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For Every Linear Programming Problem Whether Maximization or Minimization Has Associated With It Another Mirror Image Problem Based On Same Data

The document discusses duality in linear programming problems. It explains that every linear programming problem has a dual problem based on the same data. The dual problem has the opposite objective - if the original is maximization, the dual is minimization and vice versa. It provides examples of writing the dual problem for several primal linear programs.

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Affu Shaik
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110 views21 pages

For Every Linear Programming Problem Whether Maximization or Minimization Has Associated With It Another Mirror Image Problem Based On Same Data

The document discusses duality in linear programming problems. It explains that every linear programming problem has a dual problem based on the same data. The dual problem has the opposite objective - if the original is maximization, the dual is minimization and vice versa. It provides examples of writing the dual problem for several primal linear programs.

Uploaded by

Affu Shaik
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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Duality Introduction

• For every linear programming problem whether


maximization or minimization has associated
with it another mirror image problem based on
same data.
• The original problem is called primal problem
while the mirror image problem is called dual
problem.
• If the original problem is a maximization
problem then the dual problem is minimization
problem.
• If the original problem is a minimization problem
then the dual problem is maximization problem.
• In either case the final table of the dual problem
will contain both the solution to the dual
problem and the solution to the original
problem. 
• The solution of the dual problem is readily
obtained from the original problem solution if
the simplex method is used.
• The variables of dual problem are called shadow
variables.
Dual Problem Formulation

• The number of constraints in the original problem is


equal to the number of dual variables.
• The number of constraints in the dual problem is
equal to the number of variables in the original
problem.
• The original problem profit coefficients appear on the
right hand side of the dual problem constraints.
• If the original problem is a maximization problem then
the dual problem is a minimization problem.
• Similarly, if the original problem is a minimization
problem then the dual problem is a maximization
problem.
• The original problem has less than or equal to
(≤) type of constraints while the dual problem
has greater than or equal to (≥) type
constraints.
• The coefficients of the constraints of the
original problem which appear from left to
right are placed from top to bottom in the
constraints of the dual problem and vice
versa.
Primal
Max Z= C1x1+C2x2 + ----- + Cnxn
Subjected to constraints
a11x1 + a12x2 +---- + a1nxn ≤ b1
a21x1+ a22x2 + ------ + a2n x2n ≤ b2
|
|
|
am1x1+ am2x2 + ------ + amn xn ≤ bn
x1 , x2 , ---- xn all ≥ 0
Dual
Min W= b1y1+b2y2 + ----- + bmym
Subjected to constraints
a11y1 + a21y2 +---- +am1ym ≥ C1
a12y1+ a22y2 + ------ + am2 ym ≥ C2
|
|
|
a1ny1+ a2ny2 + ------ + amn ym ≥ Cn
y1 , y2 , ---- ym all ≥ 0
Characteristics of the dual problem
• Dual of the dual is primal.

• If either the primal or dual problem has a


solution, then the other also has a solution
and their optimum values are equal.

• If any of the two problems has only an


infeasible solution, then the value of objective
function of the other is unbounded.
• The value of the objective function for any feasible
solution of the primal is less than the value of the
objective function for any feasible solution of the
dual.

• If either the primal or dual problem has an


unbounded solution, then the solution to the other
problem is infeasible.

• If the primal has a feasible solution but the dual


does not have, then the primal will not have a
finite optimum solution and viceversa
Advantages of duality
• It yields number of powerful theorems.

• Computational procedure can be considerably


reduced by converting it in to dual, if the primal
problem contains a large number of constraints
and a small number of variables.

• Solution of the dual checks the accuracy of the


primal solution for computational errors.
• It gives additional information as to how the
optimum solution changes as a result of the
changes in the coefficients and the formulation
of the problem. ( This is termed as post
optimality or sensitivity analysis.)

• It indicates fairly close relationship exists


between linear programming and duality.

• Economic interpretation of the dual helps the


management in making future decisions.
Problem
Obtain the dual for the following problem
Max Z= 5x1+3x2
Subjected to constraints
x1 + x2 ≤ 2
5x1+ 2x2 ≤ 10
3x1 + 8x2 ≤ 12
x1 ≥ 0 , x 2 ≥ 0
• The above problem is in the standard form to
write the dual. ( Maximization case all ≤ type
constraints and all are positive variables)
• Dual
• Min W= 2y1+10y2 + 12y3

• y1+5y2 + 3y3 ≥ 5
• y1+2y2 + 8 y3 ≥ 3
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0
Problem
Obtain the dual for the following problem
Max Z= x1+x2 + x3
Subjected to constraints
2x1 + x2 + 2x3 ≤ 2
4x1+ 2x2 + x3 ≤ 2
x1 ≥ 0 , x2 ≥ 0, x3 ≥ 0 ,
• The above problem is in the standard form to write the dual.
( Maximization case all ≤ type constraints and all are positive
variables)
• Dual
• Min W= 2y1+2y2

• 2y1+4y2 ≥ 1

• y1+2y2 ≥ 1

• 2y1+y2 ≥ 1

• y1 ≥ 0, y2 ≥ 0
Problem

Obtain the dual for the following problem


Max Z= 3x1+4x2
Subjected to constraints
2x1 +3x2 ≤ 16
5x1+ 2x2 ≥ 20
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
2x1 +3x2 ≤ 16
-5x1- 2x2 ≤ -20
x1 ≥ 0 , x 2 ≥ 0
• Dual
• Min W= 16y1-20y2

• 2y1-5y2 ≥ 3

• 3y1-2y2 ≥ 4

• y1 ≥ 0, y2 ≥ 0
Problem

Obtain the dual for the following problem


Min Z= 5x1 - 6x2 + 4x3
Subjected to constraints
3x1 + 4x2 + 6x3 ≥ 9
x1+ 3x2 + 2x3 ≥ 5
7x1 -2x2 - x3 ≤ 10
x1- 2x2 + 4x3 ≥ 4
2x1+ 5x2 -3x3 ≥ 3
x1 ≥ 0 , x2 ≥ 0, x3 ≥ 0 ,
• 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.
Min Z= 5x1 - 6x2 + 4x3
Subjected to constraints
3x1 + 4x2 + 6x3 ≥ 9
x1+ 3x2 + 2x3 ≥ 5
-7x1 +2x2 + x3 ≥ -10
x1- 2x2 + 4x3 ≥ 4
2x1+ 5x2 -3x3 ≥ 3
x1 ≥ 0 , x2 ≥ 0, x3 ≥ 0 ,
• Dual
• Max W= 9y1+5y2 -10y3+4y4+3y5

• 3y1+y2 -7y3+y4+2y5 ≤ 5

• 4y1+3y2 +2y3-2y4+5y5 ≤ -6

• 6y1+2y2 +y3+4y4-3y5 ≤ 4

• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0 ,y4 ≥ 0 , y5 ≥ 0
• Dual
• Max W= 9y1+5y2 -10y3+4y4+3y5

• 3y1+y2 -7y3+y4+2y5 ≤ 5

• -4y1-3y2 -2y3+2y4-5y5 ≥ 6

• 6y1+2y2 +y3+4y4-3y5 ≤ 4

• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0 ,y4 ≥ 0 , y5 ≥ 0

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