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    Proof of Dual

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    Could you please help me to prove this using Farkas Lemma?

    Well, I initially thought that I can use Farkas Lemma, but if it is impossible to use the lemma (though I do belive it will help), you might try other way.

    Thank you!

    (See attached file for full problem description)

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    Solution Preview

    Please see the attached file.

    Suppose that , are such that , and
    , are such that

    Prove that there exists such that

    Proof: Since , where , , ...

    Solution Summary

    This shows how to complete the proof of a Dual problem.