A short simple proof of closedness of convex cones and Farkas' lemma

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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.
Original languageEnglish
Number of pages2
Publication statusPublished - 23 Aug 2022

Bibliographical note

2 pages; v2: note largely rewritten, provided more context, improved presentation, added 5 references

Keywords

  • math.OC
  • math.RA
  • 15A39 (Primary), 90C05, 52A20 (Secondary)

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