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Lecture Dual Simplex Method

The dual simplex method deals with linear programming problems by applying the simplex method to the dual problem. The dual problem involves minimizing the resource usage subject to production constraints. The dual simplex method identifies an initial basic feasible solution and then uses the simplex method to iteratively improve the solution by selecting outgoing and incoming variables until an optimal solution is found. Shadow prices represent the marginal value of fully utilizing a constrained resource.

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914 views

Lecture Dual Simplex Method

The dual simplex method deals with linear programming problems by applying the simplex method to the dual problem. The dual problem involves minimizing the resource usage subject to production constraints. The dual simplex method identifies an initial basic feasible solution and then uses the simplex method to iteratively improve the solution by selecting outgoing and incoming variables until an optimal solution is found. Shadow prices represent the marginal value of fully utilizing a constrained resource.

Uploaded by

Robinson Mojica
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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The Dual Simplex Method

The Dual Simplex Method

 For maximization problems involving greater than or


equal to constraints and for minimization problems, the
simplex method may be tedious.

 Every LP problem (known as the primal) has its dual. If


the primal is maximization, then the dual is minimization,
and vice-versa.
Economic Interpretation of the Dual
Variables
 Primal Problem. Given a per-unit value of each product,
determine how much of each should be produced to
maximize the value of the total production. Constraints
require the amount of each resource used to be less than or
equal to the amount available.

 Dual Problem. Given the availability of each resource,


determine the per-unit value such that the total value of the
resources used is minimized. Constraints require the resource
value per unit be greater than or equal to the value of each
unit of output.
The Dual Simplex Method

 The values for slack variables in the row Z are the


marginal values of the constraint resources, i.e., shadow
prices.

 If a resource is not completely used, i.e., there is slack, its


marginal value is zero.
The Dual Simplex Method

 The dual simplex method deals with a problem as if the


simplex method were being applied simultaneously to its
dual problem. If we make their initial basic solutions
complementary, the two methods move in complete
sequence, obtaining complementary basic solutions
with each iteration.
Assumptions for the Dual Simplex
Method
 The initial solution could be optimal but infeasible.
 The initial solution is not yet optimal and not yet feasible.
 All variables are nonnegative.
The Dual Simplex Process

 Step 1: Convert the constraint with ≥ symbol to ≤ by


multiplying the constraint by -1.

 Step 2: Standardize the LP model by converting all


inequalities to equalities.

 Step 3: Generate an initial solution, called a basis.


The Dual Simplex Process

 Step 4: Test the solution for feasibility and optimality


Three cases:
a. If the solution is infeasible whether it is optimal or
not, improve it (by going to Step 5 to 7)
b. If the solution is not optimal but already feasible,
use the simplex process to improve it.
c. If optimal and feasible, stop. Then proceed to
Step 7.
The Dual Simplex Process

 Step 5: Identify first the outgoing variable then the


incoming variable. The outgoing variable will be the
variable with the most negative quantity. The incoming
variable will be the nonbasic variable with the least
nonnegative ratio.

Ratio (θ) = element in the Z-row ÷ the corresponding


element of nonbasic variable less than 0 in the pivot
row (outgoing variable)
The Dual Simplex Process

 Step 6: Generate an improved solution using the Simplex


process. Then repeat Step 4.

 Step 7: Find if more than one optimal solution exists.


The Dual Simplex Process

 For minimization problem, the tableau is optimal if the Z-


row does not contain any positive coefficient.
EXAMPLE:

Maximize Z = 5x1 + 4x2


s.t.
x1 + ≥2
x1 - x2 ≥ 1
5x1 + 4x2 ≤ 20
x1 , x2 ≥ 0

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