Linear Programming 30: Farkas lemma
Автор: Henry Adams
Загружено: 2020-10-17
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UPDATE: The vector I drew at 8:15 should be labeled -y instead of y! Note that -y and y both determine the same (normal) hyperplane, but I drew the vector y pointing towards the wrong side of that hyperplane.
Linear Programming 30: Farkas lemma
Abstract: We introduce the Farkas lemma, an important separation result in convex geometry, which we will later use to prove the strong duality of linear programming.
This video accompanies the class "Linear Programming and Network Flows" at Colorado State University
https://www.math.colostate.edu/~adams...
We are following the book "Understanding and Using Linear Programming" by Jirí Matoušek and Bernd Gärtner
https://link.springer.com/book/10.100...
Our course notes are available at
https://www.math.colostate.edu/~adams...
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