Easy Way to Obtain Strong Duality Results in Linear, Linear Semidefinite and211 Linear Semi-Infinite Programming

摘要

In linear programming it is known that an appropriate nonhomogenious Farkas Lemma211u001eleads to a short proof of the strong duality results for a pair of primal and 211u001edual programs. By using a corresponding generalized Farkas lemma the authors give 211u001ea similar proof of the strong duality results for semidefinite programs under 211u001econstraint qualifications. The proof includes optimality programs. For 211u001ecompleteness, the proofs for linear programs and the proofs of all auxiliary 211u001elemmata for the semidefinite case are included.