This is the Primal problem
subject to $f_i(x) \leq 0$, i = $1,2,\ldots,m$
$f(x)$ is a linear program
and my target is to prove that
subject to $\lambda \geq 0$
$g(λ) = \inf L(x, \lambda)$, which is the Lagrange dual function
is the dual program of the primal program.
I'm just confused how to do it, can anybody help me? thanks!