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Prove that the polyhedron $P =\{(x_1, \ldots , x_m, y) \in \mathbb R_{+}^{m+1}: y \leq 1,x_i \leq y \text{ for } i = 1, \ldots , m \} $ has integer vertices.

It seems obvious to me but don't know how to prove it. Any thoughts ?

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    What exactly would constitute a proof in your mind? – 2017-02-07
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    My first thought is that you should figure out where the vertices are. – 2017-02-07
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    . . . and is this actually a polyhedron? – 2017-02-07
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    @MichaelHardy: I was just wondering that myself. For $m = 1$, this seems just like the portion of the first quadrant above (and including) $y = x$. – 2017-02-07
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    Recall that the vertices of a polytope $P \subset \mathbb{R}^{m+1}$ can be characterized as follows: They are the points $p \in P$ such that for every $\vec{v}\ne 0$ at least one of $p+\vec{v}$ and $p-\vec{v}$ lies outside $P$. Using that it should be easy to show that set of vertices is just $\{0,1\}^m\times\{1\} \cup \{\vec{0}\}$. – 2017-02-08

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We would like to prove that the polyhedron

$$\mathcal P := \bigg\{ \begin{bmatrix} \mathrm x\\ y\end{bmatrix} \in \mathbb R^{n+1} : \begin{bmatrix} \mathrm x\\ y\end{bmatrix} \geq \begin{bmatrix} 0_n\\ 0\end{bmatrix}, \begin{bmatrix} \mathrm I_n & -1_n\\ 0_n^{\top} & 1\end{bmatrix} \begin{bmatrix} \mathrm x\\ y\end{bmatrix} \leq \begin{bmatrix} 0_n\\ 1\end{bmatrix} \bigg\}$$

is integral, i.e., it has integer vertices. Since the matrix is an upper triangular Frobenius matrix,

$$\begin{bmatrix} \mathrm I_n & -1_n\\ 0_n^{\top} & 1\end{bmatrix}^{-1} = \begin{bmatrix} \mathrm I_n & 1_n\\ 0_n^{\top} & 1\end{bmatrix}$$

which is also an integer matrix. Thus, the matrix is unimodular. Since it is also nonnegative,

$$\begin{bmatrix} \mathrm x\\ y\end{bmatrix} \leq \begin{bmatrix} \mathrm I_n & 1_n\\ 0_n^{\top} & 1\end{bmatrix} \begin{bmatrix} 0_n\\ 1\end{bmatrix} = \begin{bmatrix} 1_n\\ 1\end{bmatrix}$$

which allows us to conclude that $\mathcal P \subset [0,1]^{n+1}$, i.e., it is bounded. From Schrijver's book:

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Thus, $\mathcal P$ is integral if and only if the $(n+1) \times (n+1)$ matrix

$$\begin{bmatrix} \mathrm I_n & -1_n\\ 0_n^{\top} & 1\end{bmatrix}$$

is totally unimodular. It is easy to prove by exhaustion that the matrix is indeed totally unimodular when $n \in \{1,2\}$. If we can prove that the matrix is totally unimodular also for $n \geq 3$, we then prove that $\mathcal P$ is integral. Chapters 19-21 of Schrijver's book should help.