S6: Duality in LPP

Dr. Mahesh K C 1
 Duality
• Every LP problem has an associated LPP called the dual problem.
• The original formulation of the LPP is referred as the primal
problem.
• Before deriving dual, the primal LPP must be expressed in
“canonical form”.
• All constraints must be “≤” form for maximization problem and all
constraints must be “≥” form for minimization problem.

• A maximization problem with all less-than or equal to constraints

and non-negativity requirements for the variables is said to be in
maximization canonical form.

• A minimization problem with all greater-than or equal to

constraints and non-negativity requirements for the variables is
said to be in minimization canonical form.
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 Construction of Dual from Primal
• Define dual variables for each primal constraints say u1, u2,
u3 …

• If the primal objective function is of maximization

(minimization) type, then the dual objective function is of
minimization (maximization) type.
• The RHS of the primal constraints becomes the objective
function coefficients in the dual.

• The constraint coefficients of the primal variables become

the coefficients of the constraints in the dual.
• The objective function coefficients of the primal constraints
becomes the RHS of the dual constraints.
• The constraint inequalities willK get
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 An example
• Consider the Flair Furniture (see Session 1 ppt) LP model:
Primal :
Max. Z =70x +50y
Subject to:
4x+3y ≤ 240
2x+y ≤ 100
x, y ≥ 0
• Dual:
• Since we have two constraints in the primal, we need to define two
dual variables. Let u1 and u2 denotes the dual variables.
Min. Z = 240 u1 +100 u2
Subject to:
4u1 + 2u2 ≥ 70 Worth of resource needed to produce x must be at
least equal to the profit derived from the product.
3u1 + u2 ≥ 50
(u1 , u2 )≥ 0
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 Characteristics of primal-dual pair
1. A dual variable is defined for each primal constraint.
2. A dual constraint is defined for each primal variable.
3. The RHS of the primal constraints becomes the objective function
coefficients in the dual.
4. The objective function coefficients in the primal becomes the RHS
of the dual constraints.
5. The constraint coefficients of the ith primal variable become the
coefficients in the ith constraint of the dual.

6. When the primal has n decision variables, the dual will have n
constraints. The first constraint of the dual is associated with the
first variable in the primal, second constraint in the dual is
associated with second variable in the primal and so on.

7. When the primal has m constraints, the dual will have m decision
variables. The first dual variable is associated with the first
constraint in the primal. The second dual variable is associated
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with the second constraint in the primal and so on.
 Interpretation of primal and dual problem
• Primal problem: Given per unit value of each product,
determine how much of each should be produce to maximize
the value of the total production.
• Constraints require the amount of each resource used to be
less than or equal to the amount available.

• Dual problem: Given the availability of each resource,

determine the per-unit value such that the total value of the
resources used is minimized.
• Constraints require the resource per unit be greater than or
equal to the value of each unit of output.

• Note that dual variables represents the potential worth of

resources. Also referred as shadow price.
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 Fundamental Results on Duality
• Result 1: If the dual problem has an optimal solution, the primal
also has an optimal solution, and vice-versa. Furthermore, the
objective function values at the optimal solution to the dual and
primal problems are equal. This is also referred as the
fundamental theorem on Duality.

• Result 2: Whenever a constraint in one of the problems holds

with strict inequality, so that there is slack in the constraints, the
corresponding variable in other problem equals zero. This result
is referred as complementary slackness theorem in duality.

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 High-Tech Industries Inc.,
• High-Tech industries imports electronic components that are used to
assemble two different models of personal computers called Desk-
pro and Portable. The management is currently interested in
developing a weekly production schedule for both products. The
Desk-pro generates a profit contribution of $50 per unit, and that of
Portable is $40 per unit.
• For next week’s production, a maximum of 150hrs of assembly time
can be made available. Each unit of the Desk-pro requires 3 hours of
assembly time, and each unit of the Portable requires 5 hours of
assembly time. In addition, High-Tech currently has only 20 Portable
display components in inventory; thus , no more than 20 units may
be assembled. Finally, only 300 square feet of warehouse space can
be made available for new production and each Desk-pro and
Portable requires a warehouse space of 8 and 5 square feet
respectively.

• Develop the dual problem and verify the fundamental and the
complementary slacknessDr.
theorems on duality holds true.
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• Primal LPP: Let x1 and x2 denotes the # of units of Desk-pro and
Portable computers respectively.
Max. Z = 50 x1 + 40 x2
Subject to: 3 x1 + 5 x2 ≤150 ( Assembly time)
x2 ≤ 20 ( Portable display)
8 x1 + 5 x2 ≤ 300 (Warehouse space)
x1, x2 ≥ 0
• Primal Optimal solution: x1 = 30, x2 = 12 and Max. Z = 1980.
• Dual LPP: Since the primal has two decision variables, the dual will
have two constraints and primal has three constraints, dual will have
three decision variables. Let u1, u2 and u3 be the dual variables
represents the worth of each resources. Then the dual LPP can be
written as,
Min. Z* = 150u1 + 20u2 + 300u3
Subject to: 3u1 +8u3 ≥ 50
5u1 + u2 + 5u3 ≥ 40
u1 , u2, u3 ≥ 0
• Dual Optimal solution: u1 = 14/5, u2 = K0,Cu3 = 26/5 and Min. Z* = 1980. 9
Dr. Mahesh
 Economic interpretation of the dual variables
• Consider the Objective functions of the primal and dual
50 x1 + 40 x2 = 1980, 150u1 + 20u2 + 300u3 = 1980
• We can rewrite the above equations as:
50 x1 + 40 x2 = 1980
(value/unit of x1)(# of units of x2) + (value/unit of x1)(# of units of x2) = total
150u1 + 20u2 + 300u3 = 1980
(units of resource 1) + (units of resource 2) + (units of resource 3) = total

• Since both primal and dual objective functions are equal at optimality,
u1 = dollar value/hr of assembly time
u2 = dollar value/hr of portable display
u3 = dollar value/hr of warehouse space

• Hence the dual variables must carry the interpretations of being the value
per unit resource.
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 Homework 1: Kelson Sporting Equipment, Inc.,
• Kelson Sporting Equipment, Inc., makes two different types of baseball gloves:
regular model (RM) and catcher’s model (CM). The firm has 900hrs of
production time available in its cutting and sewing department, 300hrs
available in its finishing department, and 100hrs available in its packaging
and shipping department. The production time requirements and profit
contribution per glove are given below. Assuming that the company is
interested in maximizing the total profit, answer the following:

Model C&S Finishing P&S Profit

RM 1 ½ 1/8 $5

CM 3/2 1/3 ¼ $8
•
• How many glove of each model should Kelson manufacture and what is the
profit Kelson can earn with the listed production quantities?
• How many hours of production time will be scheduled in each department?
Also find amount of resources that are not utilized in each department.
• Construct a dual LP model and check whether the results 1 &2 holds true.

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 Homework 2
• Consider the following LPP:
Max. Z = 32x1+25x2 +15x3+ 10x4
Subject to:
x1+3x2+5x3 ≤ 50
x1+5x2+4x4≤ 40
5x1+5x2+4x3+6x4 ≥ 100
x1+3x3+8x4 ≥ 35
x1, x2, x3, x4 ≥ 0
• Construct the Dual LPP.

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 Reference
• Render, B., Stair, R.M., Hanna, M.E., Hale, T.S., and Badri, T.N.,
(2016), Quantitative Analysis for Management, 12th ed.,
Pearson Education.

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