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• -y1+y2 ≥ 3
• -y1-3y2 ≥ 4
• y1 ≥ 0, y2 ≥ 0
Problem
• 2y1+ y2 - y3 ≥ 5
• 3y1+ 2y2 -2y3 ≥ 10
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0
• Min W= 7y1+ 4z
• 2y1+ z ≥ 5
• 3y1+ 2z ≥ 10
• y1 ≥ 0, z unrestricted
Problem
Let x3 =x4 – x5
x4 ≥ 0and x5 ≥ 0
Max Z= 3x1 + 5x2 + 7x4 -7x5
Subjected to constraints
x1 +x2 + 3x4 - 3x5 ≤ 10
4x1- x2 + 2x4 -2x5≥ 15
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert ≥ type in to ≤ type constraint
Max Z= 3x1 + 5x2 + 7x4 -7x5
Subjected to constraints
x1 +x2 + 3x4 - 3x5 ≤ 10
-4x1+ x2 - 2x4 +2x5 ≤ -15
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
• Dual
• Min W= 10y1-15y2
• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 ≥ 7
• -3y1+2y2 ≥ - 7
• y1 ≥ 0, y2 ≥ 0
• Dual
• Min W= 10y1-15y2
• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 ≥ 7
• 3y1-2y2 ≤ 7
• y1 ≥ 0, y2 ≥ 0
• Dual
• Min W= 10y1-15y2
• Y1-4y2 ≥ 3
• Y1+y2 ≥ 5
• 3y1-2y2 = 7
• y1 ≥ 0, y2 ≥ 0
Problem
Let x3 =x4 – x5
x4 ≥ 0and x5 ≥ 0
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 = 3
x1 +4x2 + 6x4 -6x5 ≤ 5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert = type in to ≤ type and ≥ constraint
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 ≥ 3
3x1 + x2 + 7x4 -7x5 ≤ 3
x1 +4x2 + 6x4 -6x5 ≤ 5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
Convert ≤ type in to ≥ constraint
Min Z= 2x1 + 3x2 + 4x4 - 4x5
Subjected to constraints
2x1 +3x2 + 5x4 -5x5 ≥ 2
3x1 + x2 + 7x4 -7x5 ≥ 3
-3x1 - x2 - 7x4 +7x5 ≥ -3
- x1 -4x2 - 6x4 +6x5 ≥ -5
x1 ≥ 0 , x2 ≥ 0, x4 ≥ 0, x5 ≥ 0
• Dual
• Max W= 2y1+3y2 -3y3-5y4
• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 ≤ 4
• -5y1-7y2 +7y3+6y4 ≤ -4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0
• Max W= 2y1+3y2 -3y3-5y4
• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 ≤ 4
• 5y1+7y2 -7y3-6y4 ≥ 4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0
• Max W= 2y1+3y2 -3y3-5y4
• 2y1+3y2 -3y3-y4 ≤ 2
• 3y1+y2 -y3-4y4 ≤ 3
• 5y1+7y2 -7y3-6y4 = 4
• y1 ≥ 0, y2 ≥ 0, y3 ≥ 0, y4 ≥ 0
• 2y1+3y5-y4 ≤ 2
• 3y1+y5-4y4 ≤ 3
• 5y1+7y5-6y4 = 4
• y1 ≥ 0, y4 ≥ 0, Y5 Unrestricted variable
Duality Theorems
I. Weak duality theorem: If x and y be two basic feasible
solutions to the primal and dual problem
respectively, then min W ≥ max Z.
II. Fundamental theorem of duality: If x* and y* be the
optimal solutions of primal and dual problem
respectively, then W* = Z*
III. Dual of the dual is primal.
Complementary slackness condition(CSC): Let x and y be
the feasible solutions to the primal and dual
problems. Let u and v be the slack and surplus
variables to the respective primal and dual problems.
Then x an y is optimal if and only if xv=0, and yu=0