Problems in Standard Form

(Continued)

1 More Examples
Example 1. Solve the LP problem: Minimize P = −4x1 + x2 − 8x3 subject to

3x1 − x2 − 4x3 ≥ −7
x1 + 2x2 − x3 ≥ −14
x2 + 3x3 ≤ 20
x1 , x2 , x3 ≥0
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For classroom calculation

Example 2. Solve the LP problem: Maximize P = 4x1 − 3x2 + 4x3 subject to

the constraints
2x1 + 3x2 + x3 ≤ 6
x1 + 2x2 + 3x3 ≤ 6
x1 + x2 − x3 ≤ 5
x1 , x2 , x3 ≥ 0
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For classroom calculations

Example 3. Solve the LP problem: Maximize P = 2x1 + 4x2 + x3 + x4 subject

to the constraints
2x1 + x2 + 2x3 + 3x4 ≤ 12
2x2 + x3 + 3x4 ≤ 20
2x1 + x3 + 4x4 ≤ 16
x1 , x2 , x3 , x4 ≥ 0
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For classroom calculations

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Example 4. Solve the LP problem: Maximize P = 2x1 + 4x2 + x3 subject to

the constraints
−x1 + 2x2 + 3x3 ≤ 6
−x1 + 4x2 + 5x3 ≤ 5
x1 + 5x3 + 7x4 ≤ 7
x1 , x2 , x3 ≥ 0
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2 Minimization Problem in Standard Form

Last week, we saw that a minimization problem may be solved by turning into
a maximization problem, writing it in standard form, if possible and solving it
as a maximization problem. Another way of solving a minimization problem
is by using DUALITY principle.

Definition 1. A minimization problem is said to be in standard form if all of

the following conditions apply.

(1) All the variables are non-negative.

(2) All the coefficients in the objective function are positive and the objective
function is a linear expression.

(3) All the constraints are written in the form ≥ a constant.

For example, the minimization problem: Minimize 100x + 140y subject to

the constraints
−x + 8y ≥ 15
5x + 7y ≤ 27
x, y ≥ 0
is in standard form since it satisfies all the conditions in the definition above.

Example 5. The LP problem: Minimize 17x1 + 4x2 − 3x3 subject to the con-
straints
−x1 + 2x2 + 3x3 ≥ 6
−x1 + 4x2 + 5x3 ≤ 5
x1 + 5x3 + 7x4 ≤ 7
x1 , x2 , x3 ≥ 0
is not in standard form because of constraint 2. However, we can write it in
standard form by writing the second constraint as x1 − 4x2 − 5x3 ≥ −5.
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2.1 The Dual Problem

We may solve a minimization problem that has been standardised by writing
its corresponding dual problem, and then using the principle of Duality to
solve it.

Theorem 1. If a minimization problem has a solution, the minimimum value

of the objective function is equal to the maximum value of the objective function
of the dual problem.

Suppose that a minimization problem is in standard form. We obtain the

dual problem to the minimization problem using the following steps:

(a) If the minimization problem is already in standard form, write down an

augmented matrix that contains the constraints to the LP problem and
the objective function is placed in the last row.

(b) Transpose the matrix in (a) above. This matrix represents the initial
simplex tableau of the dual problem.

(c) Now interpret the matrix in (b) as a maximization LP problem in stan-

dard form. This is the Dual problem to the minimization problem.

Example 6. Minimize: C = 6x1 + 9x2 + 4x3 subject to the constraints

3x1 52x2 53x3 ≥ 20

x1 + 3x2 − 5x3 ≤ −10
6x1 + 5x3 + 2x4 ≥ 30
x1 , x2 , x3 ≥0
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For classroom work

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Example 7. Minimize C = x1 + 2x2 + x3 subject to the following

x1 − 3x2 + 4x3 ≥ 12
3x1 + x2 + 2x3 ≥ 10
x1 − x2 − x3 ≥ −8
x1 , x2 , x3 ≥0
;