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Problem: Obtain The Dual For The Following Problem Subjected To Constraints

The document provides steps to obtain the dual of several linear programming problems: 1) Problems are converted to standard form with all constraints less than or equal and all variables non-negative 2) Dual problems are written by flipping the signs of the objective function and reversing the inequality signs of constraints 3) Unrestricted variables in the primal are represented as differences of non-negative variables in the dual 4) Duality theorems and the complementary slackness condition are presented

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Affu Shaik
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48 views22 pages

Problem: Obtain The Dual For The Following Problem Subjected To Constraints

The document provides steps to obtain the dual of several linear programming problems: 1) Problems are converted to standard form with all constraints less than or equal and all variables non-negative 2) Dual problems are written by flipping the signs of the objective function and reversing the inequality signs of constraints 3) Unrestricted variables in the primal are represented as differences of non-negative variables in the dual 4) Duality theorems and the complementary slackness condition are presented

Uploaded by

Affu Shaik
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Problem

Obtain the dual for the following problem


Max Z= 3x1+4x2
Subjected to constraints
x1 +x2 ≥ 4
-x1+ 3x2 ≥ -4
x1 ≥ 0 , x 2 ≥ 0
• The above problem is not in the standard form
to write the dual. ( Maximization case all ≤
type constraints and all are positive variables)
• First write in standard form i.e ≥ type convert
in to ≤ type constraint.
Max Z= 3x1+4x2
Subjected to constraints
- x1 -x2 ≤ -4
x1- 3x2 ≤ 4
x1 ≥ 0 , x 2 ≥ 0
• Dual
• Min W= -4y1+ 4y2

• -y1+y2 ≥ 3

• -y1-3y2 ≥ 4

• y1 ≥ 0, y2 ≥ 0
Problem

Obtain the dual for the following problem


Max Z= 5x1+10x2
Subjected to constraints
2x1 -3x2 ≤ 7
x1+ 2x2 = 4
x1 ≥ 0 , x 2 ≥ 0
• The above problem is not in the standard form to
write the dual. ( Maximization case all ≤ type
constraints and all are positive variables)
• First write in standard form i.e = type convert in
to ≤ type constraint.
Max Z= 5x1+10x2
Subjected to constraints
2x1 -3x2 ≤ 7
x1+ 2x2 ≤ 4
x1+ 2x2 ≥ 4
x1 ≥ 0 , x 2 ≥ 0
Max Z= 5x1+10x2
Subjected to constraints
2x1 -3x2 ≤ 7
x1+ 2x2 ≤ 4
-x1- 2x2 ≤ -4
x1 ≥ 0 , x 2 ≥ 0
• Dual
• Min W= 7y1+ 4y2 -4y3

• 2y1+ y2 - y3 ≥ 5
• 3y1+ 2y2 -2y3 ≥ 10
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0

• Let y2 - y3 = z and z unrestricted

• Min W= 7y1+ 4z

• 2y1+ z ≥ 5
• 3y1+ 2z ≥ 10
• y1 ≥ 0, z unrestricted
Problem

Obtain the dual for the following problem


Max Z= 3x1 + 5x2 + 7x3
Subjected to constraints
x1 +x2 + 3x3 ≤ 10
4x1- x2 + 2x3 ≥ 15
x1 ≥ 0 , x2 ≥ 0, x3 unrestricted in sign,
• The above problem is not in the standard form
to write the dual. ( Maximization case all ≤
type constraints and all are positive variables).
• First write in standard form i.e ≥ type convert
in to ≤ type constraint and unrestricted
variable as difference of two positive
variables.

Let x3 =x4 – x5
x4 ≥ 0and x5 ≥ 0
Max Z= 3x1 + 5x2 + 7x4 -7x5
Subjected to constraints
x1 +x2 + 3x4 - 3x5 ≤ 10
4x1- x2 + 2x4 -2x5≥ 15
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert ≥ type in to ≤ type constraint
Max Z= 3x1 + 5x2 + 7x4 -7x5
Subjected to constraints
x1 +x2 + 3x4 - 3x5 ≤ 10
-4x1+ x2 - 2x4 +2x5 ≤ -15
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
• Dual
• Min W= 10y1-15y2

• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 ≥ 7
• -3y1+2y2 ≥ - 7
• y1 ≥ 0, y2 ≥ 0
• Dual
• Min W= 10y1-15y2

• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 ≥ 7
• 3y1-2y2 ≤ 7
• y1 ≥ 0, y2 ≥ 0
• Dual
• Min W= 10y1-15y2

• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 = 7
• y1 ≥ 0, y2 ≥ 0
Problem

Obtain the dual for the following problem


Min Z= 2x1 + 3x2 + 4x3
Subjected to constraints
2x1 +3x2 + 5x3 ≥ 2
3x1 + x2 + 7x3 = 3
x1 +4x2 + 6x3 ≤ 5
x1 ≥ 0 , x2 ≥ 0, x3 unrestricted in sign,
• The above problem is not in the standard form
to write the dual. ( Minimization case all ≥
type constraints and all are positive variables).
• First write in standard form i.e ≤ type convert
in to ≥ type constraint and unrestricted
variable as difference of two positive
variables.

Let x3 =x4 – x5
x4 ≥ 0and x5 ≥ 0
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 = 3
x1 +4x2 + 6x4 -6x5 ≤ 5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert = type in to ≤ type and ≥ constraint
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 ≥ 3
3x1 + x2 + 7x4 -7x5 ≤ 3
x1 +4x2 + 6x4 -6x5 ≤ 5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert ≤ type in to ≥ constraint
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 ≥ 3
-3x1 - x2 - 7x4 +7x5 ≥ -3
- x1 -4x2 - 6x4 +6x5 ≥ -5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
• Dual
• Max W= 2y1+3y2 -3y3-5y4

• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 ≤ 4
• -5y1-7y2 +7y3+6y4 ≤ -4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0
• Max W= 2y1+3y2 -3y3-5y4

• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 ≤ 4
• 5y1+7y2 -7y3-6y4 ≥ 4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0
• Max W= 2y1+3y2 -3y3-5y4

• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 = 4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0

• Let y2 -y3 =y5


• Y5 Unrestricted variable
• Max W= 2y1+3y5-5y4

• 2y1+3y5-y4 ≤ 2
• 3y1+y5-4y4 ≤ 3
• 5y1+7y5-6y4 = 4
• y1 ≥ 0, y4 ≥ 0, Y5 Unrestricted variable
Duality Theorems
I. Weak duality theorem: If x and y be two basic feasible
solutions to the primal and dual problem
respectively, then min W ≥ max Z.
II. Fundamental theorem of duality: If x* and y* be the
optimal solutions of primal and dual problem
respectively, then W* = Z*
III. Dual of the dual is primal.
Complementary slackness condition(CSC): Let x and y be
the feasible solutions to the primal and dual
problems. Let u and v be the slack and surplus
variables to the respective primal and dual problems.
Then x an y is optimal if and only if xv=0, and yu=0

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