Dual Problem of an LPP

Given a LPP (called the primal problem), we

shall associate another LPP called the dual
problem of the original (primal) problem. We
shall see that the Optimal values of the primal
and dual are the same provided both have
finite feasible solutions. This topic is further
used to develop another method of solving
LPPs and is also used in the sensitivity (or
post-optimal) analysis.

Definition of the dual problem

Given the primal problem (in standard form)
Maximize z c1 x1 c2 x2 ... cn xn
subject to

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2
.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0, b1 , b2 ,..., bm 0

the dual problem is the LPP

Minimize
subject to

w b1 y1 b2 y2 ... bm ym
a11 y1 a21 y2 ... am1 ym c1
a12 y1 a22 y2 ... am 2 ym c2
.
.
a1n y1 a2 n y2 ... amn ym cn
y1 , y2 ,..., yn unrestricted in sign

If the primal problem (in standard form) is

Minimize z c1 x1 c2 x2 ... cn xn
subject to

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2

.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0, b1 , b2 ,..., bm 0

Then the dual problem is the LPP

Maximize w b1 y1 b2 y2 ... bm ym
subject to
a11 y1 a21 y2 ... am1 ym c1
a12 y1 a22 y2 ... am 2 ym c2
.
.
a1n y1 a2 n y2 ... amn ym cn
y1 , y2 ,..., yn unrestricted in sign

We thus note the following:

1. In the dual, there are as many (decision)
variables as there are constraints in the
primal.
We usually say yi is the dual variable
associated with the ith constraint of the
primal.
2. There are as many constraints in the dual as
there are variables in the primal.

3. If the primal is maximization then the

dual is minimization and all constraints
are
If the primal is minimization then the dual
is maximization and all constraints are
4. In the primal, all variables are 0 while in
the dual all the variables are
unrestricted in sign.

5. The objective function coefficients cj of

the primal are the RHS constants of the
dual constraints.
6. The RHS constants bi of the primal
constraints are the objective function
coefficients of the dual.
7. The coefficient matrix of the constraints
of the dual is the transpose of the
coefficient matrix of the constraints of
the primal.

Problem 1
Write the dual of the LPP
Maximize
subject to

z 5 x1 2 x2

x1 x2 2
2 x1 3 x2 5
x1 , x2 0

Thus the primal in the standard form is:

Maximize z 5 x1 2 x2 0 x3 0 x4
subject to

x1 x2 x3
2 x1 3 x2

2
x4 5

x1 , x2 , x3 , x4 0

Hence the dual is:

Minimize
subject to

w 2 y1 5 y2

y1 2 y2 5
y1 3 y2

y1

y2

y1 , y2 unrestricted in sign

y1 0, y2 0

Problem 2
Write the dual of the LPP
Minimize z 6 x1 3 x2
subject to

6 x1 3 x2 x3 2

3 x1 4 x2 x3 5
x1 , x2 , x3 0

Thus the primal in the standard form is:

Minimize z 6 x1 3x2 0 x3 0 x4 0 x5
subject to

6 x1 3 x2 x3 x4
3 x1 4 x2 x3

2
x5 5

x1 , x2 , x3 , x4 , x5 0

Hence the dual is:

Maximize w 2 y1 5 y2
subject to
6 y1 3 y2 6
3 y1 4 y2 3
y1
y1

y2 0
0

y2 0
y1 , y2 unrestricted in sign

y1 , y2 0

Problem 3
Write the dual of the LPP
Maximize
subject to

z x1 x2
2 x1 x2 5
3x1 x2 6
x1 , x2 unrestricted in sign

Thus the primal in the standard form is:

Maximize

zx x x x

subject to

2x 2x x x 5
3x 3x x x 6

x ,x ,x ,x 0

Hence the dual is:

w 5 y1 6 y2

Minimize
subject to

2 y1 3 y2 1
2 y1 3 y2 1
y1

y2 1

y1

y2 1

y1 , y2 unrestricted in sign

2 y1 3 y2 1

y1 y2 1

From the above examples we get the

following SOB rules for writing the dual:
Label
Sensible
Odd
Bizarre
Sensible
Odd
Bizarre

Maximization
Constraints
form
= form
form
Variables
0
unrestricted
0

Minimization
Variables
0
unrestricted
0
Constraints
form
= form
form

Theorem: The dual of the dual is the primal

(original problem).
Proof. Consider the primal problem (in standard
form)
z c1 x1 c2 x2 ... cn xn
Maximize
subject to

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2
.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0

The dual problem is the LPP

Minimize w b1 y1 b2 y2 ... bm ym
subject to

a11 y1 a21 y2 ... am1 ym c1

a12 y1 a22 y2 ... am 2 ym c2
.
.
a1n y1 a2 n y2 ... amn ym cn
y1 , y2 ,..., yn unrestricted in sign

Case (i): All cj 0. Then the dual problem in

the standard form is the LPP

Minimize w b1 y1 b1 y1 ... bm ym bm ym
0t1 0t 2 ... 0t n

subject to

a11 y1 a11 y1 ... am1 ym am1 ym t1 c1

a12 y1 a12 y1 ... am 2 ym am 2 ym t 2 c2
.
.
a1n y1 a1n y1 ... amn ym amn ym t n cn

y , y ,..., y , y , t1 , t 2 ,..., t n 0

Hence its dual is the LPP

Maximize z c1 x1 c2 x2
subject to

... cn xn

a11 x1 a12 x2 ... a1n xn b1

a11 x1 a12 x2 ... a1n xn b1
.
am1 x1 am 2 x2 ... amn xn bm
am1 x1 am 2 x2 ... amn xn bm
x1 0, x2 0,..., xn 0
x1 , x2 ,..., xn unrestricted in sign

Which is nothing but the LPP

Maximize z c1 x1 c2 x2 ... cn xn
subject to

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2
.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0

This is the primal problem.

Case (ii): All cj 0 except c1. Then the dual

problem in the standard form is the LPP
w b1 y1 b1 y1 ... bm y m bm y m

Minimize

0t1 0t 2 ... 0t n

Subj

a
y

a
y

...

a
y

a
y

c
11
1
11
1
m
1
m
m
1
m
1
1
ect

a12 y1 a12 y1 ... am 2 ym am 2 ym t 2 c2

to
.
.

1n 1

1n 1

a y a y ... amn y amn y t n cn

y , y ,..., y , y , t1 , t 2 ,..., t n 0

Hence its dual is the LPP

Maximize z c1v1 c2 x2 ... cn xn
subject to

a11v1 a12 x2 ... a1n xn b1

a11v1 a12 x2 ... a1n xn b1
.
am1v1 am 2 x2 ... amn xn bm
am1v1 am 2 x2 ... amn xn bm
v1 0, x2 0,..., xn 0
v1 , x2 ,..., xn unrestricted in sign

Which is nothing but the LPP

Maximize
subject to

z c1v1 c2 x2 ... cn xn
a11v1 a12 x2 ... a1n xn b1
a21v1 a22 x2 ... a2 n xn b2
.
.
am1v1 am 2 x2 ... amn xn bm
v1 0, x2 ,..., xn 0

Putting x1 v1

This is nothing but the LPP

Maximize
subject to

z c1 x1 c2 x2 ... cn xn
a11 x1 a12 x2 ... a1n xn b1
a21 x1 a22 x2 ... a2 n xn b2
.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0

This is the primal problem. Cases where

other cj are 0 are similarly treated.