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Session 5 - Lesson Material

The document discusses the concept of duality in linear programming, explaining how every maximization problem corresponds to a minimization problem and vice versa. It outlines the construction of dual variables and constraints from primal problems, providing examples to illustrate these concepts. Additionally, it touches on the economic interpretation of dual variables and constraints, highlighting their significance in resource valuation and production decisions.

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4 views19 pages

Session 5 - Lesson Material

The document discusses the concept of duality in linear programming, explaining how every maximization problem corresponds to a minimization problem and vice versa. It outlines the construction of dual variables and constraints from primal problems, providing examples to illustrate these concepts. Additionally, it touches on the economic interpretation of dual variables and constraints, highlighting their significance in resource valuation and production decisions.

Uploaded by

pererakevin2500
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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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COM 3372

Management Science
Shanika Kumarasinghe
Lecturer (Probationary)
Department of Commerce
Faculty of management studies and commerce
University of Sri Jayewardenepura
Session Four:
Duality
Recommended Reading………………..

• Read Chapter 3 & 4,

• Hamdy A. Taha. (2017). Operations


Research: An Introduction, Tenth
Edition, Pearson Education Limited,
England.
Learning Outcome..
After Studying This Lesson, You Should Be Able To;

 Form the dual using the primal


Duality
• In linear programming problem, every maximization problem is
associated with a minimization problem
• Associated with every minimization problem is a maximization problem.
• In the sense that the optimal solution of one problem automatically
provides the optimal solution to the other.
• The dual is defined for various forms of the primal depending on:
• Sense of optimization (maximization or minimization),
• Types of constraints =, ≤, ≥,
• Sign of the variables (nonnegative or unrestricted).
How the Dual is constructed from the Primal?

1. A dual variable is assigned to each primal (equation) constraint


and a dual constraint is assigned to each primal variable.
2. The right-hand sides of the primal constraints provide the
coefficients of the dual objective function.
3. The dual constraint corresponding to a primal variable is
constructed by transposing the primal variable column into a row
with (i) the primal objective coefficient becoming the dual right-hand
side and (ii) the remaining constraint coefficients comprising the dual
left-hand side coefficients.
Max <

Min >
Example 1
• Max Z = 40X1 + 35X2
Subject to,
2X1 + 3X2 < 60
4X1 + 3X2 < 96

X1,X2 > 0
Example 2
• Min Z = 10X1 + 20X2
Subject to,
3X1 + 2X2 > 18
X1 + 3X2 > 8
2X1 – X2 < 6

X1,X2 > 0
=
Unrestricted
Unrestricted
=
Example 3
• Max Z = X1 + 2X2
Subject to,
2X1 + 4X2 < 160
X1 - X2 = 30
X1 > 10

X1,X2 > 0
Example 4
• Max Z = 3X1 + 5X2 + 7X3
Subject to,
X1 + X2 + 3X3 < 10
4X1 - X2 + 2X3 > 15

X1,X2 > 0 & X3 unrestricted


Example 5
• Max Z = 3X1 + 4X2 + 7X3
Subject to,
X1 + X2 + X3 < 10
4X1 - X2 - X3 > 15
X1 + X2 + X3 = 7

X1,X2 > 0 & X3 unrestricted


How the Dual is constructed from the Primal? Cont’

Dual form
Economic Interpretation of Dual Variables
• The dual variable represents the worth per unit of resource (the unit
worth of a resource / cost per unit of resource / shadow price of
resource)
• Look at the example:

The primal model determines the amounts (in tons/day) of x1 and x2 that
maximize the daily revenue subject to the constraints of M1 and M2 resources,
market and demand.
Economic Interpretation of Dual Variables cont’
In dual form:
y1 represents M1 resource
y2 represents M2 resource
y3 represents market limit
y4 represents demand limit

• The dual solution shows that the dual price (worth per unit) of raw material M1
(resource 1) is y1 = .75 (or $750 per ton) and that of raw material M2 (resource
2) is y2 = .5 (or $500 per ton).
• For the market and demand limits, the dual prices are both zero, which indicates
that their associated resources are abundant (i.e., they are not critical in
determining the optimum and, hence, their worth per unit, or dual price, is zero).
Economic Interpretation of Dual Constraints
• The dual constraint represents the reduce cost of activity.
Look at the example:

• The optimal primal solution calls for producing x2 = 100 and x3 = 230. No x1
product.
• Suppose that TOYCO is interested in producing x1. How can this be achieved?
• Looking at the reduced cost for x1 , x1 becomes attractive economically only if
its unit production cost is strictly less than its unit revenue.
• TOYCO can achieve this by increasing the unit price or decrease the input cost of
the production (= y1 + 3y2 + y3).
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