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Steps of Converting Primal To Dual

1) The steps convert a primal linear program to its dual by: ensuring all right hand sides are positive; replacing unrestricted variables with differences of non-negative variables; writing constraints in standard form with slacks and surpluses; specifying all primal variables are non-negative; writing the dual objective function to minimize if the primal maximizes and vice versa; writing dual constraints from primal variables; and specifying dual variables are unrestricted. 2) A table shows the correspondence between primal and dual problems - constraints change from less than or equal to greater than or equal, variables change from non-negative to unrestricted, and the objective changes from maximization to minimization or vice versa.

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0% found this document useful (0 votes)
96 views2 pages

Steps of Converting Primal To Dual

1) The steps convert a primal linear program to its dual by: ensuring all right hand sides are positive; replacing unrestricted variables with differences of non-negative variables; writing constraints in standard form with slacks and surpluses; specifying all primal variables are non-negative; writing the dual objective function to minimize if the primal maximizes and vice versa; writing dual constraints from primal variables; and specifying dual variables are unrestricted. 2) A table shows the correspondence between primal and dual problems - constraints change from less than or equal to greater than or equal, variables change from non-negative to unrestricted, and the objective changes from maximization to minimization or vice versa.

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STEPS OF CONVERTING PRIMAL TO DUAL

STEP-1::: Ensure that RHS of each constraint is positive.


If any constraint is negative then multiply it by minus (-) sign
e.g.:: 3X1 + 5X2 -9 >>>>>> -3X1 - 5X2 9
Step-2::: Replace any unrestricted variable by restricted variables
e.g. in above e.g. if X2 is given as unrestricted
then replace X2 by (X2+ - X2-) in each constraint and
in OBJECTIVE Function also. Here -3X1-5(X2+-X2-) 9
STEP-3::: Write primal constraints into standard form i.e. inequations ( or ) to equations
(=) form by adding slack variable for sign and by subtracting surplus variables for sign. If
a constraint is already in equation form (=) then leave it as it is.
e.g.:: in above eq. -3X1 5X2+ +5X2- - S1 = 9
or if constraint is 5X1 + 3X2 12 >>>>>>> 5X1 + 3X2 + S2 = 12
STEP-4::: Write all primal variables as 0 form
e.g here X1, X2+, X2- 0
Actual DUAL Conversion starts here
STEP-5::: Write Dual Objective Function
Max(primal) to Min(dual) or Min(primal) to Max(dual)
STEP-6::: Write Dual constraint for each primal variables including slack and surplus
variables.
Constraints in dual will be
if Max (primal) to Min(dual)
and
if Min (primal) to Max(dual).
+
Here as X2 was replaced by X2 and X2 , so write different constraint of X2+ and X2each.
Step-7::: Write Dual variables as unrestricted.
e.g. if for some slack variables a constraint comes like Y20
We write >>>>> Y1, Y2, Y3 unrestricted
Then write >>>> Y1, Y3 unrestricted and Y20

Or Write directly as >>>> Y1, Y3 unrestricted and Y20

You can verify whatever you have done by using this table:
MAXIMIZATION
CONSTRAINTS

MINIMIZATION
VARIABLES
0
0
unrestricted

Variables
0
0
Unrestricted

Constraints

NOTE:: This table can be seen in both ways i.e. Max(primal) to Min(dual) or Min(primal) to Max(dual)

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