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Chapter 4: General Theorem of the Alternative and Linear Programming Duality

Chapter 4: General Theorem of the Alternative and Linear Programming Duality

pp. 45-59

Authors

, Carnegie Mellon University, Pennsylvania, , Georgia Institute of Technology
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Extract

In this chapter, we extract from the results of Chapter 3 the basic theory of finite systems of linear inequalities - Farkas’ Lemmas, General Theorem on the Alternative, certificates for feasibility/infeasibility of polyhedral sets, and linear programming Duality Theorem.

Keywords

  • Homogeneous/Inhomogeneous Farkas’ Lemma
  • General Theorem on the Alternative
  • feasibility/infeasibility certificates
  • dual of iinear programming problem
  • linear programming Duality Theorem

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