A very short algebraic proof of the Farkas Lemma

A very short algebraic proof of the Farkas Lemma

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Article ID: iaor2012363
Volume: 75
Issue: 1
Start Page Number: 101
End Page Number: 104
Publication Date: Feb 2012
Journal: Mathematical Methods of Operations Research
Authors:
Keywords: optimization
Abstract:

We present a very short algebraic proof of a generalisation of the Farkas Lemma: we set it in a vector space of finite or infinite dimension over a linearly ordered (possibly skew) field; the non‐positivity of a finite homogeneous system of linear inequalities implies the non‐positivity of a linear mapping whose image space is another linearly ordered vector space. In conclusion, we briefly discuss other algebraic proofs of the result, its special cases and related results.

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