THE DUAL IN LP

ASSOCIATED WITH EVERY LP PROBLEM IS ANOTHER

LP PROBLEM CALLED ITS DUAL.
EACH MAXIMISING LP PROBLEM HAS IT
CORRESPONDING DUAL, A MINIMISING PROBLEM
EACH MINIMISING LP PROBLEM HAS ITS
CORRESPONDING DUAL, A MAXIMISING PROBLEM.
CONSIDER THE FOLLOWING PRIMAL PROBLEM
MAXIMISE Z =2T+4C+3B
SUBJECT TO
3T+4C+2B 60
2T+1C+2B 40
1T+3C+2B 80
T,C,B 0
WHERE
T= TABLES, C=CHAIRS &
B=BOOK CASE.
60=HOURS AVAILABLE IN ASSEMBLY.
40= HOURS AVAILABLE IN FINISHING
80= HOURS AVAILABLE IN PACKING
Z=TOTAL PROFIT.
UNIT PROFIT ON TABLE =2, CHAIR =4 &BOOK CASE =3

SOLUTION TO THE PRIMAL PROBLEM

CB

0
0
0

CB

XB

Sa
Sf
Sp
Zj
Cj-zj

Cj
Xj
-----RHS
60
40
80
0

2
T

4
C

3
B

0
Sa

0
Sf

0
Sp

RATIO

3
2
1
0
2

4
1
3
0
4

2
2
2
0
3

1
0
0
0
0

0
1
0
0
0

0
0
1
0
0

60/4 *
40/1
80/3

Cj.
Xj

2
T

4
C

3
B

0
SA

0
SF

0 RATIO
SP

4 C

RHS
15

3/4

1/2

1/4

0 SF

25

5/4

3/2

-1/4 1

3 SP

35

-5/4 0

1/2

-3/4 0

60

3
-1

2
1

1
-1

0
0

XB

Zj
Cj-Zj

4
0

0
0

15
=30
1
2
25
= 16 2 3 *
3
2
35
1
2

=70

CB

4
C

3
B

0
SA

0
SF

0
SP

4 C

Cj
2
Xj
T
RHS
1/3
6 23

1/3

-1/3

3 B

16 2 3

5/6

-1/6

2/3

-5/3 0
23/6 4
-11/6 0

0
3
0

-2/3
5/6
-5/6

-1/3
2/3
-2/3

1
0
0

XB

26 2 3
3 SP
Zj
76 2 3
Cj-Zj

THE PRIMAL SOLUTION IS:

C= 6 2 3 ; B=16 2 3 ; T=0 ; Z= 76 2 3
SIGNIFICANCE OF
1)Cj-Zj ROW IN OPTIMAL TABLEAU?
2)SP?
3)WHERE WOULD YOU ADD CAPACITY ?

THE DUAL PROBLEM

THE PRIMAL IS CONCERNED WITH MAXIMIZING
PROFIT FROM THREE PRODUCTS (PRODUCT
MIX).
THE DUAL WOULD BE CONCERNED WITH THE
RESOURCE HOURS (EVALUATION) TO PRODUCE
PRODUCTS.
LET SOMEBODY WANTS TO BUY ALL THE
CAPACITIES WITH THE RATES
ASSEMBLY
FINISHING
PACKING

Rs. A/HOUR
Rs. F/HOUR
Rs. P/HOUR.

TOTAL RENTAL WOULD BE Y = 60A+40F+80P

RENTER WANTS TO FIND THE VALUES OF A, F
AND P TO MINIMIZE Y.
THE COMPANY OWNER HAS HIS OWN
REQUIREMENTS OF PROFIT.
(PRIMAL) Z >= (DUAL) Y
2T+4C+3B 60A+40F+80P

EACH TABLE REQUIRES 3 ASSEMBLY HOURS. ,

2 FINISHING
HOURS AND 1 PACKAGING
HOURS., IT WOULD FETCH RUPEES 2 AS
PROFIT/UNIT.

3A+2F+1P > 2
SIMILARLY FOR CHAIR AND BOOK CASE
THAT IS
4A+1F+3P 4
2A+2F+2P 3
OF COURSE, THE RENTS A, F, P

 THE PRIMAL PROBLEM

MAX Z=2T+4C+3B
S.T. 3T+4C+2B 60
2T+1C+2B 40
1T+3C+2B 80
T,C,B 0
TURNS OUT TO BE IN ITS DUAL
MIN Y =60A+40F+80P
S.T. 3A+2F+1P 2
4A+1F+3P 4
2A+2F+2P 3
A, F, P 0
WHAT ARE THE ADVANTAGES?
COMPUTATIONAL
ECONOMICAL
MORE INSIGHT.
MAY HELP AVOIDING ARTIFICIAL VARIABLES

SOLUTION TO THE DUAL PROBLEM

INITIAL TABLEAU.
CB

XB

Cj
Xj

60
A

40
F

80
P

0 0 0 M M M
S1 S1 S3 A1 A2 A3

RATIO

RHS

A1

-1 0

2/3

A2

-1 0

A3

-1 0

3/2

Zj

9M 9M 5M 6M - - - M M
M M M
60- 40- 80- M M M 0 0
9M 5M 6M

M
M
M

CjZj

Carryout iterations until the final table is reached

M
0

FINAL TABLEAU (5TH)

CB XB

Cj

60

40 80 0

M M

Xj

S1

S1

S3

A1 A2

A3

60 A
0 S1
40 F

RHS
5
6
11
6
2
3

1
0
0

0
0
1

0
1
0

0
-1
0

- 16

3
1

Zj

76 2

60

40

53 1

62

62

26 2

62

M62

Cj-Zj

3
3

3
3

6
5

16 2

16 2

THE OPTIMAL SOLUTION IS

A= 5 6 , F= 2 3 , S1= 116 ; P=0,
Z = 76 2 3 = Y
THE OPTIMAL OBJECTIVE VALUES OF THE
PRIMAL AND DUAL PROBLEMS ARE THE SAME.
(THIS IS ALWAYS THE CASE).

16 2

M- 16 2 3

SOME IMPORTANT OBSERVATIONS

1. THE OPTIMAL VALUES OBTAINED IN THE
DUAL PROBLEM FOR A, F AND P ARE ALSO
FOUND IN THE PRIMARS FINAL TABLEAU.
SEE Cj Zj ROW UNDER SA, SF AND SP.

2. SIMILARLY THE OPTIMAL VALUES OBTAINED

IN THE PRIMAL FOR T, C AND B CAN BE NOTICED
IN THE FINAL TABLEAU OF DUAL IN THE Cj Zj
ROW UNDER SA, SF AND SP.
3. THUS SOLVING THE EXISTING PRIMAL OR
DUAL GETS US THE SOLUTION TO BOTH
PROBLEMS.
WHICH METHOD SHOULD BE APPLIED?

CONSIDER NUMBER OF CONSTRAINTS vis a vis

NUMBER OF VARIABLES

ECONOMIC INTERPRETATION

A PRIMAL PROBLEM:
MAXIMISE: Z = X1+2X2-3X3+4X4
S.T.

X1+2X2+2X3-3X4 25
2X1+X2-3X3+2X4
X1,X2,X3,X4

0.

THIS L.P. HAS TWO

AND 4 VARIABLES.

CONSTRAINT EQUATIONS

DUAL PROBLEM :
MINIMISE:
S.T.

W=25Y1+15Y2
Y1+2Y2 1
2Y1+Y2

2Y1-3Y2

-3

-3Y1+2Y2
Y1,Y2

15

COMMENTS:
Y1 AND Y2 ARE CALLED DUAL VARIABLES.
THE COEFFICIENTS OF OBJECTIVE FUNCTION
OF PRIMAL PROBLEM HAVE BECOME THE RHS
CONSTANTS OF THE DUAL
THE RHS OF THE PRIMAL HAVE BECOME THE
COEFFICIENTS OF THE DUAL PROBLEM
THE INEQUALITY SIGNS HAVE BEEN REVERSED.
THE
OBJECTIVE
IS
CHANGED
MAXIMIZATION TO MINIMIZATION

FROM

THE DUAL OF THE DUAL IS THE PRIMAL

PROBLEM
EACH COLUMN IN THE PRIMAL CORRESPONDS
TO A CONSTANT (ROW) IN THE DUAL.
THUS THE NUMBER OF CONSTRAINTS OF THE DUAL
IS EQUAL TO THE NUMBER OF PRIMAL VARIABLES.

EACH CONSTRAINT (ROW) IN THE PRIMAL

CORRESPONDS TO A COLUMN IN THE DUAL.

HENCE THERE IS ONE DUAL VARIABLE FOR

EVERY PRIMAL CONSTRAINT.

IN BOTH THE PRIMAL AND DUAL PROBLEMS,

THE VARIABLES ARE NON-NEGATIVE AND THE
CONSTRAINTS ARE IN EQUALITIES.

SUCH PROBLEMS ARE CALLED SYMMETRIC

DUAL LP

INTERPRETATION OF DUAL SOLUTIONS AS

SHADOW PRICES
IN ECONOMIC SENSE OPTIMAL DUAL SOLUTION
CAN BE INTERPRETED AS THE PRICE ONE PAYS
FOR THE CONSTRAINT RESOURCES.

SYMMETRIC DUAL LP:

A LP IS SAID TO BE IN SYMMETRIC FORM IF:
ALL THE VARIABLES ARE RESTRICTED TO BE
NON-NEGATIVE.
ALL THE CONSTRAINTS ARE INEQUALITIES.

in max problem
in min problem

Pr imal : Max Z cX
s.t.

AX b
X 0

Dual Min. Z Yb
s.t. . YA c
Y 0

Where :
A is an (m n) matrix
b is an (m 1) column vector
c is an (1 n) row vector
x is an (n 1) column vector
y is an (1 m) row vector

GENERAL RULES FOR WRITING THE DUAL OF A

LP SYMMETRIC FORM.
A LP IS SAID TO BE IN SYMMETRIC FORM IF:
ALL THE VARIABLES ARE RESTRICTED TO BE
NON-NEGATIVE.
ALL THE CONSTRAINTS ARE INEQUALITIES.
RULES
1 DEFINE ONE (NON NEGATIVE) DUAL VARIABLE
FOR EACH PRIMAL CONSTRAINT.
2 MAKE THE COST VECTOR OF THE PRIMAL THE
RHS VECTOR OF THE DUAL.
3 MAKE THE RHS VECTOR OF THE PRIMAL THE
COST VECTOR OF THE DUAL.
4 THE TRANSPOSE OF THE COEFFICIENT MATRIX
OF THE PRIMAL BECOMES THE CONSTRAINT
MATRIX OF THE DUAL.
5 REVERSE THE DIRECTION OF THE CONSTRAINT
INEQUALITIES.
6 REVERSE THE OPTIMIZATION DIRECTION.
7 VERIFY.

EXAMPLE:
PRIMAL:

Max. Z c1 X 1 c 2 X 2 c n X n
s.t.

a11 X 1 a12 X 2 a1n X n b1

a m1 X 1 a m 2 X 2 a mn X n bm
X 1 , X 2 X n 0

DUAL:

Min. W b1Y1 b2Y2 bmYm

s.t.

a11Y1 a 21Y2 a m11 Ym c1

a12Y2 a 22Y2 am2Ym c 2

a1nY1 a 2 nY2 amnYm c n

y1........ym 0

INTERPRETATION OF DUAL SOLUTIONS AS

SHADOW PRICES
IN ECONOMIC SENSE OPTIMAL DUAL SOLUTION
CAN BE INTERPRETED AS THE PRICE ONE PAYS
FOR THE CONSTRAINT RESOURCES.
BY MAIN DUALITY THEOREM
THE OPTIMAL VALUES OF THE OBJECTIVE
FUNCTIONS OF THE PRIMAL AND DUAL ARE
EQUAL.
IF X , Y ARE THE RESPECTIVE OPTIMAL
SOLUTIONS
Z0=CX =Y B=W0
0

THAT IS: THE OPTIMAL VALUE OF LP IS GIVEN

BY:
Z0 =Y1 B1+Y2 B2+.+YM BM
0

WHERE:
B1,B2..BM REPRESENT THE LIMITED
QUANTITIES OF RESOURCES.
Y1 ,Y2 YM ARE THE OPTIMAL VALUES OF
THE DUAL VARIABLES.
0

SUPPOSE
THAT LEVEL OF RESOURCES (say 1(B1)) BE
ALTERED.
FOR SMALL VALUES OF B1, SAY ( b , THE NET
CHANGE IN THE OPTIMAL VALUE OF LP Z0 IS
GIVEN BY Y1 ( b )
1

IN OTHER WORDS:
THE OPTIMAL VALUE OF THE DUAL VARIABLE
FOR EACH PRIMAL CONSTRAINT GIVES THE NET
CHANGE IN THE OPTIMAL VALUE OF THE
OBJECTIVE FUNCTION FOR UNIT INCREASE IN
THE RHS CONSTANTS.
THESE ARE HENCE CALLED 'SHADOW PRICES' ON
THE CONSTRAINT RESOURCES.
THESE COULD BE USED TO DETERMINE
WHETHER IT IS ECONOMICAL TO GET
ADDITIONAL RESOURCES AT PREMIUM PRICES.