Solution (source code)

= Solution

Multiplying $Ax\le b$ by $y\ge0$ gives the upper bound $c^Tx\le y^TAx\le y^Tb$ whenever $A^Ty\ge c$. Minimising the bound yields the dual
$$
\boxed{\text{minimise }b^Ty\quad\text{subject to }A^Ty\ge c, y\ge0.}
$$