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10 Dual Simplex Method

The document discusses the dual problem associated with a linear programming problem. It provides the following key points: 1. A primal problem and its corresponding dual problem are associated, with the primal being a minimization and the dual a maximization (or vice versa). 2. The dual is formed by interchanging the rows and columns of the primal's tableau, with variables becoming constraints and vice versa. 3. By the fundamental theorem of duality, the primal and dual problems will have the same optimal objective value at their solutions.

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290 views16 pages

10 Dual Simplex Method

The document discusses the dual problem associated with a linear programming problem. It provides the following key points: 1. A primal problem and its corresponding dual problem are associated, with the primal being a minimization and the dual a maximization (or vice versa). 2. The dual is formed by interchanging the rows and columns of the primal's tableau, with variables becoming constraints and vice versa. 3. By the fundamental theorem of duality, the primal and dual problems will have the same optimal objective value at their solutions.

Uploaded by

huma
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The Dual Problem

 Another special class of linear programming problems we


encounter in practical applications is characterized by the
following conditions:
1. The objective function is to be minimized.
2. All the variables involved are nonnegative.
3. All other linear constraints may be written so that the
expression involving the variables is greater than or
equal to a nonnegative constant.
 Such problems are called standard minimization
problems.
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.
Finding Dual of a LP problem

Primal Dual
Maximization Minimization
Minimization Maximization
ith variable ith constraint
jth constraint jth variable
Inequality sign of ith Constraint:
xi > 0  if dual is maximization
 if dual is minimization
…contd. to next slide
Finding Dual of a LP problem…contd.

Primal Dual
ith variable unrestricted ith constraint with = sign
jth constraint with = sign jth variable unrestricted
RHS of jth constraint Cost coefficient associated with jth
variable in the objective function
Cost coefficient associated
with ith variable in the RHS of ith constraint constraints
objective function

Refer class notes for pictorial representation of all the operations


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 u, v, and w, obtaining

u v w Constant
40 10 5 6
10 15 15 8
2400 2100 1500
Example

u v w 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  2400u  2100v  1500w


subject to 40u  10v  5w  6 Dual
10u  15v  15w  8 Problem

u, v , w  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  2400u  2100v  1500w


subject to 40u  10v  5w  6 Dual
10u  15v  15w  8 Problem

u, v , w  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 x and y, and restate the inequalities as equations,
obtaining
40u  10v  5w  x 6
10u  15v  15w y 8
2400u  2100v  1500 w P0
Example
Solution
 Next, we transcribe the coefficients of the system of
equations
40u  10v  5w  x 6
10u  15v  15w y 8
2400u  2100v  1500w P0
into an initial simplex tableau:

u v w x y 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:

u v w x y 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.
Write the dual problem anf then solve it.

Min z = 2x1 + x2
s.t.
3x1 + x2 ≥ 3
4x1 + 3x2 ≥ 6
x1 + 2x2 ≤ 3
xi ≥ 0
Example

Primal Dual
min 7 x1  x2  5 x3 max 10 y1  6 y2
s.t. x1  x2  3 x3  10 s.t. y1  5 y2  7
5 x1  2 x2  x3  6  y1  2 y2  1
x1 , x2 , x3  0 3 y1  y2  5
y1 , y2  0
Example

Primal Dual
min 7 x1  x2  5 x3 max 10 y1  6 y2
s.t. x1  x2  3 x3  10 s.t. y1  5 y2  7
5 x1  2 x2  x3  6  y1  2 y2  1
x1 , x2 , x3  0 3 y1  y2  5
y1 , y2  0

x=(7/4,0,11/4) and y=(2,1) are feasible solutions


7*7/4 + 0 + 5*11/4 = 10*2 + 6*1 = 26
Thus, x and y are optimal

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