QUANTITATIVE ANALYSIS IN MANAGEMENT
DECISIONS
Lecture 5
Duality In LPP
Course leader : Dr. B Dayal
Mobile No.: 00251941962113
Email ID: [email protected]
CANONICAL FORMS
The general linear programming problem (lpp) can
always be put in the following form, called as
“canonical form”.
Maximise Z= C1 X1 + C2 X2 + -------CN XN
Subject to the constraints:
a11 X1 + a12 X2 + ------- a1n Xn ≤ b1
a21 X1 + a22 X2 + ------- a2n Xn ≤ b2
---------------------------------------------
am1 X1 + am2 X2 + ------ amn Xn ≤ bn
Where CJ , bj and aij (I = 1,2,3-----m, j = 1,2,3 -----n) are
constants. XJ (j = 1,2,3 -----n) are the decision
variables and has to be ≥ 0.
The characteristics of this form are:-
All decision variables are non-negative.
All constraints are of ≤ type.
CANONICAL FORMS
The objective function is of the maximisation type.
Any lpp can be put in the canonical form by the use of five
elementary transformations:
The minimisation of a function is mathematically
equivalent to the maximisation of the negative expresion of
this function. That is,
Minimise Z= C1 X1 + C2 X2 + -------CN XN is equivalent to
Maximise -Z= -C1 X1 - C2 X2 - ------- -CN XN
Any inequality in one direction (≥ OR ≤) may be changed to
an inequality in the opposite direction by multiplying both
sides by -1.
For example 2X+3Y ≥ 5 is equivalent to -2X-3Y ≤ -5
An equation can be replaced by two inequalities in
opposite. For example, 2X+3Y =5 can be written as 2X + 3Y
≤ 5 AND 2X +3Y ≥ 5 OR -2X-3Y≤ -5
CANONICAL FORMS
An inequality constraint with its left hand in the absolute
form can be changed into regular inequalities. For
example: I2X+3YI ≤ 5 is equivalent to 2X +3Y ≤ 5 and 2X+3Y
≥ 5 or -2X-3Y≤ -5.
The variable which is unconstrained in sign (i.E., ≤, ≥ Or 0)
Is equivalent to the defference between two non-negative
variables. For example, if x is unconstrained In sign then
X= (X+ - X- ) where X+ ≥ 0, X- ≤ 0.
DUALITY IN LINEAR
PROGRAMMING PROBLEMS
PRIMAL DUAL
Reason.
If more constraints and very less number of
variables, the efforts can be reduced
Interpretation of the dual variable from economic
point of view is extremely useful.
FORMULATION OF DUAL
PROBLEMS
Consider the following lpp:
Maximise Z= C1 X1 + C2 X2 + -------CN XN
Subject to the constraints:
a11 X1 + a12 X2 + ------- a1n Xn ≤ b1
a21 X1 + a22 X2 + ------- a2n Xn ≤ B2
---------------------------------------------
am1 X1 + am2 X2 + ------ amn Xn ≤ bM
X1, X2, ----- XN ≥ 0.
Guide lines:
The maximisation problem in primal becomes minimisation
problem in dual and vice versa.
≤ constraints become ≥ In dual.
The coefficients C1, C2, ------, CN in the objective function of the
primal become b1, b2, ------, bN in the dual.
The constants b1, b2, ------, Bn In the constraints of primal become
C1, C2, ------, CN In the objective functions of the dual.
If the primal has n variables and m constraints, the dual will have
m variables and n constraints.
The variables in both primal and dual are non negative.
FORMULATION OF DUAL
PROBLEMS
Thus the dual problem will be:
Minimise W= b1 Y1 + b2 Y2 + -------bM YM
Subject to the constraints:
a11 Y1 + a21 X2 + ------- aM1 YM ≥ C1
a12 Y1 + a22 Y2 + ------- aM2YM ≥ C2
---------------------------------------------
a1N Y1 + a2N Y2 + ------ amn YM ≥ CN
Y1, Y2, ----- YM ≥ 0.
The primal lpp should be in canonical form, then it is easy to
form dual lpp.
Solved problem 1: Write the dual of
Maximise Z= 4X1 + 5X2
Subject to 3X1 + X2 ≤ 15
X1 + 2X2 ≤ 10
5X1 + 2X2 ≤ 20
X1, X2 ≥ 0
DUAL PROBLEMS
SOLVED PROBLEM 2: WRITE THE DUAL OF
MINIMISE Z= 10X1 + 12X2
SUBJECT TO 2X1 + 3X2 ≥ 10
5X1 + 6X2 ≥ 20
X1 + 2X2 ≥ 15
2X1 + 3X2 ≥ 12
X1, X2 ≥ 0
SOLVED PROBLEM 3: WRITE THE DUAL OF
MAXIMISE Z= 100X1 + 200X2
SUBJECT TO 3X1 - 10X2 ≥ 15
4X1 + 15X2 ≤ 20
X1, X2 ≥ 0
DUAL PROBLEMS
SOLVED PROBLEM 4: WRITE THE DUAL OF
MAXIMISE Z= 40X1 + 30X2
SUBJECT TO 10X1 + 6X2 ≤ 15
5X1 - 7X2 ≥ -10
X1 + X2 = 9
X1 + X2 ≥ 10
X1, X2 ≥ 0
SOLVED PROBLEM 5: WRITE THE DUAL OF
MINIMISE Z= 12X1 + 15X2
SUBJECT TO 5X1 + 3X2 ≥ 10
X1 + X2 ≤ 5
X1 ≥ 0
X2 IS UNRESTRICTED IN SIGN
DUAL PROBLEMS
SOLVED PROBLEM 6: WRITE THE DUAL OF
MINIMISE Z= 3X1 - 2X2 + 4 X3
SUBJECT TO 3X1 + 5X2 + 4X3 ≥ 7
6X1 + X2 + 3X3 ≥ 4
7X1 - 2X2 - X3 ≤ 10
X1 - 2X2 + 5X3 ≥ 3
4X1 + 7X2 - 2X3 ≥ 2
X1, X2, X3 ≥ 0
DUAL PROBLEMS
SOLVED PROBLEM 7: WRITE THE DUAL OF
MAXIMISE Z= 12X1 + 10X2
SUBJECT TO 2X1 + 3X2 ≤ 18
2X1 + X2 ≤ 14
X1, X2 ≥ 0
SOLVED PROBLEM 8: WRITE THE DUAL OF
MAXIMISE Z= 2X1 + 5X2 + 6X3
SUBJECT TO 5X1 + 6X2 – X3 ≤ 3
-2X1 + X2 + 4X3 ≤ 4
X1 – 5X2 +3X3 ≤ 1
-3X1 – 3X2 + 7X3 ≤ 6
X1, X2, X3 ≥ 0
DUAL PROBLEMS
SOLVED PROBLEM 9: WRITE THE DUAL OF
MINIMISE Z= 5X1 - 6X2 + 4X3
SUBJECT TO 3X1 + 4X2 + 6X3 ≥ 9
X1 + 3X2 + 2X3 ≥ 5
7X1 – 2X2 - X3 ≤ 10
1X1 – 2X2 + 4X3 ≥ 4
2X1 + 5X2 - 3X3 ≥ 3
X1, X2, X3 ≥ 0
ECONOMIC INTERPRETATION OF
DUALITY
The dual variable Y1 represents the worth per
unit of resource i . (Also called as shadow
prices or dual prices)
IF Z=W, We have optimal solution.
IF Z ≤ W Solution is non-optimal.
IF Z ≥ W, The solution is non-stable.
TERMINAL QUESTIONS
WRITE THE DUAL OF FOLLOWING PROBLEMS:
(1) MAXIMISE Z= 7X1 + 5X2
SUBJECT TO X1 + 2X2 ≤ 6
4X1 + 3X2 ≤ 12
X1, X2 ≥ 0
(2)MAXIMISE Z= 3X1 + 4X2
SUBJECT TO 5X1 + 4X2 ≤ 200
3X1 + 5X2 ≤ 150
5X1 + 4X2 ≥ 100
8X1 + 4X2 ≥ 80
X1, X2 ≥ 0
TERMINAL QUESTIONS
WRITE THE DUAL OF FOLLOWING
PROBLEMS:
(C) MAXIMISE Z= 2X1 + X2
SUBJECT TO 4X1 + 3X2 ≤ 12
4X1 + X2 ≤ 8
4X1 - X2 ≤ 8
X1, X2 ≥ 0
