Proof of `Attainment of a finite linear-programming optimum`
What this proof establishes
Assuming the claims on the left, the claim on the right holds — checked by the archive's pipeline. Proof code is not displayed here.
Description
Let be the finite supremum of the feasible objectives. Apply Farkas' lemma to the original system with the extra constraint . An infeasibility certificate has a nonnegative multiplier for this extra row. If , it contradicts original feasibility. If , divide the remaining multipliers by to obtain a dual feasible point with objective strictly below . Weak duality then contradicts the supremum property. Thus the threshold system is feasible and attains .