LINEAR ALGEBRA &

OPTIMIZATION

BITS Pilani
Pilani Campus
 BITS Pilani
Hyderabad Campus

Contact Session 10
Overview of the Course Handout

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Introduction

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

LPP Model - Outline
 Introduction
 Formulation of LP
 Solution
o Graphical Method
o Simplex Method
o Artificial Variable Method
1) Big – M Method
2) Two Phase Method
 Interpretation and Sensitivity Analysis
 Duality
 Post-Optimality Analysis

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Duality or Dual Problem

 Dual problem is an LP defined directly and systematically

from the primal (original) LP model.

 Solution to one provides solution to other

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Duality in LPP

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Cont…

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PRIMAL DUEL
RELATIONSHIPS
• These relationships will form the basis for the
economic interpretation of the LP model and
post-optimality analysis.
• Optimal solution of (primal or dual ) directly yields (with
little additional computations) , the optimal solution to
other.
• Dual (dual) = primal. So, dual solution can be used to
yield the optimal primal solution automatically.

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IMPORTANCE OF DUAL
METHOD

If in LP model : no. of variables is considerably smaller
than the number of constraints ,


solving dual will save lot of computation time because
amount of simplex computation depends largely on the
number of constraints.

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Problem

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Solution

Basic Y1 Y2 S1 S2 S3 RHS Ratio

S1 1 0 1 0 0 4
S2 0 1 0 1 0 3
S3 1 1 0 0 1 6
W -2 -5 0 0 0 0

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Cont..

Basic Y1 Y2 S1 S2 S3 RHS Ratio

S1 1 0 1 0 0 4
y2 0 1 0 1 0 3
S3 1 0 0 -1 1 3
W -2 0 0 5 0 15

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Cont..

Basic Y1 Y2 S1 S2 S3 RHS Ratio

S1 0 0 1 1 -1 1
Y2 0 1 0 1 0 3
Y1 1 0 0 -1 1 3
W 0 0 0 3 2 21

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Cont…

S1=0, s2= 3, s3= 2 W(max) =21

X1= 0, x2= 3,x3= 2 Zmin=21

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Using duality solve the
following problem

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Solution

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Dual Simplex Algorithms

Dual simplex algorithm :

1. Starts with a better with the optimal but infeasible basic
solution.
2. Successive iterations remain infeasible and better than
optimal ,
3. until feasibility is restored at the last iteration.

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Dual Simplex method

 Optimality and feasibility conditions are designed to

preserve the optimality of the basic solutions while
moving the solution iterations towards feasibility.
 The constraints are converted into less than or equal to
type and the objective function converted into
minimization if not so already.

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Use the Dual simplex
method

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Solution

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 Solution

BV X1 X2 X3 S1 S2 S3 RHS

S1 -2 -3 -5 1 0 0 -2

S2 3 1 7 0 1 0 3

S3 1 4 6 0 0 1 5

Z -2 -2 -4 0 0 0 0

Ratio

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 X1=0, x2 =2/3, x3= 0, z=4/3
BV X1 xx1x X2
Solution X3 S1 S2 S3 RHS

X2 2/3 1 5/3 -1/3 0 0 2/3

S2 7/3 0 16/3 1/3 1 0 7/3

S3 -5/3 0 -2/3 4/3 0 1 7/3

Z -2/3 0 -2/3 -2/3 0 0 4/3

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Use the Dual simplex
method

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Post Optimal Analysis

Word File

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THANK YOU