but neither one has any extreme points. Choquet theory extends this theory from finite convex combinations of extreme points to infinite combinations (integrals) in more general spaces.[15]

The convex-hull operator has the characteristic properties of a closure operator:[16]

When applied to a finite set of points, this is the closure operator of an antimatroid, the shelling antimatroid of the point set. Every antimatroid can be represented in this way by convex hulls of points in a Euclidean space of high-enough dimension.[17]

The operations of constructing the convex hull and taking the Minkowski sum commute with each other, in the sense that the Minkowski sum of convex hulls of sets gives the same result as the convex hull of the Minkowski sum of the same sets. This provides a step towards the Shapley–Folkman theorem bounding the distance of a Minkowski sum from its convex hull.[18]

The projective dual operation to constructing the convex hull of a set of points is constructing the intersection of a family of closed halfspaces that all contain the origin (or any other designated point).[19]

The convex hull of a simple polygon encloses the given polygon and is partitioned by it into regions, one of which is the polygon itself. The other regions, bounded by a polygonal chain of the polygon and a single convex hull edge, are called pockets. Computing the same decomposition recursively for each pocket forms a hierarchical description of a given polygon called its convex differences tree.[23] Reflecting a pocket across its convex hull edge expands the given simple polygon into a polygon with the same perimeter and larger area, and the Erdős–Nagy theorem states that this expansion process eventually terminates.[24]

For the convex hull of a space curve or finite set of space curves in general position in three-dimensional space, the parts of the boundary away from the curves are developable and ruled surfaces.[26] Examples include the oloid, the convex hull of two circles in perpendicular planes, each passing through the other's center,[27] the sphericon, the convex hull of two semicircles in perpendicular planes with a common center, and D-forms, the convex shapes obtained from Alexandrov's uniqueness theorem for a surface formed by gluing together two planar convex sets of equal perimeter.[28]

In computational geometry, a number of algorithms are known for computing the convex hull for a finite set of points and for other geometric objects. Computing the convex hull means constructing an unambiguous, efficient representation of the required convex shape. Output representations that have been considered for convex hulls of point sets include a list of linear inequalities describing the facets of the hull, an undirected graph of facets and their adjacencies, or the full face lattice of the hull.[31] In two dimensions, it may suffice more simply to list the points that are vertices, in their cyclic order around the hull.[2]

Dynamic convex hull data structures can be used to keep track of the convex hull of a set of points undergoing insertions and deletions of points,[35] and kinetic convex hull structures can keep track of the convex hull for points moving continuously.[36] The construction of convex hulls also serves as a tool, a building block for a number of other computational-geometric algorithms such as the rotating calipers method for computing the width and diameter of a point set.[37]

Several other shapes can be defined from a set of points in a similar way to the convex hull, as the minimal superset with some property, the intersection of all shapes containing the points from a given family of shapes, or the union of all combinations of points for a certain type of combination. For instance:

The convex skull of a polygon is the largest convex polygon contained inside it. It can be found in polynomial time, but the exponent of the algorithm is high.[47]

Convex hulls have wide applications in many fields. Within mathematics, convex hulls are used to study polynomials, matrix eigenvalues, and unitary elements, and several theorems in discrete geometry involve convex hulls. They are used in robust statistics as the outermost contour of Tukey depth, are part of the bagplot visualization of two-dimensional data, and define risk sets of randomized decision rules. Convex hulls of indicator vectors of solutions to combinatorial problems are central to combinatorial optimization and polyhedral combinatorics. In economics, convex hulls can be used to apply methods of convexity in economics to non-convex markets. In geometric modeling, the convex hull property Bézier curves helps find their crossings, and convex hulls are part of the measurement of boat hulls. And in the study of animal behavior, convex hulls are used in a standard definition of the home range.

Partition of seven points into three subsets with intersecting convex hulls, guaranteed to exist for any seven points in the plane by Tverberg's theorem

Newton polygons of univariate polynomials and Newton polytopes of multivariate polynomials are convex hulls of points derived from the exponents of the terms in the polynomial, and can be used to analyze the asymptotic behavior of the polynomial and the valuations of its roots.[48] Convex hulls and polynomials also come together in the Gauss–Lucas theorem, according to which the roots of the derivative of a polynomial all lie within the convex hull of the roots of the polynomial.[49]

In spectral analysis, the numerical range of a normal matrix is the convex hull of its eigenvalues.[50] The Russo–Dye theorem describes the convex hulls of unitary elements in a C*-algebra.[51] In discrete geometry, both Radon's theorem and Tverberg's theorem concern the existence of partitions of point sets into subsets with intersecting convex hulls.[52]

The definitions of a convex set as containing line segments between its points, and of a convex hull as the intersection of all convex supersets, apply to hyperbolic spaces as well as to Euclidean spaces. However, in hyperbolic space, it is also possible to consider the convex hulls of sets of ideal points, points that do not belong to the hyperbolic space itself but lie on the boundary of a model of that space. The boundaries of convex hulls of ideal points of three-dimensional hyperbolic space are analogous to ruled surfaces in Euclidean space, and their metric properties play an important role in the geometrization conjecture in low-dimensional topology.[53] Hyperbolic convex hulls have also been used as part of the calculation of canonical triangulations of hyperbolic manifolds, and applied to determine the equivalence of knots.[54]

See also the section on Brownian motion for the application of convex hulls to this subject, and the section on space curves for their application to the theory of developable surfaces.

A bagplot. The outer shaded region is the convex hull, and the inner shaded region is the 50% Tukey depth contour.

In robust statistics, the convex hull provides one of the key components of a bagplot, a method for visualizing the spread of two-dimensional sample points. The contours of Tukey depth form a nested family of convex sets, with the convex hull outermost, and the bagplot also displays another polygon from this nested family, the contour of 50% depth.[55]

In statistical decision theory, the risk set of a randomized decision rule is the convex hull of the risk points of its underlying deterministic decision rules.[56]

In combinatorial optimization and polyhedral combinatorics, central objects of study are the convex hulls of indicator vectors of solutions to a combinatorial problem. If the facets of these polytopes can be found, describing the polytopes as intersections of halfspaces, then algorithms based on linear programming can be used to find optimal solutions.[57] In multi-objective optimization, a different type of convex hull is also used, the convex hull of the weight vectors of solutions. One can maximize any quasiconvex combination of weights by finding and checking each convex hull vertex, often more efficiently than checking all possible solutions.[58]

In the Arrow–Debreu model of general economic equilibrium, agents are assumed to have convex budget sets and convex preferences. These assumptions of convexity in economics can be used to prove the existence of an equilibrium. When actual economic data is non-convex, it can be made convex by taking convex hulls. The Shapley–Folkman theorem can be used to show that, for large markets, this approximation is accurate, and leads to a "quasi-equilibrium" for the original non-convex market.[59]

In geometric modeling, one of the key properties of a Bézier curve is that it lies within the convex hull of its control points. This so-called "convex hull property" can be used, for instance, in quickly detecting intersections of these curves.[60]

In the geometry of boat and ship design, chain girth is a measurement of the size of a sailing vessel, defined using the convex hull of a cross-section of the hull of the vessel. It differs from the skin girth, the perimeter of the cross-section itself, except for boats and ships that have a convex hull.[61]

The convex hull is commonly known as the minimum convex polygon in ethology, the study of animal behavior, where it is a classic, though perhaps simplistic, approach in estimating an animal's home range or species distribution based on points where the animal has been observed.[62][63] Outliers can make the minimum convex polygon excessively large, which has motivated relaxed approaches that contain only a subset of the observations, for instance by choosing one of the convex layers that is close to a target percentage of the samples,[64] or in the local convex hull method by combining convex hulls of neighborhoods of points.[65]

In quantum physics, the state space of any quantum system — the set of all ways the system can be prepared — is a convex hull whose extreme points are positive-semidefinite operators known as pure states and whose interior points are called mixed states.[66] The Schrödinger–HJW theorem proves that any mixed state can in fact be written as a convex combination of pure states in multiple ways.[67]

In a set of energies of several stoichiometries of a material, only those measurements laying on the lower convex hull will be stable. When removing a point from the hull and then calculating its distance to the hull, its distance to the new hull represents the degree of stability of the phase.[69][70]

The lower convex hull of points in the plane appears, in the form of a Newton polygon, in a letter from Isaac Newton to Henry Oldenburg in 1676.[71] The term "convex hull" itself appears as early as the work of Garrett Birkhoff (1935), and the corresponding term in German appears earlier, for instance in Hans Rademacher's review of Kőnig (1922). Other terms, such as "convex envelope", were also used in this time frame.[72] By 1938, according to Lloyd Dines, the term "convex hull" had become standard; Dines adds that he finds the term unfortunate, because the colloquial meaning of the word "hull" would suggest that it refers to the surface of a shape, whereas the convex hull includes the interior and not just the surface.[73]