Duality

Introduction
1
Duality is a very important concept associated with linear programming. The term 'Duality'
implies that every linear programming problem, whether of maximization or minimization,
is associated with another linear programming problem based on t he same data. The
original problem in a LPP is called the primal problem, whereas the other is called its
dual problem. The formulation of the dual linear programming is sometimes referred to
as duality.

Standard form of Primal Problem:

A LPP is said to be in standard form if

1. All constraints involve the sign in a problem of “ “in the problem of Maximization
2. All constraints involve the sign in a problem of” “in the problem of Minimization.

Relationship between Primal and Dual Proble m

1. The number of constraints in the primal problem is equal to the number of dual
variables, and vice versa.
2. If the primal problem is a maximization problem, then the dual problem is a
minimization problem and vice versa.
3. If the primal problem has greater than or equa l to type constraints, then the dual
problem has less than or equal to type constraints and vice versa.
4. The profit coefficients of the primal problem appear on the right -hand side of the
dual problem.
5. The rows in the primal become columns in the dual and vice versa.

All primal and dual variables must be non-negative (≥0).

Types of Primal –Dual Problem

There are three types of Primal- Dual problems.

1. Symmetric: Here all constraints of both primal and dual problems are in equations and
variables are non negative.

2. Un-Symmetric: Here all constraints of primal are equations and primal variables are
non negative.

3. Mixe d type: Here some constraints of primal are equations and some variables are
unrestricted in sign.
 Duality
Standard Symmetric Primal Problem:
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Max Z x CX
The primal problem be S .t AX b , corresponding dual problem can be written as
X 0
Min Z w bT W
S .t AT W C T where AT ,C T
,bT are the transpose of the matrices A, C, b
W 0
respectively.

Important result of the Primal –Dua l:

Sl. Primal Dual Conclusion

No.
1.Unbounded solution of …… No FS of Dual
the primal. …… Either unbounded or no FS of Dual
2. NO FS of the Primal. …… Dual has also bounded opt
3. Bounded optimal solution and vice versa.
solution. FS Finite opt. value of both exists.
4. FS Unbounded solution of primal
5. FS No FS No optimal solution of either
6. No FS FS problem.
7. No FS FS
What are the reasons for study ing the dual simplex method?

1. Sometimes it allows to easily selecting an initial basis without having to add a ny

artificial variable.
2. It aids in certain types of sensitivity testing.
3. It helps in solving integer programming problems.

Fundamental Duality Theory

Max Z x CX Min Z w bT W
If either the primal S .t AX b or the dual S .t AT W C T has a finite optimal
X 0 W 0
solution, then the other problem w ill also have a finite optimal solution. i.e. Max Z x = Min
Zw.

1. If either of the problems has an unbounded solution, then the other problems has
no feasible solution.

Example-01: Write Dual form of the Primal LPP?

Maximize z = x1 + 5x2

Subject to 3x1 + 4x2 6

x1 + 3x2 2 x1 , x2 0
 Duality
Solution: The above problem can be written as
3
Maximize z = x 1 + 5x2

3x1 + 4x2 6
-x1 - 3x2 -2

Now, the dual model of the problem can be formulated as follows:

Exercises
1. Using duality to solve the LPP:

Minimize Z= 3x1 + x2

2x1 + 3x2 2
x1 + x2 1
x1 , x2 0
2. Find the dual of the following LPP:
Minimize Z =2x 1 + 6x 2
Subject to 9x 1 + 3x 2 ≥ 20
2x 1 + 7x 2 ≥ 40
x1 , x2 ≥ 0

3. Using duality, solve the L.P.P

Maximize z =4x1 + 3x2
Subject to X1 ≤ 6
x2 ≥ 8
X1 + x2 ≤ 7
3x1 + x2 ≤15
-x2 ≤ 15
x1 , x2 ≥0

Pre pared by Dr. Dipa k Kumar Ja na