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Proof of `Farkas' lemma`

groundedproofs/Lax109476Proofs/Farkas.lean · lax-109476

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.

Read the Lean proof on GitHub

Description

Add the inequalities −xj≤0-x_j\le0 to the rows of Ax≤bAx\le b and apply the unrestricted-variable alternative proved by induction with Fourier–Motzkin elimination. Split its nonnegative multipliers into original-row and nonnegativity-row components. The zero column equations give ATy≥0A^T y\ge0; the negative weighted bound is exactly bTy<0b^T y<0.

Attribution

The induction and multiplier lifting adapt Jyotirmoy Bhattacharya's MIT-licensed farkasleanfarkas_lean. The conversion to the submission's nonnegative primal convention is supplied here.