Farkas alternative and Duality Theorem.pdf

线性规划中，原问题与对偶问题的可行性分析 This set of notes proves one such theorem, called the Farkas alternative and shows that, in fact, it underpins all the duality theory of linear programming. It underlies, in fact, most of optimisaiton, itself being a particular case of the Separating Hyperplane Theorem.