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Linear Programming (LP) Duality, part 2: Farkas Lemma

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Dec 9, 2023
18:02

Farkas Lemma is the key tool for proving the Strong Duality Theorem. In this video, I provide a geometric interpretation of Farkas Lemma and show how to use it to prove the Strong Duality Theorem. 00:00 Farkas Lemma 05:02 Variant of Farkas Lemma 10:16 Strong Duality Theorem, proof 13:53 proof, part 2

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Linear Programming (LP) Duality, part 2: Farkas Lemma | NatokHD