6.3.

5 Consider the following problem Max Z = 3x1 8x2 St x1- 2x2 10 x1,x10 a) Construct the dual problem, and then find its optimal solution by inspection b) Use the complementary slackness property and the optimal solution for the dual problem to find the optimal solution for the primal problem. c) Suppose that c1, the coefficient of x1 in the primal objective function, actually can have any value in the model. For what values of c1 does the dual problem have no feasible solutions? For these values, what does duality theory then imply about the primal problem? PIMAL Max Z = 3x1 8x2 St x1- 2x2 10 x1,x10 DUAL Min W = 10 y1 St y13 -2y1-8 y10 a) Finding duals optimal solution by inspection For the constraints y13 and -2y1-8 3 y1 4 So to minimize the objective function we want y1 as minimum as possible, which is y1=3 So the optimal solution is: y1*=3 and W*=30 b) complementary slackness: In the optimal solution to an LP problem when a dual (primal) variable is basic then the slack (surplus) variable in the corresponding primal (dual) constraint is non-basic.

For the dual y1*=3 and W*=30 is the optimal basic solution. If we write dual in augmented form: Min W=10y1 St y1- (z1-c1)=3 (z1-c1= reduced cost of x1 is the surplus in dual) -2y1-(z2-c2)=-8 (z2-c2= reduced cost of x2 is the surplus in dual) And from here. Z1-c1 = y1-3 = 3 -3 =0 Z2-c2=-8+2y2 = -2

Reduced cost of x1 (z1-c1)=0 so this is a basic variable in the primal optimal solution. Reduced cost of x2 (z2-c2) isnt zero so this is not a basic variable. So for Z*=30 , only x1 is in the basic for primal solution. Z=3x1 8x2 30= 3.x1 0 x1*=10 So the primal optimal solution is: x1*=10 x2*=0 and Z*=30

c) *Suppose that c1, the coefficient of x1 in the primal objective function can have any value in the model: Then the constraints for dual becomes: Min W = 10 y1 St y1c1 -2y1-8 y10

so: y1c1 y14 y10 so for this situation c1 must be greater than 0 but less than 4. Because if c1 gets a value higher than 4, then there cant be a feasible region for the dual. c1 must be between 0 and 4. (if the dual is infeasible the primal objective function is unbounded)

6.3.7

Consider the model given in Prob 6.1-3b a) Construct the dual problem, b) Solve this dual problem graphically c) Use the result from part b to identify the nonbasic variables and basic variables for the optimal BF solution for the primal problem. d) Use the results from part c to obtain the optimal solution for the primal problem using Simplex method e) Use the results from part c to identify the defining equations for the optimal CPF solution for the primal problem and then these equations to find this solution. a) PIMAL Max Z = 2x1+5x2+3x3+4x4 + x5 St x1+3x2+2x3+3x4+x5 6 4x1+6x2+5x3+7x4+x5 15 DUAL Min W = 6y1 + 15y2 St y1+4y22 3y1+6y25 2y1+5y23 3y1+7y24 y1+y21 y1 , y2 0

b) Solving the dual problem graphically: y1+4y2=2 y1=0, y2=1/2 and y1=2, y2=0 3y1+6y2=5 y1=0, y2=5/6 and y1=5/3, y2=0 2y1+5y2=3 y1=0, y2=3/5 and y1=3/2, y2=0 3y1+7y2=4 y1=0, y2=4/7 and y1=4/3, y2=0 y1+y2=1 y1=0, y2=1 and y1=1 , y2=0

So the optimal solution is the intersection of constraint 1 and constraint 2 Constraint 1 y1+4y2=2 Constraint 2 3y1+6y2=5 Optimal Solution: y1*=4/3 , y2*=1/6 and W*=21/2 c) Augmented form of duals constraints: y1+4y22 y1+4y2 (z1-c1)=2 (z1-c1= reduced cost of x1 is the surplus in dual) z1-c1=0 for the optimal solution 3y1+6y25 3y1+6y2-(z2-c2)=5 (z2-c2= reduced cost of x2 is the surplus in dual) z2-c2=0 for the optimal solution 2y1+5y23 2y1+5y2-(z3-c3)=3 (z3-c3= reduced cost of x3 is the surplus in dual) z3-c3 is not equal to 0 for the optimal solution 3y1+7y24 3y1+7y2-(z4-c4)=4 (z4-c4= reduced cost of x4 is the surplus in dual) z4-c4 is not equal to 0 for the optimal solution y1+y21 y1+y2-(z5-c5)=1 (z5-c5= reduced cost of X5 is the surplus in dual) z5-c5 is not equal to 0 for the optimal solution Since only the z1-c1 and z2-c2 are 0, these are the dual problems non-basics, but primals basics. So For the primal optimal solution, x1 and x2 will be basic and get value but others will be 0 (x3=x4=X5=0 )

d) Solving primal (SIMPLEX in excel) The optimal Solution is: x1=3/2 x2=3/2 x3=0 x4=0 x5=0 s1,s2=0 Z=21/2 e) The defining equations : x1 + 3x2+2x3+3x4+x5 =6 4x1+6x2+5x3+7x4+x5 = 15 x3 x4 =0 =0 x5 = 0