Probably not. Here is a conceptual argument based on **[Farkas Lemma](https://en.wikipedia.org/wiki/Farkas'_lemma)**: Exactly one of the following alternatives has a solution: > 1. $Ax \le b$ and $x \ge 0$ > 2. $y^TA\ge 0$ and $y^Tb < 0$ Now let $\delta$ be the optimal objective value of the primal. Let $\epsilon > 0$ be arbitrary. Let $A'$ to be $A$ with an additional $-c^T$ as the last row. Let $b'$ to be $b$ with an additional $-\delta - \epsilon$ as the last value. The system $A'x'\le b'$ has no solution. By Farkas, there is a $y' = (y,\alpha)$ such that: > $y^TA\ge \alpha c$ and $y^Tb < \alpha (\delta + \epsilon)$. Note that if $\epsilon = 0$ we are in the other alternative of Farkas. Therefore $\alpha > 0$. Scale $y'$ so that $\alpha = 1$. $y$ is dual feasible. The weak duality implies $\delta \le y^Tb < \delta + \epsilon$.