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Dual Linear Programming

The document discusses dual linear programming, including understanding the concept, formulating a dual linear programming problem, and solving dual linear programming problems. An example problem is provided to demonstrate formulating the dual of an original linear programming problem.

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Nadzeri Omar
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
13 views

Dual Linear Programming

The document discusses dual linear programming, including understanding the concept, formulating a dual linear programming problem, and solving dual linear programming problems. An example problem is provided to demonstrate formulating the dual of an original linear programming problem.

Uploaded by

Nadzeri Omar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Dual Linear

Programming
Learning Outcomes
UNDERSTAND THE CONCEPT OF DUAL LINEAR
PROGRAMMING

FORMULATE A DUAL LINEAR PROGRAMMING

SOLVE THE DUAL LINEAR PROGRAMMING


PROBLEM

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Hello!
Mohd Nadzeri Omaer
+6010 271 2511
[email protected]

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Introduction
▫ For every linear programming problem there is a
corresponding linear programming problem called
the dual.
▫ If the original problem is a maximization problem
then the dual problem is minimization problem and if
the original problem is a minimization problem then
the dual problem is maximization problem.

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▫ In either case the final table of the dual problem will
contain both the solution to the dual problem and
the solution to the original problem.
▫ The variable of the dual problem is known as the dual
variables or shadow price of the various resources.

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▫ The dual problem is easier to solve than the original
problem.
▫ The dual problem solution leads to the solution of
the original problem and thus efficient computational
techniques can be developed through the concept of
duality.

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▫ Finally, in the competitive strategy problem solution
of both the original and dual problem is necessary to
understand the complete problem.

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Dual Problem Formulation
▫ If the original problem is in the standard form then
the dual problem can be formulated using the
following rules:

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The number of constraints in the original
problem is equal to the number of dual
01 variables. The number of constraints in
the dual problem is equal to the number
of variables in the original problem.

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The original problem profit coefficients
02 appear on the right hand side of the dual
problem constraints

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If the original problem is a maximization
problem then the dual problem is a
03 minimization problem. Similarly, if the
original problem is a minimization
problem then the dual problem is a
maximization problem

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The original problem has less than or
equal to (≤) type of constraints while the
04 dual problem has greater than or equal to
(≥) type constraints.

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The coefficients of the constraints of the
original problem which appear from left
05 to right are placed from top to bottom in
the constraints of the dual problem and
vice versa.

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Example 1
Three machine shops A, B, C produces
three types of products X, Y, Z
respectively. Each product involves
operation of each of the machine shops.
The time required for each operation on
various products is given in the next table.

The available hours at the machine shops


A, B, C are 100, 77, and 80 only. The profit
per unit of products X, Y, and Z is $12, $3,
and $1 respectively.
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solution
The formulation of Linear Programming
(original problem) is as follows:

Maximize: 12𝑿𝟏 +3𝑿𝟐 + 𝑿𝟑

Subject to: 10𝑿𝟏 +2𝑿𝟐 + 𝑿𝟑 ≤ 100


7𝑿𝟏 +3𝑿𝟐 + 2𝑿𝟑 ≤ 77
2𝑿𝟏 +𝟒𝑿𝟐 + 𝑿𝟑 ≤ 80
𝑿𝟏 , 𝑿𝟐 ,𝑿𝟑 ≥ 0

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We introduce the slack variables s4, s5
and s6 then the equalities becomes as:

Maximize: 12𝑿𝟏 +3𝑿𝟐 + 𝑿𝟑

Subject to: 10𝑿𝟏 +2𝑿𝟐 + 𝑿𝟑 + s4 = 100


7𝑿𝟏 +3𝑿𝟐 + 2𝑿𝟑 + s5 = 77
2𝑿𝟏 +𝟒𝑿𝟐 + 𝑿𝟑 + s6 = 80
𝑿𝟏 , 𝑿𝟐 ,𝑿𝟑 ,s4,s5,6 ≥ 0

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Thanks!
Any questions?

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