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Theorems of Alternative and Optimization

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Optimization and Applications (OPTIMA 2020)

Abstract

A new elementary proof of Farkas’ theorem is proposed. The proof is based on the consideration of the always solvable problem of minimizing the residual of a system of linear equations/inequalities and the necessary and sufficient conditions for the minimum of this problem. Minimizing the residuals of an inconsistent system makes it easy to calculate the normal solution to a consistent system. The connection between Farkas’ theorem and linear and quadratic programming is shown. A new version of the theorem on alternatives is proposed.

This work was supported in part by the Russian Foundation for Basic Research, project no. 17-07-00510.

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Correspondence to Alexander Golikov .

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Evtushenko, Y., Golikov, A. (2020). Theorems of Alternative and Optimization. In: Olenev, N., Evtushenko, Y., Khachay, M., Malkova, V. (eds) Optimization and Applications. OPTIMA 2020. Lecture Notes in Computer Science(), vol 12422. Springer, Cham. https://doi.org/10.1007/978-3-030-62867-3_7

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