Duality Concept in

Linear Programming

Prof. Biswajit Mahanty

Professor
Department of Industrial and Systems Engineering
Indian Institute of Technology Kharagpur
Duality Concept
 Primal vs Dual
Primal Dual
Max Z = cx Min W = yb
s.t. Ax <= b s.t. yA >= c
x >= 0 y >= 0

Where
• A is (m x n) matrix,
• b and x are column vectors,
• y and c are row vectors.

3
 Original and the Dual Problem
Original Problem Dual Problem
Max Z = 600x1 + 400x2 Min Y = 360y1 + 160y2 + 300y3
s.t. s.t.
4x1 + 3x2 <= 360; y1 4y1 + 2y2 + 2y3 >= 600; x1
2x1 + x2 <= 160; y2 3y1 + y2 + 3y3 >= 400; x2
2x1 + 3x2 <= 300; y3

Non-negativity constraints Non-negativity constraints

x1 >= 0; x2 >= 0 y1 >= 0; y2 >= 0; y3 >= 0;

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 Primal Solution: Simplex Optimal Table
Cj 600 400 0 0 0 Nomenclature

Ci Basis Values x1 x2 x3 x4 x5 Basic Variables: x2 , x1 , x5 ;

400 x2 40 0 1 1 –2 0 Non-Basic Variables: x3 , x4 ;

600 x1 60 1 0 –1/2 3/2 0 Note the shadow Prices of the
0 x5 60 0 0 –2 3 1 three resources:

Zj 100 100 For R1 = 100;

For R2 = 100;
Cj – Z j 0 0 –100 –100 0
For R3 = 0;
As all the Cj – Zj values are negative for a
maximization problem, we have found the optimal
solution. x1* = 60; x2* = 40; Z* = 52000.
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 Dual Problem: Optimal Table
Cj 360 160 300 0 0 Optimal Solution is
Found at the
Ci Basis Values y1 y2 y3 y4 y5 Fourth Table.
-------------------------
0 y2 100 0 1 –3 –3/2 2
Optimal Solution:
360 y1 100 1 0 2 1/2 –1
y1* = 100;
Cj – Zj 0 0 60 60 40
y2* = 100;
Note the shadow Prices of the two resources: y3* = 0;

Resource related to y4 = 60; Z* = 360y1 + 160y2

Resource related to y5 = 40; + 300y3 = 52000
------------------------- 6
 Original and Dual Solutions
Original Problem Dual Problem
Max Z = 600x1 + 400x2 Min Y = 360y1 + 160y2 + 300y3
s.t. s.t.
4x1 + 3x2 <= 360; y1 4y1 + 2y2 + 2y3 >= 600; x1
2x1 + x2 <= 160; y2 3y1 + y2 + 3y3 >= 400; x2
2x1 + 3x2 <= 300; y3
y1 >= 0; y2 >= 0; y3 >= 0;
x1 >= 0; x2 >= 0
Optimal solution: x1* = 60; Optimal Solution: y1* = 100; y2* = 100;
x2* = 40; Z* = 52000. y3* = 0; Z* = 52000
Shadow Prices of the three Shadow Prices of the two resources:
resources: 100, 100, 0 60, 40
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 Dual of a Dual is Primal
Original Problem Dual Problem
Max Z = 600x1 + 400x2 Min Y = 360y1 + 160y2 + 300y3
s.t. s.t.
4x1 + 3x2 <= 360; y1 4y1 + 2y2 + 2y3 >= 600; x1
2x1 + x2 <= 160; y2 3y1 + y2 + 3y3 >= 400; x2
2x1 + 3x2 <= 300; y3
y1 >= 0; y2 >= 0; y3 >= 0;
x1 >= 0; x2 >= 0
Optimal solution: x1* = 60; Optimal Solution: y1* = 100; y2* = 100;
x2* = 40; Z* = 52000. y3* = 0; Z* = 52000
Shadow Prices of the three Shadow Prices of the two resources:
resources: 100, 100, 0 60, 40
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 Primal and Dual in LP Standard Forms
Primal Problem Dual Problem
Objective Function Objective Function
Maximization Minimization
Constraint Type Variable Type
<=
<= >= 0
Variable Type Constraint Type
>= 0 >=
Note that the Dual variable type is >= 0 (Minimization Standard Form) because
Primal constraint type is <= (Maximization Standard Form)
Also note that the Dual constraint type is >= (Minimization Standard Form) because
Primal variable type is >= 0 (Maximization Standard Form)
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Primal and Dual in LP Non-Standard Forms
Primal Problem Dual Problem
Objective Function Objective Function
Maximization Minimization
Constraint Type Variable Type
<= >= 0
= Unrestricted in sign
>= <= 0
Variable Type Constraint Type
>= 0 >=
Unrestricted in sign =
<= 0 <=
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Primal and Dual in LP Non-Standard Forms
Primal Problem Dual Problem
Objective Function Objective Function
Minimization Maximization
Constraint Type Variable Type
<= <= 0
= Unrestricted in sign
>= >= 0
Variable Type Constraint Type
>= 0 <=
Unrestricted in sign =
<= 0 >=
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 An Example Problem
Find the dual of the following problem:
Maximize Z = x1 + 2x2 – x3
s.t 2x1 + x2 – 3x3 <= 15
– 4x1 – x2 + x3 <= 12
x 1 + 3 x2 <= 20
x1, x2, x3 are unrestricted in sign

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 Primal and Dual Problem
Primal Problem Dual Problem
Maximize Z = x1 + 2x2 – x3 Minimize Y = 15y1 + 12y2 + 20y3

s.t 2x1 + x2 – 3x3 <= 15 y1 s.t 2y1 – 4y2 + y3 = 1

– 4x1 – x2 + x3 <= 12 y2 y1 – y2 + 3y3 = 2
x 1 + 3 x2 <= 20 y3 –3y1 + y2 = –1
x1, x2, x3 are y1 >= 0, y2 >= 0, y3 >= 0,
unrestricted in sign

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 Another Example Problem
Find the dual of the following problem:
Maximize Z = x1 + 2x2 + 4x3
s.t 2x1 + x2 – 3x3 = 15
4x1 – x2 + x3 >= 22
x1 + 2 x2 <= 20
x1 >= 0; x2 >= 0; x3 <= 0;

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 Primal and Dual Problem
Primal Problem Dual Problem
Maximize Z = x1 + 2x2 + 4x3 Minimize Y = 15y1 + 22y2 + 20y3

s.t 2x1 + x2 – 3x3 = 15 y1 s.t 2y1 + 4y2 + y3 >= 1

4x1 – x2 + x3 >= 22 y2 y1 – y2 + 2y3 >= 2
x1 + 2 x2 <= 20 y3 –3y1 + y2 <= 4

x1 >= 0; x2 >= 0; x3 <= 0; y1 unrestricted in sign; y2 <= 0; y3 >= 0;

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 Duality and
Complementary Slackness
Duality Theorem 1: Weak Duality Theorem
Primal Dual
Max Z = cx Min W = yb
s.t. Ax <= b s.t. yA >= c
x >= 0 y >= 0
Theorem 1: Weak Duality Theorem
For symmetric primal-dual linear programs, the value of the objective
function of the minimum problem (dual) for any feasible solution is always
greater than or equal to that of the maximum problem (primal): yb >= cx

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 Original and Dual Optimal Solutions
Original Problem
Max Z = 600x1 + 400x2
s.t.
4x1 + 3x2 <= 360;
2x1 + x2 <= 160;
2x1 + 3x2 <= 300;
Non-negativity constraints
x1 >= 0; x2 >= 0
Optimal Solution: x1* = 60;
x2* = 40; Z* = 52000;
Dual Problem
Min Y = 360y1 + 160y2 + 300y3
s.t.
4y1 + 2y2 + 2y3 >= 600;
3y1 + y2 + 3y3 >= 400;
Non-negativity constraints
y1 >= 0; y2 >= 0; y3 >= 0;
Optimal Solution: y1* = 100;
y2* = 100; y3* = 0; Z* = 52000;
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 x1 = 0 Graphical Solution
x2 axis
(0,160) G
• Solution Space is OABCD Objective Functon
• It is Feasible Max Z = 600x1 + 400x2
• It is Bounded O: (0,0); Z = 0;
(0,120) E
A: (0,100); Z = 40000;
B: (30,80); Z = 50000;
(0,100) A C: (60, 40; Z = 52000;
(45,70)
H D: (80,0); Z = 48000;
(30,80) B
C Optimal Solution is
(60,40) found at point C
x2 = 0 x1* = 60; x2* = 40;
O D F I x1 axis
(0,0) (80,0) (90,0) (150,0) Z* = 52000
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 Weak Duality Theorem
Theorem 1: Weak Duality Theorem
For symmetric primal-dual linear programs, the value of the objective
function of the minimum problem (dual) for any feasible solution is always
greater than or equal to that of the maximum problem (primal): yb >= cx

Corollary 1: Objective function value of maximum problem for any feasible

solution is a lower bound of the minimum problem objective function

Corollary 2: Objective function value of minimum problem for any feasible

solution is an upper bound of the maximum problem objective function.

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 Weak Duality Theorem
Theorem 1: Weak Duality Theorem
For symmetric primal-dual linear programs, the value of the objective
function of the minimum problem (dual) for any feasible solution is always
greater than or equal to that of the maximum problem (primal): yb >= cx

Corollary 3: If primal is feasible and Objective function is unbounded, then

the dual problem cannot have a feasible solution

Corollary 4: If dual is feasible and Objective function is unbounded, then

the primal problem cannot have a feasible solution

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 Optimality Criteria Theorem
Theorem 2: Optimality Criteria Theorem
If there exist feasible solutions xo and yo for the symmetric
primal-dual linear programs, such that corresponding values of
their objective functions are equal, then these feasible solutions
are in fact optimal solutions to their respective problems.

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 Original and Dual Optimal Solutions
Original Problem
Max Z = 600x1 + 400x2
s.t.
4x1 + 3x2 <= 360;
2x1 + x2 <= 160;
2x1 + 3x2 <= 300;
Non-negativity constraints
x1 >= 0; x2 >= 0
Optimal Solution: x1* = 60;
x2* = 40; Z* = 52000;
Dual Problem
Min Y = 360y1 + 160y2 + 300y3
s.t.
4y1 + 2y2 + 2y3 >= 600;
3y1 + y2 + 3y3 >= 400;
Non-negativity constraints
y1 >= 0; y2 >= 0; y3 >= 0;
Optimal Solution: y1* = 100;
y2* = 100; y3* = 0; Z* = 52000;
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 Main Dual Theorem
Theorem 3: Main Dual Theorem

If both the primal and dual problems are feasible, then they both
have optimal solutions such that their optimal values of the
objective functions are equal.

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 Complementary Slackness Theorem
Primal Dual
Max Z = cx Min W = yb
s.t. Ax <= b s.t. yA >= c
x >= 0 y >= 0
Let xo and yo be feasible for the primal and the dual problems
respectively, then xo and yo are optimal to their respective
problem, if and only if:
(yoA – c)xo + yo(b – Axo) = 0

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 Complementary Slackness Theorem
Theorem 4: Complementary Slackness Theorem
Let xo and yo be feasible for the primal and the dual problems
respectively, then xo and yo are optimal to their respective
problem, if and only if:
(yoA – c)xo + yo(b – Axo) = 0

Now, uo = (b – Axo) and vo = (yoA – c) are slack variables;

So we have, voxo + youo = 0

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 Complementary Slackness Theorem
Theorem 4: Complementary Slackness Theorem
Let xo and yo be feasible for the primal and the dual problems
respectively, then xo and yo are optimal to their respective
problem, if and only if: (yoA – c)xo + yo(b – Axo) = 0
uo = (b – Axo) and vo = (yoA – c) are slack variables;
So, we have: voxo + youo = 0;
Complementary Slackness Condition
vjoxjo = 0 for all j = 1…n and yiouio = 0 for all i = 1…m
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 Complementary Slackness Condition
A simple statement of the Complementary Slackness Condition is that

If at the optimal point, the primal slack vanishes, i.e. a primal constraint
turns to equality, then the corresponding dual variable exists in the basis.

In other words

If at the optimal point, the dual slack vanishes, i.e. a dual constraint turns
to equality, then the corresponding primal variable exists in the basis.

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 Original and Dual Optimal Solutions
Original Problem
Max Z = 600x1 + 400x2
s.t.
4x1 + 3x2 <= 360;
2x1 + x2 <= 160;
2x1 + 3x2 <= 300;
Non-negativity constraints
x1 >= 0; x2 >= 0
Optimal Solution: x1* = 60;
x2* = 40; Z* = 52000;
Dual Problem
Min Y = 360y1 + 160y2 + 300y3
s.t.
4y1 + 2y2 + 2y3 >= 600;
3y1 + y2 + 3y3 >= 400;
Non-negativity constraints
y1 >= 0; y2 >= 0; y3 >= 0;
Optimal Solution: y1* = 100;
y2* = 100; y3* = 0; Z* = 52000;
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 Complementary Slackness Condition
Primal Problem Dual Problem Note that
Max Z = 600x1 + 400x2 as the dual
Min Y = 360y1 + 160y2 + 300y3
variable
s.t. Dual s.t. Primal exists, the
4x1 + 3x2 = 360; y1 4y1 + 2y2 + 2y3 = 600; x1 primal
2x1 + x2 = 160; y2 3y1 + y2 + 3y3 = 400; x2 slack has
2x1 + 3x2 <= 300; y3 vanished
Non-negativity constraints and vice
Non-negativity constraints y1 >= 0; y2 >= 0; y3 >= 0; versa
x1 >= 0; x2 >= 0
Optimal Solution: x1* = 60; Optimal Solution: y1* = 100;
x2* = 40; Z* = 52000; y2* = 100; y3* = 0; Z* = 52000;
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 An Example Problem
Solve the following linear programming problem by only inspecting
its dual:
Maximize Z = x1 + 2x2 – x3
s.t 2x1 + x2 – 3x3 <= 5
– 4x1 – x2 + x3 <= 4
x 1 + 3 x2 <= 6
x1, x2, x3 are unrestricted in sign

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 Primal and Dual Problem
Primal Problem Dual Problem
Maximize Z = x1 + 2x2 – x3 Minimize Y = 5y1 + 4y2 + 6y3

s.t 2x1 + x2 – 3x3 <= 5 y1 s.t 2y1 – 4y2 + y3 = 1

– 4x1 – x2 + x3 <= 4 y2 y1 – y2 + 3y3 = 2
x 1 + 3 x2 <= 6 y3 –3y1 + y2 = –1
x1, x2, x3 are y1 >= 0, y2 >= 0, y3 >= 0,
unrestricted in sign

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 Solving Dual by Inspection
Dual Problem • By 3 times (1) – (2), we get: 5y1 – 11 y2 = 1
Minimize Y = 5y1 + 4y2 + 6y3 • Also, 11 times (3), –33 y1 + 11y2 = –11
• Adding above, –28y1 = –10; so y1 = 5/14;
s.t 2y1 – 4y2 + y3 = 1
..(1) • Putting in (3): y2 = 3y1–1 = 15/14–1 = 1/14;
y1 – y2 + 3y3 = 2 • Putting in (2): 5/14–1/14+3y3 = 2
..(2) • so 3y3 = 2 – 4/14 = 24/14 so y3 = 8/14;
–3y1 + y2 = –1 • Hence, the Dual Optimal Solution will be:
..(3) • y1* = 5/14; y2* = 1/14; y3* = 8/14;
y1 >= 0, y2 >= 0, y3 >= 0, • Y* = 5*5/14 + 4*1/14 + 6*8/14 = 11/2;
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 Solving the Primal
Primal Problem Dual Optimal Solution:
• y1* = 5/14; y2* = 1/14; y3* = 8/14;
Maximize Z = x1 + 2x2 – x3
• Y* = 5*5/14 + 4*1/14 + 6*8/14 = 11/2;
s.t 2x1 + x2 – 3x3 <= 5 y1
Since, all the dual variables exist in the
– 4x1 – x2 + x3 <= 4 y2 optimal solution, we can infer by
x 1 + 3 x2 <= 6 y3 complementary slackness condition that
x1, x2, x3 are all the primal slack will vanish at the
unrestricted in sign optimal point.
i.e. At the optimal point, all the primal
constraints will turn to equality.
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 Solving the Primal
Primal Constraints at the • By (1) + 3 times (2), we get: –10x1 – 2x2 = 17
optimal point: • Also, 10 times (3), 10x1 + 30x2 = 60

2x1 + x2 – 3x3 = 5 …(1) • Adding above, 28x2 = 77; so x2 = 11/4;

– 4x1 – x2 + x3 = 4 …(2) • Putting x2 in (3): x1 = 6 – 3*11/4 = – 9/4;
x 1 + 3 x2 = 6 …(3) • Putting x1, x2 in (1): 2*(–9/4)+11/4–3x3 = 5;
x1, x2, x3 are • Hence; x3 = – (5+18/4–11/4)/3 = – 9/4;
unrestricted in sign • Hence, the Primal Optimal Solution will be:
• x1* = – 9/4; x2* = 11/4; x3* = –9/4;
Maximize Z = x1 + 2x2 – x3
• Z* = –9/4 + 2*11/4 + 9/4 = 11/2;
35
 Another Example Problem
A person is engaged in buying and selling of identical items. He operates
from a warehouse that can hold 500 items. Each month he can sell a
quantity up to the stock at the beginning of the month. Each month he can
buy as much as he wishes so long as his total stock does not exceed 500
items. The items he buys gets delivered to him at the end of the month.
If his current stock is 200 items, find his optimum buying and selling
pattern for the next 3 months. For the next 3 months, the item cost and
price are as follows:
Month Item Cost Item Price
1 27 per unit 28 per unit
2 24 per unit 25 per unit
3 26 per unit 25 per unit
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 Decision Variables
Let
No. of items bought by the person
x1: In the first month
x2: in the second month
x3: in the third month
No. of items sold by the person
y1: In the first month
y2: in the second month
y3: in the third month

37
 Pictorial Representation
No. of items bought
by the person
Sell Buy Sell Buy Sell Buy
y1 x1 y2 x2 y3 x3 x1: In the 1st month
x2: in the 2nd month
200 500 500 500
x3: in the 3rd month
Month 1 Month 2 Month 3 No. of items sold by
the person
Pictorial Representation y1: In the 1st month
y2: in the 2nd month
y3: in the 3rd month

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 Selling Constraints
Sell Buy Sell Buy Sell Buy No. of items bought
y1 x1 y2 x2 y3 x3 by the person
x1: In the 1st month
500
x2: in the 2nd month
200 500 500
Month 3
x3: in the 3rd month
Month 1 Month 2

The picture reveals the following inequalities from No. of items sold by
selling considerations: the person
y1 <= 200; y1: In the 1st month
y1 + y2 – x1 <= 200; y2: in the 2nd month
y1 + y2 + y3 – x1 – x2 <= 200; y3: in the 3rd month

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 Buying Constraints
Sell Buy Sell Buy Sell Buy No. of items bought
y1 x1 y2 x2 y3 x3 by the person
x1: In the 1st month
500
x2: in the 2nd month
200 500 500
Month 3
x3: in the 3rd month
Month 1 Month 2

The picture reveals the following inequalities from No. of items sold by
buying considerations: x1 – y1 + 200 <= 500; the person
x1 – y1 <= 300; y1: In the 1st month
x1 + x2 – y1 – y2 <= 300; y2: in the 2nd month
x1 + x2 + x3 – y1 – y2 – y3 <= 300; y3: in the 3rd month

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 Objective Function
Month Item Cost Item Price No. of items bought
1 27 per unit 28 per unit by the person
2 24 per unit 25 per unit x1: In the 1st month
3 26 per unit 25 per unit x2: in the 2nd month
x3: in the 3rd month
The Objective Function will be: No. of items sold by
the person
Max Z = 28y1 + 25y2 + 25y3 –27x1 – 24x2 – 26x3; y1: In the 1st month
y2: in the 2nd month
y3: in the 3rd month

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 Formulation of the Primal Problem
Primal Problem No. of items bought
by the person
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3 ;
s.t. y1 <= 200; x1: In the 1st month
x2: in the 2nd month
y1 + y2 – x1 <= 200;
x3: in the 3rd month
y1 + y2 + y3 – x1 – x2 <= 200;
x1 – y1 <= 300; No. of items sold by
the person
x1 + x2 – y1 – y2 <= 300;
x1 + x2 + x3 – y1 – y2 – y3 <= 300; y1: In the 1st month
y2: in the 2nd month
Non-negativity constraints
y3: in the 3rd month
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0;
42
 The Dual Variables
Primal Problem No. of items bought
by the person
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3;
s.t. y1 <= 200; u1 x1: In the 1st month
x2: in the 2nd month
y1 + y2 – x1 <= 200; u2
x3: in the 3rd month
y1 + y2 + y3 – x1 – x2 <= 200; u3
x1 – y1 <= 300; v1 No. of items sold by
the person
x1 + x2 – y1 – y2 <= 300; v2
x1 + x2 + x3 – y1 – y2 – y3 <= 300; v3 y1: In the 1st month
y2: in the 2nd month
Non-negativity constraints
y3: in the 3rd month
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0;
43
 Formulation of the Dual Problem
Dual Problem Primal Problem
Min Y = 200*(u1 + u2 + u3) + 300*(v1 + v2 + v3); Max Z = 28y1 + 25y2 + 25y3–27x1
– 24x2 – 26x3;
s.t. u1 + u2 + u3 – v1 – v2 – v3 >= 28; y1
s.t. y1 <= 200; u1
u2 + u3 – v2 – v3 >= 25; y2
y1 + y2 – x1 <= 200; u2
u3 – v3 >= 25; y3
y1 + y2 + y3 – x1 – x2 <= 200; u3
– u2 – u3 + v1 + v2 + v3 >= –27; x1
x1 – y1 <= 300; v1
– u3 + v2 + v3 >= –24; x2
x1 + x2 – y1 – y2 <= 300; v2
v3 >= –26; x3
x1 + x2 + x3 –y1 –y2 –y3 <= 300; v3
Non-negativity constraints
Non-negativity constraints
u1 >= 0; u2 >= 0; u3 >= 0; x1 >= 0; x2 >= 0; x3 >= 0;
v1 >= 0; v2 >= 0; v3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0;
44
 Solving the Dual Problem
Dual Problem Dual Problem Solution
Min Y = 200*(u1 + u2 + u3) + 300*(v1 + v2 + v3); Minimization Problem + there are
non-negativity constraints.
s.t. u1 + u2 + u3 – v1 – v2 – v3 >= 28; …(1)
From (6), we have v3 = 0;
u2 + u3 – v2 – v3 >= 25; …(2)
From (3), we have u3 = 25;
u3 – v3 >= 25; …(3)
From (5), we have v2 = 1;
– u2 – u3 + v1 + v2 + v3 >= –27; …(4)
From (2), we have u2 = 1;
– u3 + v2 + v3 >= –24; …(5)
From (4), we have v1 = 0;
v3 >= –26; …(6)
From (1), we have u1 = 3;
Non-negativity constraints
So, the smallest solution is:
u1 >= 0; u2 >= 0; u3 >= 0;
u1 = 3; u2 = 1; u3 = 25;
v1 >= 0; v2 >= 0; v3 >= 0;
v1 = 0; v2 = 1; v3 = 0;
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 Solving the Dual Problem
Dual Problem Dual
Min Y = 200*(u1 + u2 + u3) + 300*(v1 + v2 + v3); Primal Solution
u1 = 3; u2 = 1;
s.t. u1 + u2 + u3 – v1 – v2 – v3 = 28; …(1) y1 u3 = 25; v1 = 0;
u2 + u3 – v2 – v3 = 25; …(2) y2 v2 = 1; v3 = 0;
u3 – v3 = 25; …(3) y3 Put them to
– u2 – u3 + v1 + v2 + v3 >= –27; …(4) x1 find that
Constraints
– u3 + v2 + v3 = –24; …(5) x2
(1), (2), (3),
v3 >= –26; …(6) x3 and (5) have
Non-negativity constraints turned to
equality
u1 >= 0; u2 >= 0; u3 >= 0; v1 >= 0; v2 >= 0; v3 >= 0;
46
 Complementary Slackness Condition
A simple statement of the Complementary Slackness Condition is that

If at the optimal point, the primal slack vanishes, i.e. a primal constraint
turns to equality, then the corresponding dual variable exists in the basis.

In other words

If at the optimal point, the dual slack vanishes, i.e. a dual constraint turns
to equality, then the corresponding primal variable exists in the basis.

47
 Complementary Slackness Condition
Dual Problem Dual Solution
Min Y = 200*(u1 + u2 + u3) + 300*(v1 + v2 + v3); Primal u1 = 3; u2 = 1; u3 = 25;
s.t. u1 + u2 + u3 – v1 – v2 – v3 = 28; …(1) y1 v1 = 0; v2 = 1; v3 = 0;
u2 + u3 – v2 – v3 = 25; …(2) y2 Putting them we find that
u3 – v3 = 25; …(3) y3 Constraints (1), (2), (3), &
(5) turned to equality
– u2 – u3 + v1 + v2 + v3 >= –27; …(4) x1 Hence, Primal variables
– u3 + v2 + v3 = –24; …(5) x2 y1, y2, y3 and x2 exist
v3 >= –26; …(6) x3 Also,
Non-negativity constraints Primal variables x1 and x3
u1 >= 0; u2 >= 0; u3 >= 0; v1 >= 0; v2 >= 0; v3 >= 0; will turn to zero! Why?
Because of dual slack.
48
 Complementary Slackness Condition
Primal Problem Dual Solution
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3; u1 = 3; u2 = 1; u3 = 25;
Dual v1 = 0; v2 = 1; v3 = 0;
s.t. y1 <= 200; (1) u1 We found that Primal
y1 + y2 – x1 <= 200; (2) u2 variables y1, y2, y3 and x2
y1 + y2 + y3 – x1 – x2 <= 200; (3) u3 exist and x1 and x3 will
x1 – y1 <= 300; (4) v1 turn to zero.
x1 + x2 – y1 – y2 <= 300; (5) v2 Now, What can we infer
x1 + x2 + x3 – y1 – y2 – y3 <= 300; (6) v3 from the values of the
Non-negativity constraints dual solutions in the
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0 primal problem?

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 Solving the Primal
Primal Problem Dual Solution
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3; u1 = 3; u2 = 1; u3 = 25;
Dual v1 = 0; v2 = 1; v3 = 0;
s.t. y1 = 200; (1) u1 We found that Primal
y1 + y2 – x1 = 200; (2) u2 variables y1, y2, y3 and x2
y1 + y2 + y3 – x1 – x2 = 200; (3) u3 exist and x1 and x3 will
x1 – y1 <= 300; (4) v1 turn to zero.
x1 + x2 – y1 – y2 = 300; (5) v2 Since, u1, u2, u3, and v2
x1 + x2 + x3 – y1 – y2 – y3 <= 300; (6) v3 exist, corresponding
Non-negativity constraints primal constraints will
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0 turn to equality. This is
shown in red.
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 Solving the Primal
Primal Problem Primal Solution
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3; We found that Primal
Dual variables y1, y2, y3 and x2
s.t. y1 = 200; (1) u1 exist and x1 and x3 will
y1 + y2 – x1 = 200; (2) u2 turn to zero.
y1 + y2 + y3 – x1 – x2 = 200; (3) u3
Now from the equality
x1 – y1 <= 300; (4) v1 constraints:
x1 + x2 – y1 – y2 = 300; (5) v2
y1 = 200; from (1)
x1 + x2 + x3 – y1 – y2 – y3 <= 300; (6) v3
y2 = 0; from (1) and (2)
Non-negativity constraints
x2 = 500; from (5)
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0
y3 = 500; from (3)
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 Solving the Primal
Primal Problem Primal Solution
Max Z = 28y1 + 25y2 + 25y3–27x1 – 24x2 – 26x3; Selling Quantities
Dual y1* = 200;
s.t. y1 = 200; (1) u1
y1 + y2 – x1 = 200; (2) u2 y2* = 0;
y1 + y2 + y3 – x1 – x2 = 200; (3) u3 y3* = 500;
x1 – y1 <= 300; (4) v1 Buying Quantities
x1 + x2 – y1 – y2 = 300; (5) v2 x1* = 0;
x1 + x2 + x3 – y1 – y2 – y3 <= 300; (6) v3 x2* = 500;
Non-negativity constraints x3* = 0;
x1 >= 0; x2 >= 0; x3 >= 0; y1 >= 0; y2 >= 0; y3 >= 0 Z* = 28*200 + 25*500 –
24*500 = 6100
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THANK YOU

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