It has been shown that any Linear Program (LP) can be solved in a polynomial number of steps. An example of such algorithm is the ellipsoid method.
To solve a problem which has $k$ variables and can be encoded in $L$ input bits, this algorithm uses $O(k^4L)$ pseudo-arithmetic operations on numbers with $O(L)$ digits.
I have a problem that can be formulated as a LP, but yet has been proven to be NP-hard. The proof is rather hard and complicated for my understanding, so I just want to argue why it is, at least, not in P.
Consider the following excerpts from here.
I can see why the ellipsoid algorithm (or any LP solving algorithm) would take exponential amount of steps because the number of variables $k$ is exponential in $n$ ($k = m^n$).
Now the number of variables is not exponential anymore ($k = nm^2$) and I can not argue why solving the Dual LP would take an exponential number of steps. The only thing I could come up with is that $L$ (number of input bits) could be exponential in size because of the exponential number of constraints ($m^n$). But that is just a wild guess.
Additionally, if the statement about $L$ is true, than it is exponential in the primal LP as well, meaning that both $k$ and $L$ in $O(k^4L)$ are exponential. Does that mean that solving the dual LP is more efficient than solving the primal one, in which only $L$ is exponential but not $k$?
NB: The context is finding optimal correlated equilibria in succinct games.