I have a question like this:
Show $$x^* = [1,1,1,1]$$ is optimal for the following problem: $$ min\ 6x_1 + .... - 10x_4$$ such that $$ Ax \preccurlyeq b$$
and I am given the matrix A which is 5x4 and vector b length 4 entries. Generally speaking what is the process behind "solving"/showing this? I know this is an inequality form LP, analogous to inequality form SDP per my text.
EDIT $$g(\lambda) = -b^TA$$ for $$ A^T\lambda + c = 0$$ -inf otherwise