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    Dual Simplex Method

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    Nitish Jha
    This document discusses the dual simplex method for solving linear programming problems. It explains that every maximization problem has an associated minimization problem known as the dual problem. The document provides the conditions needed to start the dual simplex method and how to determine the leaving and entering variables in each iteration. An example problem is presented and solved step-by-step using the dual simplex method.

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    Dual Simplex Method

    Uploaded by

    Nitish Jha
    4 views11 pages
    This document discusses the dual simplex method for solving linear programming problems. It explains that every maximization problem has an associated minimization problem known as the dual problem. The document provides the conditions needed to start the dual simplex method and how to determine the leaving and entering variables in each iteration. An example problem is presented and solved step-by-step using the dual simplex method.

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    DUAL-SIMPLEX-METHOD

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    This document discusses the dual simplex method for solving linear programming problems. It explains that every maximization problem has an associated minimization problem known as the dual problem. The document provides the conditions needed to start the dual simplex method and how to determine the leaving and entering variables in each iteration. An example problem is presented and solved step-by-step using the dual simplex method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    4 views11 pages

    Dual Simplex Method

    Uploaded by

    Nitish Jha
    This document discusses the dual simplex method for solving linear programming problems. It explains that every maximization problem has an associated minimization problem known as the dual problem. The document provides the conditions needed to start the dual simplex method and how to determine the leaving and entering variables in each iteration. An example problem is presented and solved step-by-step using the dual simplex method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 11

    ENGINEERING MATHEMATICS-III

    DUAL SIMPLEX METHOD

    PRESENTED BY:
    Paramjeet Sangwan
    Assistant Professor
    Mathematics
    The Dual Problem: Minimization with problem
    constraints of the form ≥
    • 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.
    To start the dual Simplex method, the
    following three conditions are to be met:
    1. The objective function must satisfy
    the optimality conditions of the
    regular Simplex method.
    2. All the constraints must be of the
    type .
    3. All variables should be  0.
    (Note: As in the simplex method, we must
    have an identity matrix in the constraint
    matrix; however, the RHS constants bi
    need NOT be  0.)
    In any iteration, we first decide the “leaving” variable and then decide which
    variable should enter (the basis).

    Dual Feasibility Condition

    (=Condition for a variable to leave (the basis))

    The leaving variable, xi, is the basic variable having the most negative value (i.e.
    in the Simplex tableau, the corresponding constraint row has the most negative
    RHS). Ties are broken arbitrarily. If all the basic variables are  0, the algorithm
    ends and we have obtained the optimal solution.
    The dual problem uses exactly the same parameters as the
    primal problem, but in different locations. To highlight the
    comparison, now look at these same two problems in
    matrix notation.
    Primal Problem Dual Problem
    Minimize Z=cx Maximize W=yb

    Subject to Ax≥b Subject to yAc

    and x≥0 And y≥0

    Primal problem Dual problem

    𝑎11 𝑎12 𝑎13 𝑎11 𝑏11 𝑐11


    T
    A= 𝑏11 𝑏12 𝑏13 A= 𝑎12 𝑏12 𝑐12
    𝑐11 𝑐12 𝑐13 𝑎13 𝑏13 𝑐13
    Example :Solve by Dual Simplex method

    z  4 x1  2 x2
    Minimize

    subject to x1  x2  1
    3x1  x2  2
    Note this !
    x1 , x2  0
    That is subject to
    x1  x2  1
     x1  x2   1
    3x1  x2  2
    x1 , x2  0
    Adding slack variables, the problem becomes
    Minimize z  4 x1  2 x2  0s1  0s2  0s3

    subject to x1  x2  s1  1
     x1  x2  s2  1
     3x1  x2  s3  2
    x1 , x2 , s1 , s2 , s3  0
    Since all the objective coefficients are  0 and the
    problem is minimization, optimality is met. We start
    the solution by writing the Simplex tableau.
    Summary

    Primal Dual
    (a) Maximize. Minimize
    (b) Objective Function. Right hand side.
    (c) Right hand side. Objective function.
    (d) i th row of input-output i th column of input output
    coefficients. coefficients.
    (e) j th column of input-output j the row of input-output
    coefficients. coefficients.
    Solution of Minimization Problems

    ORIGINAL PROBLEM (1) DUAL PROBLEM (2)

    Minimize C = 16x1 + 45x2 Maximize P = 50y1 + 27y2

    subject to 2x1 + 5x2 ≥ 50 subject to 2y1 + y2  16


    x1 + 3x2 ≥ 27 5y1 + 3y2  45
    x1, x2 ≥ 0 y1,y2 ≥ 0
    THANKS

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