J. Scr. HIROSHIMA UNIV. SER.

A-I
30 (1966), 41-43

Some Examples Related to Duality Theorem

in Linear Programming

Michio YOSHIDA
(Received March 11, 1966)

The duality problems in linear programming may read as follows. Sup-

pose an m x n matrix A —{aij), a column vector 6 = (όi, • •-, bm) and a row
vector c — (ci, , cn) are given.
The primal problem: Find a column vector u = (uu •••,un) which maxi-
mizes the linear form cu subject to the conditions Au<,b and M^>0.
The dual problem: Find a row vector v — (vu - ,vn) which minimizes the
linear form vb subject to the conditions vA^>c and v^>0.
In each problem a vector satisfying the required conditions is called feasible,
and if it attains the maximum or minimum it is called optimal.
These problems can be represented by the following tableau:

Uι •• • Uj •• • un <:

an ••• aij • din

Vi an •
• • a{j •• ain bi

Vm am\ • Cimj ••
• amn bm
^\min
VII C\ • Cj • cn
max ^ ^

By taking inner products of the row of u'& with the rows of A and the row
of c's, we obtain the constraints Au<^b and the linear form cu of the primal;
the inner products of the column of v's with the columns of A and the
column of δ's yield the dual constraints Av^>c and the linear form vb.
Associated with these problems is the following well-known theorem:
The Duality Theorem. If the primal is feasible and if sup cu<°°, then
there exist optimal solutions in the dual as well as in the primal, and moreover
the extremal values of the linear forms coincide, i.e., max cα = min vb.
In the foregoing paper [_ 1 J, M. Ohtsuka investigated the problems in a
very general situation, and obtained extensions of the duality theorem. We
refer necessary notions and notations to [_ 1 J. We shall show in the present
paper that the conditions imposed in Ohtsuka's Theorems 2 and 3 are in a
way necessary. Actually, even if Jίφfi, — oo<M<oo and Φ, f and g are
42 Michio YOSHIDA

all continuous and non-negative, we have examples where respectively

1. There exist no optimal measures in the primal.
2. Though an optimal measure exits in the primal, Jί' = 0.
3. There exists an optimal measure in the primal and Jί'Φft, M=M\ nev-
ertheless there exist no optimal in the dual.
4. Though there exist optimal measures both in the primal and the dual,
nevertheless M<M.
Examples shall be given by the tableaux which are so explanatory that
further explanations will be superfluous.

1. X={1}, Y={N,ω}: the Alexandroff one point compactification of the

discrete space N of all natural numbers.

IIΛ
«1 Un

1 1
V 1 0 1
2 n

1/ 1 \ 1 (l — 1 1 /r 1 x^min
VII 1 \\ 1 ) 2 2 -)••
• n \ • ) -
0

2. X=Y={N,ω}
IIΛ

lίl u2 •

V! 1 1
1 1
V2
22
0 23

Vn
1
2
i 3
n n
0
0 0

1 1 Xxmin
VII 1
2
0
71 max \
 Some Examples Related to Duality Theorem in Linear Programming 43

3. X={N,ω}, Y={1}

VII
u

1 1
1 1
2 22

1 1
2
n n

vω 0 0

VII 1
maxΓ^"
4. X=Y={N,ω}

U\ U>2 ... Un
<;
Vl
n
... o 1

1 1 o 1
V2
n 22 22

Vn
1 1 o 1
n nn nn
1 1
Vn+l ... o 1
n Cn + D- {n + lT+l)

1 1 o 1
Vk
n kk

vω ... o ... o 0

VII n
.. o
max ^ \

Reference

[ 1] M. Ohtsuka: A generalization of duality theorem in the theory of linear programming, this journal.

Department of Mathematics,
Faculty of Science,
Hiroshima University