DEPARTMENT OF MATHEMATICS, INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

MAM 010 OPTIMIZATION TECHNIQUES

Tutorial Sheet - V (Duality Theory Spring 2017

Write the duals of the following LP problems. In each case verify that the dual of the dual
is the primal. Solve the primal and wherever possible deduce the solution of the dual in
each case.

1. Minimize 6x 1 + 3x 2 subject to 3x 1 + 4x 2 + x 3 ≥ 5, 6x 1 – 3x 2 + x 3 ≥ 2, x 1 , x 2 , x 3
≥ 0.

2. Minimize x 1 – 3x 2 – 2x 3 subject to 3x 1 – 4x 2 ≥ 12, 3x 1 – x 2 + 2x 3 ≤ 7, –4x 1 +

3x 2 + 8x 3 = 10, x 1 ≥ 0, x 2 ≥ 0, x 3 unrestricted.

3. Maximize x 1 + 6x 2 + 4x 3 + 6x 4 subject to 2x 1 + 3x 2 + 17x 3 + 80x 4 ≤ 48, 8x 1 +

4x 2 + 4x 3 + 4x 4 = 21, x 2 , x 3 ≥ 0, x 1 , x 4 unrestricted.

4. Minimize 48y 1 + 21y 2 subject to 2y 1 + 8y 2 = 1, 3y 1 + 4y 2 ≥ 6, 17y 1 + 4y 2 ≥ 4,

80y 1 + 4y 2 = 6, y 1 ≥ 0, y 2 unrestricted.

5. Minimize x 1 + x 2 s. t. 2x 1 + x 2 ≥ 8, 3x 1 + 7x 2 ≥ 21, x 1 ≥ 0, x 2 ≥ 0.

6. Maximize 3x 1 + 4x 2 s. t. x 2 – x 1 ≤1, x 1 + x 2 ≥ 4, x 1 – 3x 2 ≤ 3, x 1 ,x 2 ≥ 0.

7. Maximize y 1 + y 2 + y 3 s. t. 2y 1 + y 2 + 2y 3 ≤ 2, 4y 1 + 2y 2 + y 3 ≤ 2, y j ≥ 0 for j =
1, 2, 3.

8. Maximize 2x 1 + 5x 2 + 3x 3 subject to 4x 1 + x 3 ≤ 420, 2x 2 + 3x 3 ≤ 460, 2x 1 + x 2

+ x 3 ≤ 500, x 1 , x 2 , x 3 ≥ 0.

Answers:
1 Primal: (0,0,5):0 ; Dual: (0,0):0.
2 Primal : Infeasible ; Dual: Unbounded.
3 Primal : Unbounded ; Dual no solution.
4 Primal : Infeasible ; Dual: Unbounded.
5 Primal: (35/11, 18/11) : 53/11 ; Dual: (4/11, 1/11): 53/11.
6 Primal unbounded, dual no solution.
7 Primal : (0,0.6667,0.6667) : 1.3333 ; Dual : (0.3333,0.3333) : 1.3333.
8 Primal (105, 230, 0): 1360 ; Dual: (0.5, 2.5,0): 1360.

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