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Linear Programming III - The Dual Problem

The document discusses linear programming and the relationship between primal and dual problems. It provides rules for constructing the dual problem from the primal, including that the number of variables and constraints swap between problems. Two examples are given of primal problems and their corresponding dual problems, including determining the minimum cost diet given nutritional constraints and maximizing revenue from synthetic nutrients. The document also provides an example of constructing the dual problem from a given primal problem.

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147 views

Linear Programming III - The Dual Problem

The document discusses linear programming and the relationship between primal and dual problems. It provides rules for constructing the dual problem from the primal, including that the number of variables and constraints swap between problems. Two examples are given of primal problems and their corresponding dual problems, including determining the minimum cost diet given nutritional constraints and maximizing revenue from synthetic nutrients. The document also provides an example of constructing the dual problem from a given primal problem.

Uploaded by

Anonymous lrILoRYJW
Copyright
© © All Rights Reserved
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Download as PPT, PDF, TXT or read online on Scribd
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Linear Programming III- The

Dual Problem
Maumita Roy

Duality Theorem
For every maximisation (or minimisation) problem in linear
programming, there is a unique similar problem of
minimisation (or maximisation) involving the same data
which describes the original problem.
The given problem is called primal or direct , the
corresponding intimately related problem is called its dual
problem.
In fact, either can be called original as both are derived from
the same data.

Standard form of the Primal


Problem

Standard form of the Dual Problem

Rules for constructing the dual from primal


Number of variables in the dual problem is equal to the number of
constraints in the original problem and vice versa.
Coefficients of the objective function in the dual problem come from the
right hand side of the original problem.
If the original problem is a max. model, the dual is a min. model.
The coefficients for the first constraint function for the dual problem are
the coefficients of the first variable in the constraints for the original
problem, and similarly for the other constraints.
The right hand side of the dual constraints come from the objective
function coefficients in the original problem.
The sense of the ith dual constraint is = if and only if the ith variable in
the original problem is unconstrained in sign.
The ith variable in the dual problem is unconstrained in sign if and only if
the ith constraint in the original problem is an equality.

Example 1:

There is a small company in Mumbai which has recently become


engaged in the production of office furniture. The company
manufactures tables, desks and chairs. The production of a table
requires 8 kgs of wood and 5 kgs of metal and is sold for Rs.800; a
desk uses 6 kgs of wood and 4 kgs of metal and is sold for Rs.600;
and a chair requires 4 kgs of both metal and wood and is sold for
Rs.500. We would like to determine the revenue maximizing
strategy for this company, given that their resources are limited to
100 kgs of wood and 60 kgs of metal.
Objective function:
Max Z = 800x1 + 600x2 + 500x3
Subject to :
8x1 + 6x2 + 4x3 100
5x1 + 4x2 + 4x3 60
x1; x2; x3 0
constraint

Wood constraint
Metal constraint
non negativity

Now consider that there is a much bigger company in Mumbai


which has been the lone producer of this type of furniture for
many years. They don't appreciate the competition from
this new company; so they have decided to tender an offer to
buy all of their competitor's resources and therefore put them
out of business.
Objective function:
Min Z = 100 y1 + 60 y2
Subject to :
8y1 + 5y2 800
6y1 + 4y2 600
4y1 + 4y2 500
y1; y2 0

non negativity constraint

Example 2 :

An individual has a choice of two types of food to eat, meat and potatoes,
each offering varying degrees of nutritional benefit. He has been warned
by his doctor that he must receive at least 400 units of protein, 200 units
of carbohydrates and 100 units of fat from his daily diet. Given that a kg
of steak costs Rs.100 and provides 80 units of protein, 20 units of
carbohydrates and 30 units of fat, and that a kg of potatoes costs Rs.20
and provides 40 units of protein, 50 units of carbohydrates and 20 units of
fat, he would like to find the minimum cost diet which satisfies his
nutritional requirements
Objective function:
Min Z = 100x1 +20x2
Subject to:
80x1 + 40x2 400
20x1 + 50x2 200
30x1 + 20x2 100

protein constraint
carbohydrates constraint
fat constraint

x1; x2 0

non negativity constraint

Now consider a chemical company which hopes to attract this


individual away from his present diet by offering him
synthetic nutrients in the form of pills. This company would
like determine prices per unit for their synthetic nutrients
which will bring them the highest possible revenue while still
providing an acceptable dietary alternative to the individual.
Objective function:
Max Z = 400y1 +200y2 + 100y3
Subject to:
80y1 +20y2 + 30y3 100
40y1 + 50y2 + 20y3 20
y1; y2; y3 0

non negativity constraint

Example:

Find the dual of the following primal LP problem:


Objective function:
Max Z = 20x1 +15x2 + 18x3 + 10x4
Subject to:
4x1 - 3x2 + 10x3 + 4x4 60
x1 + x2 + x3 = 27
- x2 + 4x3 + 7x4 35
x1; x2; x3 0; x4 unrestricted in sign

Objective function:
Min Z = 2x1 + 3x2 + 4x3
Subject to:
2x1 + 3x2 + 5x3 2
3x1 + x2 + 7x3 = 3
x1 + 4x2 + 6x3 5
x1; x2 0; x3 unrestricted in sign

Objective function:
Min Z = x1 - 3x2 - 2x3
Subject to:
3x1 - x2 + 2x3 7
2x1 - 4x2
12
-4x1 + 3x2 + 8x3 = 10
x1; x2 0; x3 unrestricted in sign

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