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Duality Examples

The document discusses decision variables and duality in linear programming problems. It provides examples of converting problems between primal and dual forms by changing signs of variables, objective functions and constraints according to standard rules of duality. It also gives several examples of solving primal and dual linear programs.

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Ayan Ghosh
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26 views4 pages

Duality Examples

The document discusses decision variables and duality in linear programming problems. It provides examples of converting problems between primal and dual forms by changing signs of variables, objective functions and constraints according to standard rules of duality. It also gives several examples of solving primal and dual linear programs.

Uploaded by

Ayan Ghosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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Decision Variables: Some Specific Cases:

Decision variables must be non-negative. In some formulations it makes sense to have negative
values allowed for some decision variables or unrestricted in sign. (e.g., trade balance, distance
relative to an origin, etc.)
Now these variables must be replaced with positive variables.
 Negative Variables:
Replace xj with x/j where x/j = (-1) xj and so x/j >=0
 Unrestricted in sign
Replace xj with xj+- xj- where xj+ and xj- >=0

Duality:

Primal Problem Dual Problem

Subject to:

xi is primal variable and Z is primal Objective function. vi is dual variable and W is dual Objective
function.
Max Z = c1x1+c2x2+ ... +cnxn Min W = b1v1 + b2v2 + ... +bmvm
Subject to: Subject to:
a11x1+a12x2+ ... + a1nxn ≤ b1 a11v1 + a21v2 + ... + am1vm ≥ c1
a21x1+a12x2+ ... + a1nxn ≤ b1 a12v1 + a22v2 + ... + am2vm ≥ c2
... …
... …
a11x1+a12x2+ ... + a1nxn ≤ b1 a1nv1 + a2nv2 + ... = amnvm ≥ cn
x1, x2, ... , xn ≥ 0 v1, v2, ... . vm ≥ 0

Primal Problem: Dual Problem


Max Z = 2 x1 – 6 x2 Min W = 6v1 -8v2+6v3
Subject to: Subject to:
x1 -3 x2 ≤ 6 v1 - 2 v2 - v3 ≥ 2
2 x1 - 4 x2 ≥ 8  - 2x1 + 4x2 ≤ -8 -3v1 +4 v2 +3 v3 ≥ - 6
x1 -3 x2 ≥ -6  - x1 + 3 x2 ≤ 6 v1, v2, v3 ≥ 0
x1 , x2 ≥ 0

Procedure
• Problem must be of canonical form. If not, convert it, that is, If Objective function is of
Maximization type then constraints must be of less than equal to types and if Objective
function is of Minimization type then constraints must be of greater than equal to types.
• If any constraint is of equal to type then convert it to two less than equal to or greater than
equal to according to objective function.
• All variables must be of non-negative. If not, convert as per rule.
• If the primal is maximization type then the dual is of minimization type & vice-versa
• Number of variables in the dual problem is equal to the number of constraints in the primal
& vice-versa
• The elements of the requirement vector (Constraint levels) in one problem are the
respective coefficient in the objective function of the other problem and vice-versa.
• The “less than equal” sign in primal constraints become “greater than equal” in the dual &
vice-versa
• The coefficients matrix of constraints of primal problem will be converted to its transpose
matrix and this transpose matrix will be used as coefficients of dual problem

Examples:

1. Find the Dual of the Primal Problem:


a. Min (Z) = 2x1 + x2
Subject to :
3 x1 + x2 = 3
4x1 +3x2 ≥ 6
x1 + 2 x2 ≤ 3
b. Minimize Z = x1 – 3x2 -2x3
Subject to:
3x1 – x2 +2x3 ≤ 7
2x1 – 4x2 ≥ 12
-4x1 +3 x2 +8x3 = 10
x1, x2 ≥ 0 and x3 is unrestricted in sign.

c. Min Z = 3x1 + 2.5x2


Subject to:
2x1 + 4x2 ≥ 40
3x1 + 2x2 ≥ 50
x1, x2 ≥ 0

2. The vitamins V and W are found in two different foods, F1 and F2. The amount of vitamin in
each of the two foods, respective prices per unit of each food and the daily vitamin
requirements are given in the following table.
Vitamin Foods Daily Requirement
F1 F2
V 2 4 40
W 3 2 50
Cost per unit of Food (in Rs) 3 2.5
The primal problem is to determine optimal of Food f1 and f2 to be purchased so that the
daily requirements are met and simultaneously the cost of purchasing the foods is
minimized. Formulate the dual problem for the primal problem and interpret.
3. A firm makes three products A, B and C. Each product requires production time in each of
three departments as shown below:
Product Time taken in hours per unit
Deptt I Deptt II Deptt III
A 3 2 1
B 4 1 3
C 2 2 3
Total time available is 60 hours, 40 hours and 30 hours in department I, II and III
respectively. If product A contributes Rs 2 per unit and products B and C Rs 4 and Rs 2.5
respectively, determine the optimum product mix. Write the dual of this problem and give
its economic interpretation.

4. Obtain the dual problem of the following LPP and verify that the dual of dual problem is the
primal problem.
Maximize Z = 2x1 + 5x2 +6x3
Subject to:
5x1 + 6 x2 - x3 ≤ 3
-2x1 + x2 +4 x3 ≤ 4
x1 - 5 x2 + 3 x3 ≤ 1
-3x1 -3 x2 + 7x3 ≤ 6
x1, x2, x3 ≥ 0

5. Write the dual of the LPP


Maximize Z =3x1 + x2 +2x3 –x4
Subject to:
2x1 – x2 +3x3 + x4 = 1
x1 + x2 - x3 + x4 = 3
x1, x2 ≥ 0 and x3 and x4 are unrestricted in sign.

6. Write the dual of the LPP


Maximize Z =3x1 + x2 +x3 –x4
Subject to:
x1 + 5 x2 +3x3 + 4x4 ≤ 5
x1 + x2 = -1
x3 – x4 ≤ -5
x1, x2, x3, x4 ≥ 0
7. Give the dual of the LPP
Minimize Z = 2x1 + 3x2 + 4 x3
Subject to:
2x1 + 3x2 +5 x3 ≥ 2
3x1 + x2 + 7x3 = 3
x1 +4 x2 +6x3 ≤ 5
x1, x2 ≥ 0 and x3 is unrestricted in sign.
8. Give the dual of the LPP
Minimize Z = x1 + x2 + x3
Subject to:
x1 - 3x2 + 4x3 = 5
x1 - 2 x2 ≤ 3
2x2 - x3 ≥ 4
x1, x2 ≥ 0 and x3 is unrestricted in sign.

9. Solve both the primal and dual problem of the following LPP
Maximize Z = 3 x1 + 2 x2
Subject to: 2x1 + x2 ≤ 5
x1 + x2 ≤ 3
x1, x2 ≥ 0

10. Solve both the primal and dual problem of the following LPP
Maximize Z = x1 + 6 x2
Subject to: x1 + x2 ≥ 2
x1 + 3 x2 ≤ 3
x1, x2 ≥ 0

11. Solve the dual of the primal problem:


Minimise Z = 4 x1 + 3 x2 + 6 x3
Subject to:
x1 + x3 ≥ 2
x2 + x3 ≥ 5
2x2 - x3 ≥ 4
x1, x2 , x3≥ 0

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