Farkas’ Lemma in the bilinear setting and evaluation functionals
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Real Academia de Ciencias Exactas, Físicas y Naturales
Abstract
We prove the following Farkas’ Lemma for simultaneously diagonalizable bilinear forms:
If A1, . . . , Ak, and B : Rn × Rn → R are bilinear forms, then one—and only one—of the
following holds:
(i) B = a1A1 +· · ·+ak Ak , with non-negative ai ’s,
(ii) there exists (x, y) for which A1(x, y) ≥ 0, . . . , Ak (x, y) ≥ 0 and B(x, y) < 0.
We study evaluation maps over the space of bilinear forms and consequently construct examples
in which Farkas’ Lemma fails in the bilinear setting.
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Keywords
Bilinear Forms, Evaluation maps, 46G25 · 47A07 · 15A69