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Proof of `Weak duality`

groundedproofs/Lax109476Proofs/Basic.lean · lax-109476

What this proof establishes

no assumptions

Assuming the claims on the left, the claim on the right holds — checked by the archive's pipeline. Proof code is not displayed here.

Read the Lean proof on GitHub

Description

Multiply each dual inequality by the corresponding nonnegative primal coordinate, rearrange the finite double sum, and multiply each primal inequality by the corresponding nonnegative dual coordinate. No LP existence theorem is used.