Tropical polyhedra have been recently used to represent disjunctive
invariants in static analysis. To handle larger instances, tropical analogues
of classical linear programming results need to be developed. This motivation
leads us to study a general tropical linear programming problem.
We discuss the tropical analogues of several basic questions of convex
duality. In particular, the polar of a tropical polyhedral cone represents the
set of linear inequalities that its elements satisfy. We characterize the
extreme rays of the polar in terms of certain minimal set covers which may be
thought of as weighted generalizations of minimal transversals in hypergraphs.
We also give a tropical analogue of Farkas lemma, which allows one to check
whether a linear inequality is implied by a finite family of linear
inequalities.