In lecture we had this version of Farkas lemma:
Let $A\in \mathbb{R}^{m\times n}$, $b\in \mathbb{R}^n$. The system $Ax\leq b$ has no solution $\Leftrightarrow$ $\exists y\in \mathbb{R}^m_+$ so that
$$A^ty=0 \quad \text{and} \quad b^ty >0$$
I tried understanding that with an example and came up with $A= \begin{pmatrix} 1&-1 \\ -1&1\end{pmatrix}$, $b= \begin{pmatrix} -1\\-1\end{pmatrix}$. That system obviously has no solution for $x$ but it seems like I can't find a fitting $y$ so that both two conditions are true.
What am I missing? Or is the lecture version of Farkas lemma incorrect?
Best Answer
As is noted in the comments, it seems that the culprit is a typo. The correct version of Farkas' lemma is that $Ax \leq 0$ fails to have a solution iff there exists a $y \in \Bbb R_{+}^m$ such that $A^ty = 0$ and $b^ty \color{red} < 0$.