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Duality theory states that for every linear programming problem, there exists a corresponding dual problem. The document provides an example of a primal linear program to maximize Z, subject to two constraints. It then derives the dual of this primal problem by writing the constraints as inequalities and introducing dual variables. The dual problem is to minimize W, subject to constraints involving the dual variables. Finally, the document solves the primal problem using the simplex method and shows that the optimal objective values of the primal and dual problems are equal, demonstrating the duality relationship.

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35 views11 pages

Untitled

Duality theory states that for every linear programming problem, there exists a corresponding dual problem. The document provides an example of a primal linear program to maximize Z, subject to two constraints. It then derives the dual of this primal problem by writing the constraints as inequalities and introducing dual variables. The dual problem is to minimize W, subject to constraints involving the dual variables. Finally, the document solves the primal problem using the simplex method and shows that the optimal objective values of the primal and dual problems are equal, demonstrating the duality relationship.

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© © All Rights Reserved
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Duality Theory: Duality plays an important

role in linear as well as non linear


programming. When we solve a linear
programming problem, unknowingly, we
are solving two linear programs, called as
Primal and Dual problems. Interestingly,
there exist very good relationship between
the two programs. In fact, from the
solution of one, we can find the solution
another problem and vice versa. We
investigate this relationship below:
We consider the following Primal and dual
problems:
Primal: Max Z=5x1+12x2+4x3
Sub to x1+2x2+x3≤10
2x1-x2+3x3=8
x1,x2,x3 ≥0
Writing the above LPP as
Max Z=5x1+12x2+4x3
Sub to x1+2x2+x3 ≤ 10
2x1-x2+3x3 ≥ 8,
2x1-x2+3x3 ≤ 8, x1,x2,x3 ≥0
We consider the following Primal and dual
problems:
Primal: Max Z=5x1+12x2+4x3
Sub to x1+2x2+x3≤10
2x1-x2+3x3=8
x1,x2,x3 ≥0
Writing the above LPP as
Max Z=5x1+12x2+4x3
Sub to x1+2x2+x3 ≤ 10
2x1-x2+3x3 ≥ 8,
2x1-x2+3x3 ≤ 8, x1,x2,x3 ≥0
(We can write the second equality constraint of the
primal in the form of two inequalities i.e., second
and third constraint of the Dual)
Now we write the LPP in the symmetric
form
Max Z=5x1+12x2+4x3
Sub to x1+2x2+x3≤ 10
2x1-x2+3x3 ≥ 8
-2x1+x2-3x3 ≥ -8
x1,x2,x3 ≥0
We write the dual of the above problem
as
Min W=10y1+8y2-8y3
Sub to y1+2y2-2y3 ≥5
2y1-y2 +y3≥12
y1+3y2-3y3 ≥4
y1,y2,y3 ≥0
we can replace y2’=y2-y3 and our
LPP becomes
Min W=10y1+8y2’
Sub to y1+2y2’ ≥5
2y1-y2’≥12
y1+3y2’≥4
y1≥0 and y2’ becomes unrestricted
variable. Therefore, for every equation
in Primal problem, there will be a
corresponding variable which is
unrestricted in sign.
Now, we standardize the Primal, bring
it into the canonical form and solve it
by using a Big M Method.
Max Z=5x1+12x2+4x3+0·x4+Ma1
Sub to x1+2x2+x3+x4=10
2x1-x2+3x3+a1=8
x1,x2,x3,x4≥0 and a1 is an artificial
variable.
We set up an initial table as:

Cj→ 5 12 4 0 M
Cb b
y1 y2 y3 y4 y5
Xb↓

0 S1 1 2 1 1 0 10

M A1 2 -1 3 0 1 8

Zj-Cj 2M-5 -M-12 0 0 0 Z=0


The Final Optimal Simplex Table is obtained as

Cj→ 5 12 4 0 -M
Cb b
Xb↓ y1 y2 y3 y4 y5

12 x2 0 0 -1/5 2/5 -1/5 12/5

5 x1 1 1 7/5 1/5 2/5 26/5

Zj-Cj 0 0 3/5 29/5 2/5+M Z=274/5


In the above table we use the Rule:
The Optimal Z-equation coefficients of a starting
variables in the Primal
= Difference between the left and right sides of
the dual constraint associated with the starting
variables i.e.,
Starting Variables are x4 a1
Optimal Z-equation coefficients are 29/5 M-2/5
The dual constraints associated with x4 and a1
are y1 ≥0 and y2 ≥ - M
Applying the Rule:
29/5=y1-0 or y1=29/5
and
M-2/2=y2-M or y2=-2/5
The value of
W=10y1+8y2=10(29/5)+8(-2/5)
=290/5-16/5=274/5

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