Martin Dvorak ; Vladimir Kolmogorov - Duality theory in linear optimization and its extensions -- formally verified

afm:14253 - Annals of Formalized Mathematics, March 13, 2026, Volume 2 - https://doi.org/10.46298/afm.14253
Duality theory in linear optimization and its extensions -- formally verifiedArticle

Authors: Martin Dvorak ; Vladimir Kolmogorov 1

  • 1 Institute of Science and Technology Austria

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


Volume: Volume 2
Published on: March 13, 2026
Accepted on: September 23, 2025
Submitted on: September 13, 2024
Keywords: Optimization and Control, Logic in Computer Science

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