CHAPTE Vil 7.1 Concept of duality sl 7.2. Mathematical formulation of duals 7.3 Construction of duals 7.4 Mlustrative Examples 7.5 Duality theorems 7.6 Complementary slackness 7.7. Duality and simplex method 7.8 Economic interpretation of duality 7.9 Mlustrative Examples —— QP CONCEPT OF DUALITY Associated with every linear programming problem, there is a linear programming problem which is called its dual problem; the original problem is called the primal problem. In order to have a clear concept of duality, let us consider the following problem of a cattle breeding firm : Let us consider the problem of a dealer who sells three nutrients A, B, C to be purchased by shopkeepers who make two fodders I and If for the consumption ‘of the animals. The dealer knows that the fodders contain the nutrients sold by him and they have their market values because of the presence of the nutrients. The table below shows the amount of three untrients available in the two fodders alongwith the minimum requirement of each nutrient for one animal and the market price of unit quantity of each fodder Tare 1 "2 all Wl 1301 Min, requirement 14 22 1 i Now the problem of the dealer is to fix maximum per unit selling prices of the three nutrients A, B, C such that the resulting prices of the fodders do exceed the existing market price, at the same time he gets maximum sale price © To formulate the problem mathematically, let x,, xy, x, be the prices per Unt of the three nutrients A, B, C that are to be fixed by the dealer, The problem He" is to find x). x x, which Maximize z= 14x, + 22x, + 24 subject to the constraints 2x, + xy +4, S 3 (market price of fodder 1). x, 4 3x, + x S 2 (market price of fodder 1), = 0. 1 a Bp Xy 80 nueet us consider the same problem from a different angle. Consider the case of jopkeeper Who is to determine the mir: o Minimum quantities of the two fodders to made so that the minimum Tequirements of the three nutrients for each animal pet and at the same time the cost (wy) of Purchasing the fodders is minimum, qo formulate this problem, let, and y, be the units of fodder 1 and fodder I tick are made for each animal. The mathe | | | he ss | | yc ‘matical formulation of the problem is hich wil find Vy» Y2 » Minimize w = 3v, + 2v, subject 10 My + vy B14 (hoy nutrient A), yy + 3y, = 22 (for nutrient 2), “i+ % 21 (for nutient c) ‘cdl Ys % 20. Either of the above problems can be co sidered as the primal, with th oblem as the dual. The two problems le Temaining. Posses SS Very closely related properties. These ‘ons, one being @ maximization problem two have different mathematical formulati and the other a minimization problem, sane basic data with different arrange, functions of the two problems, Let us consider a linear te called the primal problem Programming problem in the following form which will Maximize z subject to =My.2. 420) in Which x, function, The associated dual problem will be given by m Minimize w = 2 br are the primal variables and z is the primal objective ie ates sbect to Fay BG Fe iF Vp BO, T= Vy Zyrrrsrnnye is the dual objective function. "chy, My are the dual variables and 1» Voy GoreyLINEAR PROGRAMMING es if the pI To be more explicit, FD I sn deity ah Maximize z= 6%) + 72 ayyX, + ix * + ayyh, * ae subject (0 atts + Sn * ty Xy then its dual is Minimize w = bv, + Ova +o subject (0 4yY + 4% + Yt dyy¥) + From the above formulation of the primal and dual problems, we following : (a) Number of variables in the dual is equal to the number of ¢ the primal and vice-versa. (b) The elements of the requirement vector (not necessarily all postive iy problem are the respective prices in the objective function of the other pie (©) The row co-efficients of the primal constraints become the cig co-efficients of the dual constraints. (4) One of the problems seeks maximization while the other seeks mininizsig (e) In general, the primal maximization problem has less than (<) ted Constraints and the dual minimization problem has greater than (>) type of const () The variables in both the problems are non-negative, ne Onstan | Consider the linear programming problem in the matrix form Maximize z = cx, x > 0 subject 10 AX < b, q Here A is an m x n matrix, x and ¢ are n-component column and row vl Fespectively and b is an m component column vector. ’ Considering this problem as the primal problem, we define its dual po! Minimize w = by, y> @ subject 10 Ay & et 4 in whi is cis ui ee *. te component column vector. The primes denote seese ual has mm vee that the primal has n variables and m constraints tal has m variables and n constrain . the primal an SPESntation (given inthe next page) of the clans? orn tain dual problems is very lpr of A are th Ts) Yeelors for the primal preg ty helpful. The columnsBq FG ‘The primal constraints are read across the ad vertically down the columns, =o, Tows whereas the dual constraints yw each and every linear i eee Programming problem can be expressed is no loss of generality i deri ‘There i cas e 4 ity a considering the problem as a maximizing problem; for, by suitably changing z and the price vertor we can convert a minimization problem into a maximization problem. Thus Minimize z = ex is the same as to say Maximize 2* = ¢,x, where 2 = -2 and e, = -c, For example, Minimize z = 2x, + 3x, + Sx, is the same as to say, Maximize 2* (= -2) = -2r, ~ 3x, - Sx,. As regards the constraints, any inequality of the form $ ax, = B, can be 2 witen J 44) S bj» by multiplying both sides by (-1) and defining a, = ~4, and 6, = -, For example, 2x, — 3x, + 4x, 2 5S and -2x, + 3x, - 4x, S -5 are equivalent. Again, constraint with the equality sign of the form ze a,x, = b; can be a replaced by the inequalities x 2 jh 4 and 3 ay4) = be For example, the equation 2x, + 3x, ~ 4x; = 5 can be replaced by the two inequations Dey + Bx — 44 < Sand 2x, + 3xy- 4m = 5, that is, xy + Buy — 4x, < 5 and -2x, ~ 3m, + 44, Ss 5. is i i int wit ality sign This is because the hyperplane as given by the constraint with the equality si is acwally the intersection of the two closed half spaces as given by the inequalities in E*. Then, if needed, the second inequality with “greater aa we ‘a Converted into the ‘less than’ type of inequality by the process explained’ abov®. Thus any primal problem can be represented in the standard primal form given 8y (1) and the be easily written. en the dual problem (2) can : done in two stages. Firstly | eteraly, formulation of the dual of an LP. P. is Gore Oops | Problem is put in the standard maximization [0 t ® followey We lowed : transferred to a minimization mal) The maximization problem in the primal is bem in the dual.LINEAR PROGRAMMING es and mc (ii) For a primal with on vari im variables and constraints / ti) The less than signs of the primal constraints become the dual constraints. (iv) The prives &y ¢ | With m variables in the objcey i in 7 ve primal are replaced by the prices 6, b, by With m variabtey o lin g function in the dual, / te ill (y) The requirement Poy in the m primal Constrain | , of the n dual constraints, ate hy sistent because of the rule (j Rules (iv) and (Vv) are cot It is not necessary that (1) is the only form of the primal, 1 is inns that one form of the problem above is the dual of the other fon y of fact, in a standard form of the primal problem, maximization jc * Constants involving °S" signs and the minimization is associat wid involving 2” signs. coe ‘Thus the dual of the following minimization problem Minimize z = ex subject to AX = bx > 0 a is Maximize w = b'v subject to AV < cv > 0. 4 Primal and dual problems consisting of constraints with inequation sa symmetric while if the constraints be equations in the primal, then the prsins unsymmetric. The third type, called mixed type, is such that the constraint of primal are both equations and inequations and the variables may be unrest in sign, The following examples will illustrate how a primal can be converted wa dual. Before that, we discuss two theorems. Theorem 1. If any of the constraints in the primal problem be a perfect «1 then the corresponding dual variable is unrestricted in sign. Without any loss of generality, we assume that the last of the consti perfect equality. Let the linear programming problem be Maximize z = z oxy geil bj 3 subject to 4 GS DVT, Becnn(m — 1) and 5 J z, 4x, = b, i = m (equality constraint) 3) BO, for j= Ly errno Before writ pe the mit with 2° ging the dual of this primal problem, we replaceoa DUALITY crus we waite the problem as we t= maximize 2 = 5 subject (© and - 7 x, Fy Xj s -b, ual of this problem is m-1 Minimize w= 2, 5M + by Om — Ym) subject t0 m subject to 2, jv; = ep for all j it zi Vj BO; T= Uy Zrrrrnny (mM = 1 Obviously, v,, is unrestricted in sign, since the difference (W', — "_) can be positive, negative or zero. Note. There is nothing to prevent the occurrence of both equality and unrestricted variable in the same problem. There will be more ‘unrestricted variables in the dual if there be more equality constraints in the primal. Theorem 2. If any variable of the primal problem be unrestricted is sign, then the corresponding constraint of the dual will be an equality. Without any loss of generality, we assume that the p-l unrestricted in sign. Let the linear programming problem be n th primal variable is Maximize a subject to a,x, 5 - i icted in sign. Rp Xponinnady yy Sp ge recente = OF but x, is unrestri ign. be expressed as the difference of two non- Since the variable x, can always 1, x", 2 0), therefore x, can be replaced by “tative variables, say, x7, and 2"p» (Xp ,~ x") in the above primal problem.LINEAR PROGRAMMING "> “The new primal problem has the form 4 _ Maximize z= 2, 04) * fp je Ps ays) + Mp Oy *) S Op j*P akg subject t0 vm x, 20, where XX Its dual is given by n Minimize w = 2, by + Gg Yn 2 es + subject (0 44,%) + 4212 ayQ¥, + Mp%2 + FA My 2 Coy t+ Gay and vy 20i=1,2 m. Now the two constraints under the bracket in the above dual can be expres as one equation ah, + yh) Fm which shows that the p-th constraint of the dual is an equation. Note. If there be more than one unrestricted variable in the primal problem, then the dal pola ‘will have more than one constraint equations corresponding to those variables. oF yy¥q = Spr The primal problem is stated as Maximize z = ex subject to Ax < b,x > 0, [xy ae al where —¢ = (2, 5, 6), b = [3, 4, 1, 6h ¥ = and A=[5 6-1). 214 1-5 3 337 adthse primal is Minimize by subject tO ANN 2 Cv 0, eee 8 the vector of the dual variables. pe dual problem is thurs Minimize wey + dy + w+ Oy euibyect 10 $v, 2v) + yy ~ yy 22, fy + vp ~ Su Ivy = 5, “yy + Ay + By + Tey 2 6 | wy 20. | wow taking this as the primal problem, its dual problem is I Maximize F = 2y, + Sy, + 6y, | Vee Vp | subject 10 Sy, + OY) - yy S | -2y, + y, + 4y, 4 | yy ~ 5) + 3 S | -3y, - 39, + Ty, 6 i Ya Yo My = 0. ‘euch is the same as the given problem. ‘Tus it is verified that the dual of the dual is the primal. Noe that the given primal has three variables and four constraints while the conesponding. dual has four variables and three constraints, The given problem is a maximization problem. We first rewrite the problem so that all the constraints are of ‘less than’ type. ‘Thus the constraints can be put as x -y e 6 2x, - 4x, = -8: n+ 3n Ss 6 The primal is thus Maximize 2 = &% subject to Ax S by ® 2 0, c= (2, 6). x = By Gb Az{ 1-3] and b= 6}. -2-4 8 -1 3 6 There ate three connraints and wo variables in che primal problem.tj. vy and vy be the variables associated with the firs, ial ceria ‘Then the dual problem is given as ang primal constraints. Minimize w = b'v = ©, -8, 6) [yy ¥, ¥y) subject to A'V 2 ey v= 0, "ef 12-1). where A [3 ] w LINEAR PROGRAMMIN iene . a | % 3-4 3 ‘This can now be written as Minimize w = 6v, - 8v, + 6V; subject to vy, - 2,- 42 2, -3v, - 4v, + 3v, = -6, Mp Vy 5 = 0. The dual has two constraints and three variables, This conversion can easily be remembered by using the following tabu) Hr fr; yy Min w | ¥f1 -3)<[ 6 | v, |-2 -4 -8 vy |-1 3 6 2 Max z [2-6] NNote. In this case, the dual problem has fewer constraints. It is computationally more efi NS Uee Gus! problem by simplex method as greater number of constiains father pin he nnd variables presents greater difficulty in it, This point affords the advantage of the dnl pen VOB Frid the sal of the following primal problem : a Minimize z= 3x, — subject 10 x + xy <1, +3 2 4, ki wialinca 20, Wadaypur M, Seo} We first rewrite the problem in the form Minimize z = 3x, ~ 2x, subject 0 2x = > 1, “+ 3x > 4, yr = 0. and the constraints are of ‘2’ type: Row written as 1+ 4y, 2 - y y+ 3y, Vie Vy I is a minimization problem ‘The dual of this problem is Maximize w =, subject to VANW 3, -2, 0.“_buaury nut the problem in a standard primal foy To es with *s" signs, since tre ae vs write the constraint equations : ob) iimizatl oat ube cat be pul a Problem is a maximization problem. Maximize © = 2x) 4 3x 4 : a + ty Xy My xy 20 subject 1 AN + Ay ay 4x, - Sx - xy xy + ny + 5x, “Ny > 2x Sx, Written in the matrix form, the constraints are 4 3 Ifa, -4 -3 -1 AAKK haSD 1 | S[ 6), that is, Ax 0. Hence the dual problem is Minimize w = 6v, - 6v, + 4v, - 4v, subject to 4v, - 4, + vy - yy, 22, 3y, — 3) + 2, - 24 2B 3, v,- y+ 5¥;- 54 2 1, Ve Voy Vpn My 2 0, We now let v, — v) =u and v3 ~ , where u and vy are two new variables aad write the dual problem as Minimize w = 6u + 4v subject to 4u + v = 2 3u + 2v = 3, ut+ vel | The new variables u and v, being the difference between two non-negative vatables, are unrestricted in sign (positive, negative or zero) depending upon the ‘ative values of the non-negative variables (Vy, ¥2) and (v3, V4)- oo is imal problem in this case. oat ie a cong cas mn te primal, we have two unrestricted variables of the dualHere we see that the primal variable % is unrestricted in «ip, a ew i the sensi isan ce ite the problem in its equivalent form yin, a fy variables by writing x, = %;'— %5" 48 . Pog, Maximize z = 2x, + 3x, + 4 Gy" - x3") subject to, — 5% +3 05" - 4") Ss 7, a - 5% +3 OG! 35") 2 7, 2x, - 5% <3, 3x - 5-35) 2 5, 3p yy" =O. Now we recast these in our required standard form as Maximize z = 2x, + 3x) + 4x,’ — 4x," subject to x, — Sx, + 3x,'- 3x," 5 7, ax, + 5x, - 3x,' + 3x," < ~7, 2x, - Sx, <3 = 3% +) —¥y" <-5, Ayre BT gh SO, Hence the dual problem is given by Minimize w = 7v,' - 7," + 3v, — Sv subject to vi vy" + vy = 2 Sy," + 5y,"— Sv, - 3, = 3, 3y,' — 3y," + ye 4 -3y,' + 3y," - yy 2-4, V5 Uy" Uy ¥y BO. This can be written again as Minimize w = 7v, + 3v, - Sv, subject tov, + 2y, 22, -5v, = Sv, - 3v, = 3, 30, + y=4, Yy Ys = 0, v, (= vy’ — v,") is unrestricted in sign. we Note. We notice here thatthe fist of the constraints in the primal is a perfect ea) Cge conesponding dual variable is unrestricted in sign. On the other hand, an unrestricted Pt Predicts an equality of the corresponding constraint of the dual. Let us replace the unrestricted variable ay by (xy! — ay") wherefi. DUALITY Now the primal problem is restated as Maximize z= 6x, + Sx," — Se" 4 105 subject 0 4x, + 5 Sua 5 aS 5, 3x, + Tx < 10, 2x + oy - x" + By, = 20, ~ 2x! + 2x" - 9x, < -5, ; Xp yh ay" = 0. Dual problem of the primal is Pri Minimize w = Sv, + 10v, + 20y, ~ Sy, subject to 44, + 3 Fm SG Sy, + W-%wy2 5, —5v, ~ y+ y= -5, Ty, + Ty, + By, ~ 9, > 10, where Ups %y = 0 and v, is unrestricted in sign. The dual problem can be re-stated as Minimize w = 5v, + 10v, + 20v, - Sv, subject to 4v, + 3, + yy = 6 5y, + y- m= 5, Ty + Ty + BV; - 9yy = 10; y,2 0,i = 1, 2, 4 and v, is unrestricted in sign. qe Find the dual of the following linear programming problems : IJ Maximize z = 3x, + 2%, subject to 3x, + 4x, < 22, 3x, + 2x, < 16, H< 3 %y % = 0. ‘Also verify that the dual of the dual is the primal, (QGER Minimize w = 22v, + 16¥, + 3¥%y subject to 3y, + 3, = 3, 4v, + 2% + y= 2 My Me = O1 AB Maximize z = 6x, - 3x subject to 3x, + 2% < 25, X, + 2x < 16, x, 2 4 mH > 3 Xp % 2 0 (Bara Minimize w = 25v, + 16% — 4¥5 ~ 9M vy - 2-3 subject to 3y, + vy- My = 6 MH MM y= Ol v WD Winimize z = -6x, - 8% + 10% subject to Xt A elie ox - meh Xs Xp X= a imal. [Calcutta Hons., 2006] Show futher that the dual of the dual is the primal. Maximize w = 2v + Ye 20) og, -vy —Me S10 Me We subject to v; + 2v = 8% SB192 LINEAR PROGRAMMING "" Maximize 2= 944% 4 subject too + %2 " 2x, + 3%, 5 19 % 8, Hs 5 Xp % 2 0 + 19¥, + 8% + 5% yr awtMme*WE SY, Minimize w = 12% subject tov, + 2% Maximize Z= %- % + 3% Ye Ve ys 4 10, subject 0% + %t % S10 2x, -%&S 2 2x, - 2, +34 5 6 Xy % % = 0 inimize W = 10¥, + 2¥, + 6% Saar Y#2y4 2y 2 1h + 2% <1, W- toy 2g Yu Ye Wy 2 Ol , Minimize 2 = 7x, + 3%) + 8% subject to 8x, +2%+ % > 3 3x, + 6x, + dy > 4, 4x, + %+ 5x21 x, + 5x, + 2x, > 7, Xp Xy % 2 0. (Baa Maximize w = 3v,+ 4%, + vy + 7% (Ceti, 174 subject to Bv, + 3, + 4y, + y < 7, 2, + BY, + y+ SY < 3, y+ ay + 5% + 2y <8, Yo Me Ma Y = 0) A Minimize z = 3x, - 2x, + 4% subject 10 3x, + Sy + 4x, > 7, By + +8 = 4 7% - 2y- % < 10, X,- 24+ 5%, = 3, 4% + 7-25 > 2, % %y %y 2 0. [Moon 171 en Be ™ + Ay ~ 10% + 84 + 2y, A+O%-Ty+ WH ays 3 Sy + + 2-244 Ty < -2, 444 8m4 Wt Sy-2< 4, YEO F212. 8] WB Maximize 2 = ay, At Mt dnt H+ 9%, subject to 4 ~ 55 = Oa setae ote H+ 9% + dy - Sy + x <8, Tt %~ Se - 7H + 1x < 10, i XH ee = 6% soy 4105 %y Xp % 2B 0. to 4y, + y+ ‘ t+ WE ~Sy48R+ zt pose ea = %, - By, - 7% 21 M+ writes, 2 7M Yu Mp My 2 OlOE seabird “_DUALITY asimize Z = X + 9X, + BX + 4X, + Ox, gpject to 9X, + 2% + AX + KG + Bx, = 16, K+ 2x + H+ 5% + Bx, = 13 2x, + 6X, + 3x, = 6, % 0, for all j wv Minimize w= 15¥, + 13¥, ~ by, sublet © + YELM 4 223 dye yw os Wt H- Oy 245445%-s,20° ¥% = 0, ¥, and v, are unrestricted,] gg Movimize 2 = 3K, +X + xy - x, subjoct to OX % + Ox +X = 1, Ht He tH = 3, XX = 0, x, and x, are unrestricted in sign. (Delhi, 1976) (Das Mnimizo W =v, + BY, subject to 24, + % = 3, -y +, 2 1, 8y,- v= 2, vy, + Y= 1, y, and v, are unrestricted.) (a) Minimize z= x, + % + % | subject to x, — 3x, + 4x, = 5, x - 2x, s 3, 2m — m2 4 Xy X 2 0, % is unrestricted. | [Jadavpur M. Sc., 1980; Calcutta Hons., 2007) (Qa Maximize w= Sv, ~ 3v, + 4v, | subject to v,- vp S 1,- 3% + 2% + 2% 5 1, 4y ~ | Vp & 0, Vy = 0, % is unrestricted] | (b) Maximize z = x, + 4K, + 3X, subject 02x, + 3%, - 5% <2 | 3x, - %+ OQ 21, | H+ et AS | My, % 2 0, % is unrestricted. | av, - 3% +21 { (Bi Minimize w = 2v, - vp + 4¥y, 8 | -5y, - BV, + y= % Wt y+ wet Vy Yo = 0, My is unrestricted.) WB Maximize z= 3x, + %+ %- % subject tox, + BX + 3G + 4% S * a+ % te yo ee (Qi Minimize w = Sv, ~ Ye ~ 5% Wa ebiat ae Yt te = 88H Mg uated av, - My = nt Me oFLINEAR_PROGRAMMING a —_—-_— DB 2x. Minimizo 2 = % ~ Se * MO | eubjoct to 9% ~ % + 2% SO “on + 4% < 12, ndx, + 3% + 8% S 10, Ky Mp Hy = 0 — 10¥y Maximize w = -7%, ~ 12¥» ~ 10% ‘as subject to “8 + Ht ASTM +4 + By dg ae, = 84 5 2 Vs My 2 OF TD Minimize z= 4 + %+% subject 10%) ~ % + % ~ % = 2 i ee x42 0/=12 [Guahay, [Bs Maximize w = -2, + % subject to Ytmweay-wSEYtY <1, Vy Mp ate unrestricted.) Maximize z= 6x, + 4% + B+ % subject to 4x, + 4x, + 4x, + BX, = 21, 3x, + 17x, + 80%, + 2x, < 48, X, X 2 0; Xy X, are unrestricted. (OG Minimize w= 21v, + 48y, subject to 44, + -3y, = 6, Av, + 17%, B 4, 4y, + BOY, = 6, 8, + 2%, = 1, v= 0, v; is unrestricted] MD Mavimize z= x, - x + 3x + 2% subject 0X + % 2-1, %-3y-% <7, X, + % - 8x, = -2, %. % 2 O and x, x, are unrestricted in sign. [Calcutta Hons, 1% (AEH Minimize w= Vv, + Tv, ~ 2vy 5. ty +t wz 1, w+ 8% = 1, + vy = 3, By < -2, Yu Yo = 0, vy is unrestricted in sign] The relationship as well as its formulation make us believe that every lit Programming problem has a dual problem, The properties of duality ae algorithms for solving linear programming problems, With this in view. We a few theorems on duality relations, , For that, let us take the primal problem as Maximize 2 = ex 4 subject to Ax < b, : So that its dual is Minimize : : oe 4 subject 10 A'y > c', v20.| eT cmeorem 1. The dual of the dual is the pp Consider the problem (2) which is the deat wt pug We oa he the objective function ag of (1) as in. w = Max. (-w) = Ve (Ww) = Max. w= — by, given in the previous wie eth : Multiplying the constraint inequation by (- wy enon YU), we get Hence (2) becomes Maximize w, = — by subject to- AV < —¢, vs. ~ @) Now this problem has the same form as (1). Hence we can write the dual of this problem as HH Minimize z, = - ex subject to - AX > — b, 45a) ~ @ Notice that Min. z, = Max. (-2,) = ~ Max. 2, = ex = Maxz and -Ax >-b is equivalent to Ax sb Hence the dual problem can be written as Maximize z= cx subject to Ax 3, y+ 3% +24 > 0. Vis Yo Vr Vs a minimization problem. a e dual aints, the latter has four variables dual problem whose The primal is 2 maximization problem and th ef ormer has two variables with four const® be easier [0 solve the Mis Size Will be smaller. ( jyrplus variables v5 and v, to the constraints, ws dard form and then the first simplex yahy..™* Mig ep, ty Introducing two SU the problem in its stan same notations), w = 12y, + 21¥, + 8% + 6% + Ou, Minimize s+ Ov, subject to yt 22+ Vs 3, y+3, +% ~%E4, 123, 4, 5,6 “The vectors corresponding to the variables v, and vy give the inj j tial In the tables, we retain the same symbols, that is, we write, ai, for 8 ang big ¢ [oe]? [2 8 6 ce | B | % | > % |.% a 8 ay Vs 3 1 2 1 6 a %% 4 1 2. 0 4-5 2 | 13 0 = This is a minimization problem and hence the vector with maximum guy positive (z, — ¢) will enter the basis. Here a, is the entering vector and 4 is te departing vector, since Min [3+ $] = 4 comesponds to ay. We pass on totem tableau (having the same format) given below. [> [2 Ja 8 6] 0 [= T? [Ts b a | & a ay | as 8lalty |e |] $+ jo 1 |-% Ja ate lw | ¢$ $y 0 4 | 0 | B-G -} Jo o +B | -8 In this table, 2; - 6 < 0 for all j and this being a minimization PO* optimality condition has been realised. The optimal solution is 4=O%=h nad, 200, =F 2 Pe “imal solution of the primal problem will be given by (z;~ ¢) of hence tans Wvables 25 and x, with changed signs of the dual opine! Nene ual Solution of the primal problem is x, = 8, % = 3 “=” tice that this is @ feasible solution of the given problem. ¢ coli tale fnstead of solving the dual problem, DUALITY tye following tableaux in succession : if we solve the primal problem, we get G 3 4 0 0 0 0 {SB |e |b fy Pa a pa pa pa 0] 4 | 4 | 2 1 T 7 7 7 7 o | a | x, | 2 2 3 0 1 0 i 0} a | as 8 1 0 0 0 1 0 0 ag % 6 0 I 0 0 0 1 3 | -4 0 0 0 0 f 4 0 ay Xs 6 0 1 0 0 -1 0} a | xs 3 0 0 1 0 3 0} as | x5 8 0 0 0 1 0 41% | % 6 0 1 0 0 0 1 % 3 0 0 0 0 4 t L ots fs ][%]ofe la labels 3 }a lan | F r}o}o} st] o }-3 13 1 a oO} a | x | B 0 0 o |-4 1 4 4], a |x 6 0 1 0 0 0 1 0 0 0 + 0 |-4 + ff 1 1 Oo; a] x t 0 0 1 }-$ |-4 0 3 | a x, 8 1 0 0 0 1 0 i ‘ 13 1 2 Oo; a |x | # 0 0 0 |- : i 1 5 -F 0 4] a $ 0 1 0 i ; Z- 0 0 0 ${4 0 Xy %y yy Xe are the slack variables. Here z — o = 0, for all j. The optimal solution is x, = 8, x) = $5 Zpae= 3 i i = ¢) of the For the dual problem, the optimal solution corresponds to @ - ¢) o columns of the vectors @y My Ay a, which are the vectors corresponding to the Slack variables and are : 1 ‘ ¥, = 0% = $y = 4, y= 05 Min 2 2. Alternatively, we can find the optimal solution of the primal from the final “plimal table of the dual in the following way : We have in the final tableau % = (8, 21), B -[ 12 03 and B? = 1 0LINEAR PROGRAMMING 1 0 2 G2 tence xt = Gt = @ 2) ie eh imal solution is ee hue xt 8% Henoe the opt “We put the given problem in a standard form by introducing to si xz and x, and thus the problem becomes Maximize z = 30x, + 23x, + 29x5 + O.xy + Ox, subject to 6%, + 5x, +34 + 6, 4x, + 2x, + 5a, tas = 7 and x, > 0, for aj Val We then solve the problem by simplex method and the iterations ate successive tables below. sien 5) ] 3 | ®] 070 G])SB)>s |» |a |" | & | a4 o}a |x |%|«fs |3ji]ife ay Xs 7 fa 2 5 0 1 4-4 30 | -23 | 29 o|]? ofa |x | 2 0 2 | 3 Vl4 0 | a4 | x | 1 It gfoold | 44 i 4-5 ofs3|#ilelt ols|x]zl~)olel|4 23 4 ts | dt] 2 1 3 | oh 16 Oras pba to. LB Se eel Fi in 4 : os the index row of the first table, itis seem that ais the enter YS the Teaving vector, since Min (26, 2] = 2 refers to the vector as si in the second : third table pia 4 isthe entering vector and a, is the leaving °°" igh , We have 2 5 solution of the print’ 2. = © for all j. Hence this table Biv** oe © primal problem which is A= OmoO : DUALITY ‘To read the solution of the dual problem from the final optimal ble of the primal, we apply rule 1 of Att. 7.7 and see that th r 1e net evaluations of this table | conesporsding (0 the slack variables 4, and 5 are 0 and 23, Thus the solution of the dual problem will be 23 = 0,0 = 2 and wy = A Maximize w = 2v, + v, subject t0 yt yy <3, yt Ss 1 YM, 20. We use simplex method to solve the dual problem and put it in the standard form by adding slack variables v, and v,. Thus the problem becomes Maximize w = 2v, + v, + 0.0 + 0% subject 0 +t = 3, Wy ty 1 Vy Mp Vy Yy 2 0. ‘We put the problem in the table retaining the same symbols as used earlier. Sj 2 1 0 0 cp B V5 b a a ay a4 0 a, V5 3 2 1 1 0 0 a % 1 8 1 0 1 3-4 | 2 = 0 0 z 0 a 5 3 0 t 1 3 1 2 a, i + 1 a 0 3 o f+ [of 4 0 a | 4 2 -l 0 7 a 1 a, % 1 3 1 0 1 4-5 1 0 0 1 Here z, — c, > 0, for all j. Hence the last table gives the optimal solution of the problem. 7 ; : Since the slack variable v3 added to the first constraint of the dual is present in the optimal solution of the dual, the optimal solution of the dual is = Land Way, = 1.LINEAR PROGRAMMING 10 the primal can be read from the (z,_ 5 nding to the slack variables and hence N04 OY balay ang 4 The optimal solution | and ay correspor N ha this is a feasible solution of the given primal, jotice = Give the dual of the following linear programming probjen 7 weit: Maximize = = 3% - 2% subject 1% <4 ns 6 meus 5 - 4 <-L ; in Fa Bl [Vidyasagar Hons, 1 The primal has two variables and four constraints, The dual of the given problem is Minimize w = 4v, + 6v, + Sv, - vy subject to vy + V5 2 3, y+ -% 2-2, Ve Vpn Yyp M4 BO. The dual has four variables and two constraints as is expected. Now we express the dual problem in a standard form as follows : Maximize w' = -4v, - 6y, ~ Sv, + ¥4 + O.vg + 0.v subject to ie irat aceite : —Vy— Vy + My + und i 20) =1,2,34,5,6 With usual symbols, we apply the simplex method to solve this problem = | 8 4 | a 0 | a a tL a % 2 0 a 0 As all z,~ c = 0 in the last table, this ‘i saci dual problem which is le, this will give the opt 4=3y = 0, vy = 25 Wry = 10.qo read the solution of the primal probk ae lem from the optimal table of the dual, M4) = 1 and z 0 are indicated from the index row ms variables vs and v4, oa the columns of the surplus and Dual of the given problem is Minimize w = 4v; + 6, + 9v, subject to -v, + vy, + vy, 22, 2v + vy + 3 = 3, Vy Vp ¥y 2 0. Posing the problem in the maximization form and introducing the surplus variables v, and vg as well as the artificial variables v, and v,, we have the problem in its sandard form as given below. Maximize w* = —4v, — 6v, — 9vy + O.vg + O.vs — Mg ~ Mv, subject to av, t vt yy tO + et Om 2 2 2v, + vy + 3-0 + OM + v= 3, 20. Vpn Yap Y5s Yar Yor Moe i Now we apply simplex method to solve the problem and get the successive tubles below, with usual symbols as used earlier. a] 67-9] 0°] 0 [-™ [-m 8 aoe | [ss | ul alyp2;2o2f re] rjayoyr ye w}oaf [3] 2,1] @ tole or} at By praalomeo|-am+9] M | M | 0 | 0 | 1 w)alwli la} Ble j2tti tye oe 2] 4] fojs]e]3 [et afs fe] et 3 2 = su-afam+s| 0 | M ies] 0 |A3 3 3/2 )2 )4 1 . 2 [7 | 3 %. | 2LINEAR: PROGRAMMING > 0, for all j. table gives the optim,y 164 Here <, the dual problem, 20¥ They are ¥ ‘The artificial var index row after deleting the comesponding 10 ay and ty ‘Thus the solution is 3 rs ATE Ve and v,. The optimal solution is obiaine penalty cost M and changing sign of the no 1d a 4 evalua . xy =F and z The dual of the given problem is Maximize w = 2v, + Vy subject to 2, -%) SL, yr s-l YM = 0. We put the dual problem in a standard form by introducing slack, surplus aal artificial variables as given below. 4 Maximize w = 2v, + v, + 0.0, + O.vy - Mvs 4 subject to vy vy + Vy =1 -y +h = V4 + V5 = 1, y & 0, for all j Here v, is the slack variable, v, is the surplus variable and v, is the atic variable. We now apply simplex method to solve the problem through the i successive tables : 4 | 2 r i 2 “ b a a ay 0 ay v5 1 a 7 : la 7 ; B = : 374 m-2|-m-1] 0 0 a, Ys a ai 5 : a, tee : So 2 ay ¥, 7 : 5 ; 1 a, Vy 3 é 1 : 4-G jt| | | | go ao DUALITY hus we see that in the final table, (2, — iy moat noqa Hence ay will enter the basis. But Yu <0 and >in being (~4). < Hence the dual problem has unbounded solution” ‘an conclude tha ‘ Thus we can conclude that the primal problem will have no feasible solution ELE Use duality to find the optimal solution, i any problems (1 ~ 8) : "pp Nasinize 2 = 3x, + 2x, subject to 2%, + x < 5, H+ % 53, Of the following linear programming Xy Maximize 2 = 2x, + x subject to x + 2x, < 10, A+ OS 6, X- HS 2 x - 2m <1, M2 0 (Meerut, 1975] (Os x, = 4, % = 2; Zax = 10] Minimize z = 15x, + 10x, subject to 3x, + 5X [Calcutta M. Sc, 1976] SJ Minimize z = 10x, + 6x, + 2% subject to =x, + H+ 21 Bx, + %- % = 2 Ky Xp %y 2 0. UR. x, = 5. % = HH = 0 Zin = 104 AB Maximize z = 3x, + 2%, subject to xX, + HB 1 x + OS 7 X, + 2% = 10, < 3 Loe > 0. (Dein, 1972) (i x, = 7, % = 05 Zpae = 21) AW Maximize 2 = 3x, + 4% subject to - % = t n+ yeh x - 3% <3 {Calcutta Hons., 1987, 2001] Hy % = 0 ‘either unbounded solution has ; [AWE The dual has no feasible solution Hence fe 9 it is see ® 0 feasible solution, Using graphical metnod 10 Me TT.’ snpounded) ble soluions, Hence the objective function of the Pe thal it has a set of