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    31 views23 pages

    Lecture Material 5-Duel Problems

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    Munir Aslam
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    of 23

    Duality

    Duality
    Every LP has its Dual.
    Primal(Ex 4.1-1)

    max z = 5x1 + 12x2 + 4x3


    s.t. x1 + 2x2 + x3 ≤ 10
    2x1 − x2 + 3x3 =8
    x1 , x2 , x3 ≥ 0.

    Dual

    min w = 10y1 + 8y2


    s.t. y1 + 2y2 ≥5
    2y1 − y2 ≥ 12
    y1 + 3y2 ≥4
    Primal Optimal Solution

    Primal

    max z = 5x1 + 12x2 + 4x3


    s.t. x1 + 2x2 + x3 ≤ 10
    2x1 − x2 + 3x3 =8
    x1 , x2 , x3 ≥ 0.

    (x1∗ , x2∗ , x3∗ ) = (5.2, 2.4, 0).


    z ∗ = 54.8.
    Dual Optimal Solution

    Dual

    min w = 10y1 + 8y2


    s.t. y1 + 2y2 ≥5
    2y1 − y2 ≥ 12
    y1 + 3y2 ≥4

    (y1 , y2 ) = (5.8, −0.4).


    w ∗ = 54.8.
    Economic Interpretation
    Economic Interpretation

    Ex 4.3-2
    TOYCO assembles three types of toys: trains, trucks, and cars
    using three operations. Available assembly times for the three
    operations are 430, 460 and 420 minutes per day, respectively, and
    the revenues per toy train, truck, and car are $3, $2 and $5,
    respectively. The assembly times per train for the three operations
    are 1, 3 and 1 minutes, respectively. The corresponding times per
    truck and per car are (2, 0, 4) and (1, 2, 0) minutes (a zero time
    indicates that the operations is not used).
    Economic Interpretation

    Primal

    max z = 3x1 + 2x2 + 5x3


    s.t. x1 + 2x2 + x3 ≤ 430
    3x1 + 2x3 ≤ 460
    x1 + 4x2 ≤ 420
    x1 , x2 , x3 ≥ 0.

    Optimal solution:
    z ∗ = $1350
    x ∗ = (0, 100, 230).
    Economic Interpretation

    Dual side of the story


    TOYCO’s available assembly times for the three operations are
    430, 460 and 420 minutes per day. You want to buy all assembly
    times from TOYCO, by paying prices y1 , y2 , y3 per minute,
    respectively. You must pay enough for the assembly times because
    otherwise TOYCO would choose not to sell to you, they would
    produce on their own and profit from it.
    TOYCO’s revenues per toy train, truck, and car are $3, $2 and $5,
    respectively. The assembly times per train for the three operations
    are 1, 3 and 1 minutes, respectively. The corresponding times per
    truck and per car are (2, 0, 4) and (1, 2, 0) minutes.
    Economic Interpretation

    Dual

    min w = 430y1 + 460y2 + 420y3


    s.t. y1 + 3y2 + y3 ≥3
    2y1 + 4y3 ≥2
    y1 + 2y2 ≥5
    y1 , y2 , y3 ≥ 0.

    Optimal solution:
    w ∗ = $1350
    y ∗ = (1, 2, 0).
    Economic Interpretation

    Primal Dual
    max z = 3x1 + 2x2 + 5x3 min w = 430y1 + 460y2 + 420y3
    s.t. x1 + 2x2 + x3 ≤ 430 s.t. y1 + 3y2 + y3 ≥ 3
    3x1 + 2x3 ≤ 460 2y1 + 4y3 ≥ 2
    x1 + 4x2 ≤ 420 y1 + 2y2 ≥ 5
    x1 , x2 , x3 ≥ 0. y1 , y2 , y3 ≥ 0.

    z ∗ = $1350 w ∗ = $1350
    x ∗ = (0, 100, 230). y ∗ = (1, 2, 0).
    Constructing Dual LP
    Constructing Dual LP

    I Transpose all coefficients.


    I Flip max/min.

    Primal Dual
    max z = 3x1 + 2x2 + 5x3 min w = 430y1 + 460y2 + 420y3
    s.t. x1 + 2x2 + x3 ≤ 430 s.t. y1 + 3y2 + y3 (?) 3
    3x1 + 2x3 ≤ 460 2y1 + 4y3 (?) 2
    x1 + 4x2 ≤ 420 y1 + 2y2 (?) 5
    x1 , x2 , x3 ≥ 0. y1 , y2 , y3 (?) 0.
    Constructing Dual LP

    Constraints Variables
    max min
    ≥ ⇔ ≤0
    ≤ ⇔ ≥0
    = ⇔ Unrestricted
    min max
    ≥ ⇔ ≥0
    ≤ ⇔ ≤0
    = ⇔ Unrestricted
    Constructing Dual LP from standard form

    Standard form:
    I Constraints: =.
    I Variables: ≥ 0.
    Dual of standard form:
    I Dual variables: unrestricted.
    I Dual Constraints:
    I ≥ 0 if dual is min.
    I ≤ 0 if dual is max.
    Constructing Dual LP from standard form

    Ex 4.1-1

    max z = 5x1 + 12x2 + 4x3


    s.t. x1 + 2x2 + x3 ≤ 10
    2x1 − x2 + 3x3 =8
    x1 , x2 , x3 ≥ 0.
    Constructing Dual LP from standard form

    Ex 4.1-1, standard form

    max z = 5x1 + 12x2 + 4x3


    s.t. x1 + 2x2 + x3 + x4 = 10
    2x1 − x2 + 3x3 =8
    x1 , · · · , x4 ≥ 0.
    Constructing Dual LP from standard form

    Dual of Ex 4.1-1

    min w = 10y1 + 8y2


    s.t. y1 + 2y2 ≥5
    2y1 − y2 ≥ 12
    y1 + 3y2 ≥4
    y1 ≥0
    Constructing Dual LP from standard form

    Primal of Ex 4.1-2

    min z = 15x1 + 12x2


    s.t. x1 + 2x2 ≥3
    2x1 − 4x2 ≤5
    x1 , x2 ≥ 0.
    Constructing Dual LP from standard form

    Ex 4.1-2, standard form

    min z = 15x1 + 12x2


    s.t. x1 + 2x2 − x3 =3
    2x1 − 4x2 + x4 =5
    x1 , · · · , x4 ≥ 0.
    Constructing Dual LP from standard form

    Dual of Ex 4.1-2

    max w = 3y1 + 5y2


    s.t. y1 + 2y2 ≤ 15
    2y1 − 4y2 ≤ 12
    y1 ≥0
    y2 ≤ 0.
    Constructing Dual LP from standard form

    Primal of Ex 4.1-3

    max z = 5x1 + 6x2


    s.t. x1 + 2x2 =5
    −x1 + 5x2 ≥3
    4x1 + 7x2 ≤8
    x1 unrestricted
    x2 ≥ 0.
    Constructing Dual LP from standard form

    Dual of Ex 4.1-3

    min w = 5y1 + 3y2 + 8y3


    s.t. y1 − y2 + 4y3 =5
    2y1 + 5y2 + 7y3 ≥6
    y1 unrestricted
    y2 ≤0
    y3 ≥ 0.
    Optimal Dual Solution

    Primal and Dual solution meet at optimality. How do you


    determine the optimal dual variables when you solved the primal?
    Ex 4.2-1

    max z = 5x1 + 12x2 + 4x3


    s.t. x1 + 2x2 + x3 ≤ 10
    2x1 − x2 + 3x3 =8
    x1 , x2 , x3 ≥ 0.

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