Duality in linear programming

Prepared by:Sandeep Ranjan IMBA 6th sem

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The concept of duality

Every L.P.P has a mirror image in the form of another L.P.P called its dual. It describes that linear programming problem exists in pairs. Corresponding to every given L.P.P there is another L.P.P. Deriving the dual to a given primal problem. When the primal is a maximisation problem , the dual is a minimisation problem & viceversa.For an m-variable & constraints primal, the dual has n-variables & m-constraints.

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Condition for Duality

Express

in standard form. All the variables should be non-negative. All the constraints should be of <= type if the problem is of maximization type. All the constraints should be of >= type if the problem is of minimization type. If needded , the direction the direction of inequality is reversed by multiplying with -1.

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Writing the Dual:

Case

-1 Write the Dual of given L.P.P: Maximize Z=40x1+35x2 subject to 2x1+3x2<=60 4x1+3x2<=96 x1,x2>= 0

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Dual of L.P.P with mixed constraints:

Case

2 Write the dual of the following L.P.P: Minimise Z=10x1+20x2 Subject to 3x1 + 2x2 >=18 x1+3x2>= 8 2x1-x2<=6 x1,x2>= 0

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 Case

-3 Obtain the dual of the given L.P.P Maximise Z=8x1+10x2+5x3 Subject to x1-x3<=4 2x1+4x2<=12 x1+x2+x3>=2 3x1+2x2-x3=8 x1,x2,x3>=0

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 Case-4 Obtain

the dual of the following L.P.P Maximise Z=3x1+5x2+7x3 Subject to x1+x2+3x3<=10 4x1-x2+2x3>=15 x1,x2>=0, x3 unrestricted in sign

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Thank you

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