DUALITY

MODULE OVERVIEW

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. 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 solution of the dual problem is readily obtained from the original problem solution if
the simplex method is used.

The formulation of the dual problem also sometimes referred as the concept of duality is
helpful for the understanding of the linear programming. The variable of the dual problem is known as the
dual variables or shadow price of the various resources. 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. Finally, in the competitive
strategy problem solution of both the original and dual problem is necessary to understand the
complete problem.

MODULE LEARNING OBJECTIVES

At the end of the module, the pre-service teacher (PST) should be able to:
1. Discuss the concept and formulation of dual problem;
2. Apply and Understand the significance and economic interpretation of duality
3. Understand the relationship between a linear program and its dual, including strong
duality and complementary slackness.

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 TEST YOUR KNOWLEDGE (Pre-Test)
MULTIPLE CHOICE: Read each question carefully and choose the letter of the best
answer. Write your answer on a separate sheet of paper.
1. Dual of a Duel is
a) Dual
b) Primal
c) Prima dual
d) Duo Primal
2. Primal of a Primal is
a) Primal
b) Dual
c) Prima primal
d) Duo Primal
3. If Dual has a solution, then the primal will
a) Have a solution
b) Have only basic feasible solution
c) Not have a solution
d) None of the above
4. If Primal Problem is a maximization problem, then the dual will be
a) Maximization Problem
b) Minimization Problem
c) Mixed Problem
d) None of the above
5. If the primal has an unbounded solution, then the dual has
a) Optimal solution
b) No solution
c) Bound solution
d) None of the above
6. Requirement vector of the primal is the price vector of the:

a) Primal

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 b) Dual

c) Both a and b
d) None of the above
7. If any variable of the primal is unrestricted in sign, the corresponding constraint in the dual will
be:
a) Unrestricted in sign
b) An inequality
c) A strict equality
d) None of the above
8. It classifies that the dual problem solution can be obtained in primal-dual solutions by solving
other problems.
a) Double problem
b) Original problem
c) Restricted problem
d) Mixed problem
9. If minimum objectives value corresponding to a feasible point is 24, then the possible objective
value of it’s dual is
a. 24
b. 26
c. 25
d. 23
10. The cost coefficient of slack variable is
a) Zero
b) One
c) > than one
d) < than one
11. The cost coefficient of artificial surplus variable is
a) Zero
b) One
c) > than one
d) < than one
12. The number at the intersection of key row and key column is known as

a. column number
b. Row number
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 c. Key number
d. Cross number
13. The primal problem has an unbound solution, then the dual has
a) A solution
b) No solution
c) Feasible solution
d) An unbound solution
14. This means that the dual problem, which involves the maximization of g with sign constraints
on the variables, is a _________ optimization problem.
a) Convex
b) Nonconvex
c) Direct
d) Continuous
15. In graphical solution of solving Linear Programming problem to convert inequalities into
equations, we
a) Use Slack variables
b) Use Surplus variables
c) Use Artificial surplus variables,
d) Simply assume them to be equations
16. What is the converse of the sentence “If in the primal, the objective function is to be
maximized, then in the dual it is to be minimized”?
a) If in the primal the objective function is to be minimized, then in the Dual it is to be
maximized.
b) If in the primal the objective function is to be minimized, then in the Dual it is to be minimized.
c) If in the dual the objective function is to be maximized, then in the primal it is to be minimized.
d) If in the dual the objective function is to be minimized, then in the primal it is to be
maximized.
17. In the primal problem, the _________ is a linear combination of n variables.
a) Variable
b) Non-negativity
c) Constraints
d) Objective function

18. The original problem in relation to its dual is termed the _______.
a) Dual
b) Duel

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 c) Primal
d) Duo Primal
19. The goal for the primal problem when using the simplex method is to achieve optimality.
a) True
b) False
c) Sometimes True
d) Neither True or False
20. An LP has an optimal solution if and only if its dual has an optimal solution, and in this
case their optimal values are equal.
a) Simplex Method
b) Dual Theorem
c) Definition of Primal
d) Fundamental Theorem

Part 1: Pre-Activity
Answer the questions briefly. Write your answer on the space provided.
1.Why do we need to construct a dual of LPP?

_______________________________________________________________________________
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2.Summarize the steps in converting LPP Minimization Problem to its dual?
_______________________________________________________________________________
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_______________________________________________________________________________
3. Summarize the steps in converting LPP Maximization Problem to its dual?
_______________________________________________________________________________
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_______________________________________________________________________________
_______________________________________________________________________________

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 LESSON I: DEFINITION OF DUALITY
The Duality in Linear Programming states that every linear programming problem has
another linear programming problem related to it and thus can be derived from it. The original
linear programming problem is called “Primal,” while the derived linear problem is called
“Dual.”
Before solving for the duality, the original linear programming problem is to be formulated
in its standard form. Standard form means, all the variables in the problem should
be non-negative and “≥”, ”≤” sign is used in the minimization case and the maximization case
respectively.

Examples in Duality

Primal Dual Problem

Maximize Z = 23x + 32y s.t. Minimize Z = 2500a + 2000b + 5000c s.t.
10x + 6y ≤ 2500 10a + 5b + 1c ≥ 23
5x + 10y ≤ 2000 6a + 10b + 2c ≥ 32
1x + 2y ≤ 500 All a, b, c, are ≥ 0

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 Both x and y are ≥ 0

Observation and connections between MaxP and it’s dual MinP

LESSON II: DUALITY IN LINEAR PROGRAMMING PROBLEMS

Most important finding in the development of Linear Programming Problems is the existence of
duality in linear programming problems. Linear programming problems exist in pairs. That is in
linear programming problem, every maximization problem is associated with a minimization
problem. Conversely, associated with every minimization problem is a maximization problem. Once
we have a problem with its objective function as maximization, we can write by using duality
relationship of linear programming problems, its minimization version. The original linear
programming problem is known as primal problem, and the derived problem is known as dual
problem. The concept of the dual problem is important for several reasons. Most important are (i)
the variables of dual problem can convey important information to managers in terms of formulating
their future plans and (ii) in some cases the dual problem can be instrumental in arriving at the
optimal solution to the original problem in many fewer iterations, which reduces the labour of
computation.

Q1 1. The physician informs a patient who has visited him that the patient’s health is weakened
due to a lack of two vitamins, namely vitamin X and vitamin Y. He recommends that he consume at
least 40 units of vitamin X and 50 units of vitamin Y per day. He also suggests that these vitamins
be taken in tonics A and B. Tonic A is made up of two units of vitamin X and three units of vitamin Y.
Tonic B contains 4 units of vitamin X and 2 units of vitamin Y per unit. Tonics A and B can be
purchased at the medical shop for Rs. 3 per unit of A and Rs. 2,50 per unit of B. The patient must
meet his or her vitamin A and B requirements at the lowest possible cost. The primary problem is
the patient’s problem. His issue is lowering the cost. The tonics can be purchased at The medical
shop. The medical shopkeeper wishes to maximize sales of vitamins A and B, and thus wishes to
maximize his profits by setting competitive prices for vitamins. The problem of the medical shop
employee is a dual problem. Note that the primal problem is minimization problem and the dual
problem is the maximization problem. Provide your solution.
Primal problem: Dual Problem:
Minimize Z = 3x + 2.5y. s.t. Maximize Z = 40a + 50b s.t.
2x + 4y≥ 40 2a + 3b ≤ 3
3x + 2y ≥ 50 4a + 2b ≤ 2.50
Both x and y are ≥ 0. Both a and b are ≥ 0.
Solution to Primal: (Minimization problem i.e., patient’s problem)

Problems Cost Cj 3 2.50 0 0 M M

variable R.s a b p q A1 A2
Requirement
b 2.50 5/2 0 1 -3/8 1/4 3/8 -1/4

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 a 3 15 1 0 1/4 -1/2 -1/4 1/2
Not 0 0 3/16 7/8 M -3/16 M -7/8
evaluations
Answer: a = 15 units, b = 2.5 units and total minimum cost is Rs. 51.25

Solution to Dual: (Maximization problem i.e medical shop man’s problem)

Problem Profit Cj capacity 40 50 0 0

variable Rs. x y S1 S2
units
y 50 7/8 0 1 1/2 -1/4
x 40 3/16 1 0 -1/4 3/8
Not 0 0 -15 -5/8
evaluations
Answer: x = 3/16, y = 7/8, and maximum profit is Rs. 51.25

Note:

 If in the primal, the objective function is to be maximized, then in the dual it is to be minimized.
Conversely, if in the primal the objective function is to be minimized, then in the dual it is to be
maximized.

 The objective function coefficients of the prima appear as right-hand side numbers in the dual
and vice versa.
 The right hand side elements of the primal appear as objective function coefficients in the dual
and vice versa.
 The input – output coefficient matrix of the dual is the transpose of the input – output coefficient
matrix of the primal and vice versa.
 If the inequalities in the primal are of the “less than or equal to” type then in the dual they are of
the “greater than or equal to” type. Conversely, if the inequalities in the primal are of the “greater
than or equal to” type; then in the dual they are of the “less than or equal to” type.
 The necessary and sufficient condition for any linear programming problem and its dual to have
optimum solution is that both have feasible solution. Moreover if one of them has a finite
optimum solution, the other also has a finite optimum solution. The solution of the other (dual or
primal) can be read from the net evaluation row(elements under slack/surplus variable column in
net evaluation row). Then the values of dual variables are called shadow prices.
 If the primal (either) problem has an unbound solution, then the dual has no solution.
 If the i th dual constraints are multiplied by –1, then i th primal variable computed from net
evaluation row of the dual problem must be multiplied by –1.
 Ifthe dual has no feasible solution, then the primal also admits no feasible solution.
 If k th constraint of the primal is equality, then the k th dual variable is unrestricted in sign.
 If p th variable of the primal is unrestricted in sign, then the p th constraint of the dual is a strict
equality.

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 LESSON III: THE DUALITY THEOREM

The relationship between the solutions of primal and dual linear-programming problems is the
subject of this theorem. If either the primal or the dual problem has a finite optimal solution, then the
other problem has a finite optimal solution, and the optimal values of their objective functions are
equal. The objective value of any feasible solution to the minimization problem is greater than or
equal to the objective value of any feasible solution to the dual maximization problem for any pair of
primal and dual linear programs. This means that if one of the problems is feasible and unbounded,
the other is impossible. Examples exist for which the primal and its dual are both infeasible. Another
form of the theorem states: If both problems have feasible solutions, then both have finite optimal
solutions, with the optimal values of their objective functions equal.

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Example:

Summary of cases

Four categories for solutions of (max) and (D-min)

1. Both have feasible solutions, and Zmax = Vmin

2. z is unbounded above, and (D-min) has no feasible solutions;

3. v is unbounded below, and (max) has no feasible solutions;

4. Both have no feasible solutions.

Note:
Putting it in standard form, adding slack variables, it is then in canonical form.

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The last line gives: max = 112 at (10,9,0,0), with an optimal solution point (2,0,3) for the dual problem.

By Duality Theorem, we ca already conclude that:

(2,0,3) is a feasible solution, v = 112 is the value at (2,0,3), and v = 112 is the minimum.

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 We can see that 1 is easier to solve than 2.
One can also solve 1 to get the answer for 2.
Example: Let

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