Linear Programming 26: Proof of weak duality

Abstract: We give a short proof for the weak duality of linear programming. It takes a bit more work to prove strong duality. This video accompanies the class "Linear Programming and Network Flows" at Colorado State University https://www.math.colostate.edu/~adams/teaching/math510fall2020/ We are following the book "Understanding and Using Linear Programming" by Jirí Matoušek and Bernd Gärtner https://link.springer.com/book/10.1007/978-3-540-30717-4 Our course notes are available at https://www.math.colostate.edu/~adams/teaching/math510fall2020/LinearProgrammingNotes.pdf