Duality of Linear Programming

RenĂ© Thiemann đŸ“§

February 3, 2022


We formalize the weak and strong duality theorems of linear programming. For the strong duality theorem we provide three sufficient preconditions: both the primal problem and the dual problem are satisfiable, the primal problem is satisfiable and bounded, or the dual problem is satisfiable and bounded. The proofs are based on an existing formalization of Farkas' Lemma.


BSD License


Session LP_Duality