Necessary and Sufficient Conditions for Farkas' Lemma for Cone Systems and Second-Order Cone Programming Duality

We present conditions, which completely characterize Farkas' lemma for cone-convex systems, and obtain strong duality characterizations for convex optimization problems. In particular, we establish a necessary and sufficient closed cone condition for the Farkas lemma. As an application, we obtain necessary and sufficient conditions for the strong duality of convex second-order cone programming problems.