Circuits in extended formulations

Circuits and extended formulations are classical concepts in linear programming theory. The circuits of a polyhedron are the elementary difference vectors between feasible points and include all edge directions. We study the connection between the circuits of a polyhedron $P$ and those of an extended formulation of $P$, i.e., a description of a polyhedron $Q$ that linearly projects onto $P$. It is well known that the edge directions of $P$ are images of edge directions of $Q$. We show that this ‘inheritance’ under taking projections does not extend to the set of circuits, and that this non-inheritance is quite generic behavior. We provide counterexamples with a provably minimal number of facets, vertices, and extreme rays, including relevant polytopes from clustering, and show that the difference in the number of circuits that are inherited and those that are not can be exponentially large in the dimension. We further prove that counterexamples exist for any fixed linear projection map, unless the map is injective. Finally, we characterize those polyhedra $P$ whose circuits are inherited from all polyhedra $Q$ that linearly project onto $P$. Conversely, we prove that every polyhedron $Q$ satisfying mild assumptions can be projected in such a way that the image polyhedron $P$ has a circuit with no preimage among the circuits of $Q$. Our proofs build on standard constructions such as homogenization and disjunctive programming.