One form of Farkas lemma states that exactly one of the following holds:
Their mutual exclusion is immediate: if both held, .
For existence of the alternative certificate, let , the finitely generated cone of the columns of . It is convex. It is also closed, a fact that must be justified rather than assumed for arbitrary linear images of closed cones. In a representation with dependent active generators, choose a nonzero dependence with at least one . Subtract
from the nonnegative coefficient vector. The represented point is unchanged, all coefficients remain nonnegative, and at least one active coefficient disappears. Iteration produces a representation with independent active columns. For a convergent sequence in , pass to a subsequence using the same independent set, possible because there are finitely many sets. Its coefficients converge through a fixed left inverse, and their limits remain nonnegative. This proves closedness of finitely generated cones.
The indicator functional is therefore proper, lower semicontinuous and convex. Its Legendre-Fenchel transform is
Indeed a positive pairing with a cone generator can be scaled arbitrarily, while all nonpositive pairings give supremum zero. The Fenchel-Moreau theorem now gives
If , the left side is infinite, so some feasible has . Taking gives and . If , the first alternative holds. The biconjugation theorem applied to a closed finitely generated cone proves the alternative.
For inequalities with unrestricted , split and add nonnegative slack:
The equivalent Farkas certificate for linear inequalities is
Use the standard form with unrestricted :
The nonnegative multiplier
satisfies and . This is a Farkas certificate for linear inequalities, so the system is infeasible by Farkas lemma. In scalar form, adding twice the first inequality to the other two produces
which directly exhibits the contradiction.