References

Boyd, Stephen, and Lieven Vandenberghe. 2004. Convex Optimization. Cambridge University Press. https://doi.org/10.1017/CBO9780511804441.

Cornuéjols, Gérard, Javier Peña, and Reha Tütüncü. 2018. Optimization Methods in Finance. 2nd ed. Cambridge University Press. https://doi.org/10.1017/9781107297340.

user2020. n.d. “Question about KKT Conditions and Strong Duality.” Mathematics Stack Exchange. https://math.stackexchange.com/q/3616646.

Vanderbei, Robert J. 2014. Linear Programming: Foundations and Extensions. Springer New York, NY. https://doi.org/10.1007/978-1-4614-7630-6.

Z., M. n.d. “Proof of Strong Duality via Farkas Lemma.” Mathematics Stack Exchange. https://math.stackexchange.com/q/2474797.