Duality in linear programming. Symmetric and non-symmetric pair of LP problems.

Duality in linear programming.

Symmetric and non-symmetric pair of LP problems.

Economic Mathematical Methods 3. Symmetric and non-symmetric pair of LP problems.

To each LP problem can be unambiguously assigned its dual problem. The original problem is
Theory of Duality. then called the primal problem. Both problems (primal and dual) are then called dual pairs.
They are divided into symmetric and non-symmetric pairs of problems.

Pavel Kolman Symmetric pair of LP problems.

Primal problem Dual problem

Department of Statistics and Operation Analysis
FBE Mendelu zmax = ~c T · ~x zmin = ~b T · ~y
A · ~x ≤ ~b ⇐⇒ AT · ~y ≥ ~c
~x ≥ ~0 ~y ≥ ~0
September 23, 2016
zmin = ~c T · ~x zmax = ~b T · ~y
A · ~x ≥ ~b ⇐⇒ AT · ~y ≤ ~c
~x ≥ ~0 ~y ≥ ~0

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Duality in linear programming. Symmetric pair of problems. Duality in linear programming. Non-symmetric pair of problems.

Duality in linear programming. Duality in linear programming.

Symmetric pair of problems. Non-symmetric pair of problems.

Symmetric pair of problems. Non-symmetric pair of problems.

1. The number of constraints in primal problem determines the number of structural variables Primal problem Dual problem
in dual problem.
2. Matrix of structural coefficients in dual problem is the transposed matrix of structural zmax = ~c T · ~x zmin = ~b T · ~y
coefficients in primal problem. A · ~x = ~b ⇐⇒ AT · ~y ≥ ~c
3. Vector of prices in primal problem is the right hand sides vector in dual problem. ~x ≥ ~0 —
4. Vector of right hand sides in primal problem is the vector of prices in dual problem.
5. If the primal problem is maximization (minimization), the dual problem is minimization zmin = ~c T · ~x zmax = ~b T · ~y
(maximization). A · ~x = ~b ⇐⇒ AT · ~y ≤ ~c
~x ≥ ~0 —
6. In maximization problem must be all constraints formulated in the form of ≤ inequalities.
If they are not in the desired form, they will be be adjusted by multiplying (−1).
In dual problem will be all constraints formulated in the form of inequalities ≥.
7. In minimization problem must be all constraints formulated in the form of ≥ inequalities.
If they are not in the desired form, they will be be adjusted by multiplying (−1).
In dual problem will be all constraints formulated in the form of inequalities ≤.

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 Duality in linear programming. Non-symmetric pair of problems. Duality in linear programming. Theorem of duality.

Duality in linear programming. Duality in linear programming.

Non-symmetric pair of problems. Theorem of duality.

Non-symmetric pair of problems. Theorem of duality.

1. The number of constraints in primal problem determines the number of structural variables 1. If one of the pair of problems (primary or dual) has optimal solution, then the second
in dual problem. problem has optimal solution, too. The objective function value of both problems are equal.
2. Matrix of structural coefficients in dual problem is the transposed matrix of structural 2. If the objective function of one of the problem is unbounded on set of feasible solutions K ,
coefficients in primal problem. then the second problem has no feasible solution (a set K is empty), and conversely.
3. Vector of prices in primal problem is the right hand sides vector in dual problem. By solving one of the pair of problems we get optimal solution of the second one.
4. Vector of right hand sides in primal problem is the vector of prices in dual problem.
5. If the primal problem is maximization (minimization), the dual problem is minimization
(maximization).
6. The primal problem must be formulated in standard form, ie. all the constraints are
formulated as equations.
7. If the dual problem is minimization, then all the constraints are formulated in the
form of inequalities (≥). If the dual problem is maximization, then all the constraints
are formulated in the form of inequalities (≤).
8. For dual problem non-negativity constraints do not apply, ie. the dual variables can
also be negative.

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Duality in linear programming. Theorem of duality.

Duality in linear programming.

Example 3.1 – symmetric pair of problems.

Example 3.1 – symmetric pair of problems.

We decide about the production of blends V1 and V2 . We have the raw materials S1 and S2 in
amounts of 10 kg and 12 kg. Production of one unit of blend V1 needs 1 kg of raw material S1 and
3 kg of raw material S2 . One unit of blend V2 needs 5 kg of raw material S1 and 1 kg of raw
material S2 . Profit from one unit of V1 is 50 CZK, from one unit of V2 is 40 CZK.
Primal problem:
x1 , x2 . . . amount of blends V1 and V2 in kg
zmax = 50x1 + 40x2 profit from sold blends V1 and V2 in CZK
x1 + 5x2 ≤ 10 amount of raw material S1 in kg
3x1 + x2 ≤ 12 amount of raw material S2 in kg
x1 , x2 ≥ 0 non-negativity constraints
Dual problem:
y1 , y2 . . . price of 1 unit of raw material S1 and S2 in CZK
zmin = 12y1 + 10y2 minimizing the total cost of sold raw materials in CZK
y1 + 3y2 ≥ 50 price of blend V1 must be at least 50 CZK
5y1 + y2 ≥ 40 price of blend V2 must be at least 40 CZK
y1 , y2 ≥ 0 non-negativity constraints

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 Examples to practice 3. Examples to practice 3.

Duality in linear programming.

Example 3.2 – symmetric pair of problems.

Example 3.2 – for following LP problem find its symmetric dual pair problem:
Examples to practice 3. zmax = 7x1 + 9x2
3x1 + 5x2 ≤ 180
5x1 + 4x2 ≤ 240
10x1 + 2x2 ≤ 160
Pavel Kolman x1 , x2 ≥ 0

Department of Statistics and Operation Analysis

FBE Mendelu

September 23, 2016

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Examples to practice 3.

Duality in linear programming.

Example 3.3 – non-symmetric pair of problems.

Example 3.3 – for following LP problem find its non-symmetric dual pair problem:
zmax = 25x1 + 20x2 + 25x3 + 32x4 + 40x5
4x1 + 5x2 + x3 + x4 + 2x5 = 1295
4x1 + x2 + 3x3 + x4 + x5 = 1305
x1 + 2x2 + x3 + x4 + x5 = 1105
x1 , x2 , x3 , x4 , x5 ≥ 0

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