Proof of `Optimal dual multipliers`
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
Apply Farkas' lemma to the proposed dual multipliers with the additional constraint . If this system is infeasible, its separating vector consists of a nonnegative vector and scalar satisfying and . For , the point improves the alleged optimum. For , the point improves it. Both are contradictions. The system is therefore feasible, and weak duality gives equality.