An elementary proof of optimality conditions for linear programming

  • Anders Forsgren
    • Categories Linear Programming Tags , Short URL: https://optimization-online.org/?p=10472

    We give an elementary proof of optimality conditions for linear programming. The proof is direct, built on a straightforward classical perturbation of the constraints, and does not require either the use of Farkas' lemma or the use of the simplex method.

    Citation

    Technical Report TRITA-MAT-2008-OS6, Department of Mathematics, Royal Institute of Technology (KTH), SE-100 44 Stockholm, Sweden, June 2008.

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