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Dual Minimization - Simplex

The document discusses the simplex method for solving linear programming minimization problems and their dual maximization problems. It provides an example of writing the dual problem associated with a given primal minimization problem. The solution proceeds by constructing a simplex tableau for the dual problem and using the simplex method to arrive at an optimal solution. According to the fundamental theorem of duality, the optimal solutions and objective values of the primal and dual problems are equal.

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Mahamad Ayoub
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43 views10 pages

Dual Minimization - Simplex

The document discusses the simplex method for solving linear programming minimization problems and their dual maximization problems. It provides an example of writing the dual problem associated with a given primal minimization problem. The solution proceeds by constructing a simplex tableau for the dual problem and using the simplex method to arrive at an optimal solution. According to the fundamental theorem of duality, the optimal solutions and objective values of the primal and dual problems are equal.

Uploaded by

Mahamad Ayoub
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 PPTX, PDF, TXT or read online on Scribd
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Simplex Method for

Minimization Problem
The Dual Problem
• In solving this kind of linear programming problem, it helps to note
that each maximization problem is associated with a minimization
problem, and vice versa.
• The given problem is called the primal problem, and the related
problem is called the dual problem.
Example
• Write the dual problem associated with this problem:
Minimize C  6x  8 y
subject to 40 x  10 y  2400
10 x  15 y  2100 Primal
Problem
5 x  15 y  1500
x, y  0

• We first write down a tableau for the primal problem:


x y Constant
40 10 2400
10 15 2100
5 15 1500
6 8
Example
x y Constant
40 10 2400
10 15 2100
5 15 1500
6 8

• Next, we interchange the columns and rows of the


tableau and head the three columns of the resulting
array with the three variables y1, y2, and y3, obtaining
y1 y2 y3 Constant
40 10 5 6
10 15 15 8
2400 2100 1500
Example
y1 y2 y3 Constant
40 10 5 6
10 15 15 8
2400 2100 1500

• Consider the resulting tableau as if it were the initial


simplex tableau for a standard maximization problem.
• From it we can reconstruct the required dual problem:

Maximize P = 2400 y1 + 2100 y2 + 1500 y3


Subject to 40 y1 + 10 y2 + 5 y3  6 Dual
Problem
10 y1 + 15 y2 + 15 y3  8
y1, y2, y3  0
Theorem 1
The Fundamental Theorem of Duality
• A primal problem has a solution if and only if
the corresponding dual problem has a
solution.
• Furthermore, if a solution exists, then:
a. The objective functions of both the primal and the
dual problem attain the same optimal value.
b. The optimal solution to the primal problem appears
under the slack variables in the last row of the final
simplex tableau associated with the dual problem.
Example
• Complete the solution of the problem from our last example:

Maximize P = 2400 y1 + 2100 y2 + 1500 y3


Subject to 40 y1 + 10 y2 + 5 y3  6 Dual
Problem
10 y1 + 15 y2 + 15 y3  8
y1, y2, y3  0
Example
Solution
• The dual problem associated with the given primal
problem is a standard maximization problem.
• Thus, we can proceed with the simplex method.
• First, we introduce to the system of equations the
slack variables s1 and s2, and restate the inequalities
as equations, obtaining
40 y1 +10 y2 + 5 y3 + s1 =6
10 y1 +15 y2 +15 y3 + s2 =8
- 2400 y1 - 2100 y2 – 1500 y3 + w = 0
Example
Solution
• Next, we transcribe the coefficients of the system of
equations
40 y1 +10 y2 + 5 y3 + s1 =6
10 y1 +15 y2 +15 y3 + s2 =8
- 2400 y1 - 2100 y2 – 1500 y3 + w = 0
into an initial simplex tableau:
y1 y2 y3 s1 s2 P Constant
40 10 5 1 0 0 6
10 15 15 0 1 0 8
–2400 –2100 –1500 0 0 1 0
Example
Solution
• Continue with the simplex iterative method until a final tableau is
obtained with the solution for the problem:

y1 y2 y3 s1 s2 P Constant
1 0 –3/20 3/100 –1/50 0 1/50
0 1 11/10 –1/50 2/25 0 13/25
0 0 450 30 120 1 1140

Solution for the


primal problem

• The fundamental theorem of duality tells us that the solution to


the primal problem is x = 30 and y = 120, with a minimum value
for C of 1140. (Note x=s1, y=s2)

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