THE DUAL SIMPLEX METHOD ‘The dual simplex method was first discovered by CE. Lemke, a student of Chames. It is applicable to maximization as well as minimization problems. The constraints are converted into < type and slack variables are added to set up the problem in the standard form. ‘The initial simplex (able is constructed and if any 6, is negative and the optimality condition is satisfied, then the given problem can be solved by the dual simplex method. Note that a negative right-handside element signifies that the comesponding slack variable is negative the regular simplex method starts with a basic feasible but non-optimal solution and works towards optimality, the dual simplex method starts with a basic infeasible but optimal solution and works towards feasibility‘The dual simplex method is quite similar to the regular simplex method and once they are started, the only difference lies in the criterion used for selecting a variable to enter the basis and. to leave the basis. In the dual simplex method this criterion is for the dual while in regular simplex ‘method the criterion is for the primal, Further, in the dual simplex method we first determine the variable to leave the basis and then the variable to enter the basis, while reverse is done in the case of the simplex method Applications of the Dual Simplex Method 1. Sensitivity analysis when the right-hand side vector , changes or when new constraints added. If the newly added constraint is not satisfied by the optimal solution, the problem remains optimal but it becomes infeasible. The dual simplex method can then be applied to clear the infeasibility 2. Parametric programming, 3. Integer programming algorithms. 4, Some non-linear programming algorithms. 5. It eliminates the introduction of artificial variables in the L.P. problems. This is the advantage over the regular simplex method.Dual Simplex Algorithm The dual simplex algorithm (technique) to solve an L.P. problem consists of the following steps Step 1. Convert the problem into maximization problem itis initially in the minimization form Step 2. Convert 2 type constraints, if any, into < type by multiplying both sides of such constraints by ~ 1 ‘Step 3. Convertthe inequality constrains into equalities by addition of slack variables and obtain ‘he initial solution. Express the above information in the form of atable known asthe dual simplex table ‘Step 4. Compute ¢,~ Z, for every column, Three cases arise (a) Ifall ¢ ~ Z, are either negative or zero and all b, are non-negative, the solution obtained above isthe optimal basic feasible solution ©) I all c,~ Z, are either negative or zero and at least one &, is negative, then proceed to step 5. (©) If any ¢, ~Z; is positive, the method fails ‘Step 5. Select the row that contains the most negative b Tis row is called the key row or the pivot row: The corresponding basic variable leaves the basis. This is called dual feasibility condition. ‘Step 6. Look at the elements of the key row (4) If.all elements are non-negative, the problem does not have a feasible solution. ( If at least one element is negative, find the ratios of the corresponding elements ofc, — Z, tow to these elements, Ignore the ratios associated with positive or zero elements of| the key row. Choose the smallest of these ratios. The corresponding column is the key column and the associated variable is the entering variable. This is called dval oprimatity ‘condition. Mark the key clement or the pivot element.Step 7. Make the key element unity. Perform the row operations as inthe regular simplex ‘method and Fepeatiteraions unt ether an optimal feasible solution is obtained ina finite number of steps or thete is an indication of the non-existence of a feasible solution, Flow chart of these steps is shown in Fig. 6.1 ‘Convert the minimization problem, iTany into the maximization problem £ (ype constraints, any, ¥ Convert = type constraints info equations and set up ‘the initial dual simplex table r [Compute 5 ~% values Convert Yes, [Oprimalsoltion] obiained Ro (a) Select Key row with the most negative Fy (6) Find ratios ofe ~ Z elements to the negative elements of key row. Select key column with minimum ratio a ‘Mark tho Key clement Perform row operations] a5 in regular simplex method ow char for fw dual emplex maiodSolve by dual simplex method the following problem : Minimize Z= dey + 2p + es, subject to Dey + $ep 4 Ses 22, Buy xp + ey $3 xp + 42 + 6x; $5, xp Xp x32 0. Solution Tt consists of the following steps Step 1 The given minimization problem is converted into maximization problem by writing maximize Gx -2=-2x,- 28; Step 2 ‘The first constraint is of 2 type. It is converted into < type by multiplying throughout by —I ‘Thus the constraint becomes = 2x, ~ 3xy ~ Sey S- 2, Step 3 The problem in canonical form is now converted into standard form by adding slack variables 4, 8) and 53 in the constraints. Thus the problem is expressed as maximize G= ~ 2x) ~ 2xy~ ds +05) + 083 + 055, subject to = 2x; = 3ep~ Ss +1 == 2, Bey by FT ty = 3, x1 + xy + 6x + 55 = 5, 1X3 My Si $3, S35 all 2 0.Putting se) = x; = x5 = 0, the initial basie solution is s) = ~ 2, s; = 3, #5 = 5. Since s, is negative, solution is infeasible. The above information is expressed in table 6.21, called starting dual simplex table TABLE 6.21 5 40. (0COO cp Basis NH 4 8 Hb os Sf 0 0 Be 0 o® 7 0 1 0 3 mw ot 4 6 0 oo 1 5 o 0 © 6 0 0 0 2 2 4 60 0 0 t Initial baste infeasible solution Step 4 Compute ¢, - Z;, where Z; = Zep ay As all cj ~ Z; are either negative or zero and by is negative, the solution is optimal but infeasible. We proceed to step 5, Step 5 ‘As by =~ 2, the first row is the key row and, is the outgoing variable. Step 6 Find the ratios of elements of ¢; ~ Z, row to the elements of key row. Neglect the ratios corresponding to positive or zero elements of key row. The desired ratios are 2-2 ,.4_4Since $ isthe smallest rai, ‘column isthe key column; xi the incoming variable and (3) isthe key element Step 7 Replace 5; by x». This is shown in table 622. TABLE 6.22 5 2 2 4 0 Bais ao. % 1 KK Ko ‘optimal, The optimal solution is ‘s,= 0, o St No primal haste feasible solution the solution given by table 622 isUse dual simplex method to maviseZ= ~¥6)~2ep bjt 0 nite ninst, TABLE 6.23 td? 10, 5 20 0 0 0 ash oy Basis Bs nr) ie mun ° GoTo G 9 oO 4 Sumas 25 34-2 ° re subject to man sl ‘ ee ge be woe ioe © 1 oo 0 0 1 3 atm 57, o 9 59 o 0 06 ~t ~ 3x, <= 10, 2 0 0 6 6 iret havic nh + infeasible soon x20 ‘Adding slack variables the problem can be expressed ‘maximize Z= ~ Buy Dep +05, + 0s, * sy + 05q, subject 0 mane tata stm tne, Say -2ey bay == 10, tage, BoM Sy fa 85842 O. The initial basic infeasible solution is x is expressed in table 6.23. 0,325 0,4)5- 15:5 = 3, for x; ~ column and 2-1. ry-cotua -»-column is the key column and (~2) is the key element. ss is replaced by x» in table 6.24.TABLE 6.24 a oe Basis x a a s sy b oon ot ° 4 o 4 Boo 0 4 02 2 5 hot 0 0 os j aw &¥) 0 «© 6 13 2 0 0 ° -0 33 3 8 ° Table 6.25 gives the optimal feasible solution, which is xy = 4,xp= Band Zig =— 3 ¥ 4-23 = a oa ar) oo4 1 og 32 o 0 18. TABLE 6.25 0 a - 3 0 % at 6 10 13 24 8 Optimal feasible solution