A short simple proof of closedness of convex cones and Farkas' lemma
arXiv:2208.11678 · doi:10.1080/00029890.2023.2261816
Abstract
Proving that a finitely generated convex cone is closed is often considered the most difficult part of geometric proofs of Farkas' lemma. We provide a short simple proof of this fact and (for completeness) derive Farkas' lemma from it using well-known arguments.
arXiv comment2 pages; v2: note largely rewritten, provided more context, improved presentation, added 5 references