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

Published: 09 December 2023
on channel: Algorithms Lab
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14

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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