Duality theory in linear optimization and its extensions -- formally verified
Copyright policy )Duality theory in linear optimization and its extensions -- formally verified
Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over linearly ordered fields in Lean 4. Furthermore, we extend duality theory to the case when some coefficients are allowed to take "infinite values". Code: https://github.com/madvorak/duality/tree/v3.2.0
FOS: Computer and information sciences, Logic in Computer Science, Optimization and Control (math.OC), Optimization and Control, FOS: Mathematics, Logic in Computer Science (cs.LO)
FOS: Computer and information sciences, Logic in Computer Science, Optimization and Control (math.OC), Optimization and Control, FOS: Mathematics, Logic in Computer Science (cs.LO)
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