Duality

The term ‘dual’, in general, implies two or double. The concept of

duality is very useful in mathematics, physics, statistics, engineering and
managerial decision-making. For example, in a two-person game theory,
In linear programming, duality implies that each linear
programming problem can be analyzed in two different ways but would
have equivalent solutions. Any LP problem (either maximization and
minimization) can be stated in another equivalent form based on the
same data. The new LP problem is called dual linear programming
problem or in short dual. In general, it is immaterial which of the two
problems is called primal or dual, since the dual of the dual is primal.

For example, consider the problem of production planning. The production

manager attempts to determine quantities for each product to be produced
with an objective to optimize the use of available resources so that profit is
maximum. But through a dual LP problem approach, he may develop a
production plan that optimizes resource utilization so that marginal
opportunity cost of each unit of a resource is equal to its marginal return
(also called shadow price). The shadow price indicates an additional
price to be paid to obtain one additional unit of the resources in order to
maximize profit under the resource constraints.
 Vitamin Food Daily
f1 f2 requirement
V1 2 4 40
V2 3 2 50
Cost per unit 3 5/2
Primal Dual
Min Z = 3X1+5/2X2 Max Z = 40Y1+50Y2
Sub to: Sub to :
2X1+4X2 ≥ 40 2Y1+3Y2 ≤ 3
3X1+2X2 ≥ 50 4Y1+2Y2≤ 5/2
X1,X2 ≥ 0 Y1,Y2 ≥ 0

Min Z = 3X1+5/2X2+0S1+0S2+MA1+MA2
Sub to : 2X1+4X2-S1+A1= 40
3X1+2X2-S2+A2 = 50
 X1,X2,S1,S2,A1,A2 ≥ 0

Cj 3 5/2 0 0 M M
CBj BV X1 X2 S1 S2 A1 A2 solution Min ratio
M A1 2 4 -1 0 1 0 40 40/4= 10
M A2 3 2 0 -1 0 1 50 50/2 = 25
Zj 5M 6M -M -M M M
Cj-Zj 3-5M 5/2-6M M M 0 0

Cj 3 5/2 0 0 M
CBj BV X1 X2 S1 S2 A2 solution Min ratio
5/2 X2 ½ 1 -1/4 0 0 10 10/(1/2)= 20

M A2 2 0 1/2 -1 1 30 30/2= 15
Zj 5/4+2M 5/2 -5/8+1/2M -M M
Cj-Zj 3-(5/4-2M) 0 5/8-1/2M M 0

R2:
3- 2(1/2) = 2
2- 2(1) = 0
 0- 2(-1/4) = 1/2
-1- 2(0) = -1
1- 2(0) = 1
50- 2(10) = 30

Cj 3 5/2 0 0
CBj BV X1 X2 S1 S2 solution Min ratio
5/2 X2 0 1 -3/8 1/4 5/2
3 X1 1 0 1/4 -1/2 15
Zj 3 5/2 -3/16 -7/8
Cj-Zj 0 0 3/16 7/8 Cj-ZJ ≥ 0
X1= 15, X2= 5/2
Min Z = 3X1+5/2 X2

Min Z = 3(15)+5/2(5/2) = 205/4 or 51.25

R1:
½-1/2 (1) = 0
1-1/2(0) = 1
-1/4-1/2(1/4) = -3/8
0-1/2(-1/2) = 1/4
10-1/2(15)= 5/2

Max Z = 40Y1+50Y2
Sub to :
2Y1+3Y2 ≤ 3
4Y1+2Y2≤ 5/2
Y1,Y2 ≥ 0

Max Z = 40Y1+50Y2+0S1+0S2

Sub to:
2Y1+3Y2+S1 = 3
 4Y1+2Y2+S2 = 5/2
Y1,Y2 ,S1,S2 ≥ 0

Cj 40 50 0 0
CBj BV Y1 Y2 S1 S2 solution Min ratio
0 S1 2 3 1 0 3 3/3= 1
0 S2 4 2 0 1 5/2 (5/2)/2= 5/4
Zj 0 0 0 0
Cj-Zj 40 50 0 0

Cj 40 50 0 0
CBj BV Y1 Y2 S1 S2 solution Min ratio
50 Y2 2/3 1 1/3 0 1 1/(2/3) = 3/2
0 S2 8/3 0 -2/3 1 1/2 (½)/(8/3)= 3/16
Zj 100/3 50 50/3 0
Cj-Zj 20/3 0 -50/3 0

R2:
4-2(2/3) = 8/3
2-2(1) = 0
0-2(1/3) = -2/3
1-2(0) = 1
5/2-2(1) = ½

Cj 40 50 0 0
CBj BV Y1 Y2 S1 S2 solution Min ratio
50 Y2 0 1 1/2 -1/4 7/8
40 Y1 1 0 -1/4 3/2 3/16
Zj 40 50 15 5/2
Cj-Zj 0 0 -15 -5/2 Cj-Zj ≤ 0

R1:
2/3-2/3(1)= 0
1-2/3(0) = 1
1/3-2/3(-1/4) = 1/2
0-2/3(3/2) = -1/4
1-2/3(3/16)= 7/8

Y1= 3/16, Y2= 7/8

Max Z = 40Y1+50Y2
Max Z = 40(3/16)+50(7/8)

Max Z = 205/4 or 51.25