Generalisation of Farkas' lemma beyond closedness: a constructive approach via Fenchel-Rockafellar duality

Camille Pouchol, Emmanuel Trélat, Christophe Zhang

Farkas' lemma is an ubiquitous tool in optimisation, as it provides necessary and sufficient conditions to have $b\in A(P)$, where $P$ is a closed convex cone, $A$ is a (continuou…