Friday, November 26, 2010

A (just born) cheat sheet

We all love Farkas' Lemma, but we keep forgetting the right version of it that we are needing. Also, we're too lazy to reduce our current system to a version that we do remember.

This is why I've made a modest cheat sheet with a few versions of Farkas' Lemma and a very useful table from Bertsimas' and Tsitsiklis' book for computing dual problems in LP. I know that some may say that you're supposed to know all these by using your intuition... but while we get there, we have the cheat sheet!