Finding the Dual of a Linear Programming Problem 1.

Write the linear programming problem in (coefficient) matrix form (no slack or surplus variables). LP Problem Maximize p = 3x + 4y + z subject to 2x + y <= 6 x - z <= 5 x + y + 4z <= 8 x >= 0, y >= 0, z >= 0 Matrix Form 2 1 1 3 1 0 1 4 0 -1 4 1 6 5 8 0

You fill this one out Minimize p = x - 4y subject to x - 3y >= 1 x + 2y >= 5 2x - y >= 0 x >= 0, y >= 0, z >= 0 Transpose 2. Next take the transpose of the given matrix.

3.

Now translate the (transposed) matrix into a new linear programming problem. If the original problem was a maximize problem, the new one is a minimize problem, and vice-versa. If the original inequalities were <= then the new ones are >= and vice-versa. If the original variables were x, y, z, ..., then the new ones are s, t, u, ... Dual Problem Minimize s + 5t + 0u subject to s + t + 2u >= 1 -3s + 2t - u >= -4 s, t, u >= 0

Solving a Standard Minimzation Problem Using Duality Let us solve the following standard minimzation problem from Example 1 in Section 4.5 of the text. Minimize c = 2000s + 3000t subject to 2s + t >= 20 s + 2t >= 20 3s + 4t >= 50 s >= 0, t >= 0 1. Convert the given problem to the dual maximization problem. Matrix Form Transpose 0 0 0 (automatic -- check the cell formulas to see how) 0 0 0 0 0 0

Maximize p =

Dual Problem 0 x 0 x 0 x

+ + +

(automatic -- check the cell formulas to see how it works) 0 y + 0 z 0 y + 0 z <= 0 0 y + 0 z <= 0

2. Now use the simplex method to set up and solve the dual (standard maximization) problem.

Basic Solution to Dual Problem 0 = 0 0 = 0 0 = 0 3. Now read off the solution.

Basic Solution to Original Problem 0 = #DIV/0! 0 = #DIV/0! c = #DIV/0! Click on these cells to see how to read off the solution to the original problem from the final tableau.

heck the cell formulas to see how) 0 0 0

subject to

x 1 z 1 t 1 p 2 -5 40

y 1 2 -10

z 3 0 0

s 1 -4 50

t 0 3 0

s =

p 0 0 3

Ans 2000 1000 100000

2 3