Duality

A.K.Singh, IMI, DELHI

Introduction
The importance of duality is twofold.
First, fully understanding the shadow-price
interpretation of the optimal simplex
multipliers can prove very useful in
understanding
the
implications
of
a
particular linear-programming model.
Second, it is often possible to solve the
related linear program with the shadow
prices as the variables in place of, or in
conjunction
with,
the
original
linear
program, thereby taking advantage of some
computational efficiencies.
A.K.Singh, IMI, DELHI

Duality
The primal-Dual
Relationship

A.K.Singh, IMI, DELHI

Duality
Consider the following primal problem:

The first inequality requires no modification.

A.K.Singh, IMI, DELHI

Duality
The second inequality can be changed to the less-thanor-equal-to type by multiplying both sides of the
inequality by -1 and reversing the direction of the
inequality; that is,
The equality constraint can be replaced by the following
two inequality constraints:

If both of these inequality constraints are satisfied, the

original equality constraint is also satisfied.

A.K.Singh, IMI, DELHI

Duality
Multiplying both sides of the inequality by 1 and
reversing the direction of the inequality yields:
The primal problem can now take the following standard
form:

A.K.Singh, IMI, DELHI

Duality
The dual of this problem can now be obtained as follows:

A.K.Singh, IMI, DELHI

Example Minimization
Minimize w= .12x1 + 0.15x2
Subject to
60x1 + 60x2 >= 300
12x1 + 6x2 >= 36
10x1 + 30x2 >= 90
X1, x2 >=0

A.K.Singh, IMI, DELHI