A Proof of the strong duality (4) In this section, we explain why the equalities (4) hold when the problem (r, c, B

The first and third equalities are straightforward. We restate a result extracted from the monograph by Luenberger [1969]. It relies on the dual functional φ, whose expression we recall below. Theorem 2 (stated as Theorem 1 in Section 8.6, page 224 in Luenberger, 1969) . " is required to apply the theorem.