OperationsResearch

Unit4

Unit4

DualityinL.P.P

Structure
4.1

Introduction

4.2.

Importanceofdualityconcept

4.3.

FormulationofDualconcept

4.4.

EconomicinterpretationofDuality
4.3.1EconomicinterpretationofDualvariables:

4.5.

Sensitivityanalysis
4.4.1ChangesinCj ofanonbasic variable
4.4.2ChangeinCj ofaBasicvariable
4.4.3Changeinavailableresources
4.4.4Calculatingtherange

4.6.

Summary
TerminalQuestions
AnswertoSAQsandTQs

4.1 Introductions
Every linear programming problem has associated with it, another linear programming
probleminvolvingthesamedataandcloselyrelatedoptimalsolutions.Suchtwoproblemsare
saidtobedualsofeachother.Whileoneoftheseiscalledtheprimal,theotherthedual.
LearningObjectives:
Afterstudyingthisunit,youshouldbeabletounderstandthefollowing

1. Understandthedualityconcept
2. Writethedualproblem
3. Understanditseconomicalinterpretation
4. Applysensitivityanalysis

SikkimManipalUniversity

63

OperationsResearch

Unit4

4.2. TheImportanceOfDualityConceptIsDueToTwoMainReasons
i) Iftheprimalcontainsalargenumberofconstraintsandasmallernumberofvariables,the
labour of computation can be considerably reduced by convertingit into the dual problem
andthensolvingit
ii) The interpretation of the dual variable from the loss or economic point of view proves
extremelyusefulinmakingfuturedecisionsintheactivitiesbeingprogrammed.
SelfAssessmentQuestions1
StateYesorNo

1. DualL.P.Palwaysreducestheamountofcomputation.
2. ItispossibletoreversethedualL.P.PtoprimalL.P.P.
4.2. Formulationofdualproblem
ConsiderthefollowingL.P.P
MaximizeZ=c1x1 +c2x2 +...+cnxn
Subjecttotheconstraints
a11 x1 +a12 x2 +...+a1n xn b1
a21 x1 +a22 x2 +...+a2n xn b2
am1 x1 +am2 x2 +...+amn xn bm
x1,x2,...,xn 0.
Toconstructadualproblem,weadoptthefollowingguidelines:
i)

The maximization problem in the primal becomes a minimization problem in the dual and
viceversa

ii)

() type of constraints in the primal becomes () type of constraints in the dual and vice
versa.

iii)

Thecoefficientsc1, c2, ...,cn intheobjectivefunctionoftheprimalbecomeb1,b2,,bminthe

objectivefunctionofthedual.

iv)

The constants b1, b2,,bm in the constraints of the primal becomes c1, c2, . . .,cn in the
constraintsofthedual

v)

If the primal has n variables and m constraints the dual will have m variables and n
constraints
vi) Thevariablesinboththeprimalanddualarenonnegative

Thenthedualproblemwillbe
MinimizeW=b1 y1 +b2 y2 +...+bm ym subjecttotheconstraints
SikkimManipalUniversity

64

OperationsResearch

Unit4

a11 y1 +a21 y2 +...+am1 ym c1

a12 y1 +a22 y2 +...+am2 ym c2
a1n y1 +a2n y2 +...+amn ym cn
y1,y2,...,ym 0.

The standard form of L.P.P for maximization must contain type of constraints and for
minimizationproblemitmustcontaintypeofconstraints.ThenitiseasytoformdualL.P.P
Example1:Writedualof
maxZ=4x1 +5x2
subjectto

3x1 +x2 15
x1 +2x2 10
5x1 +2x2 20
x1,x2, 0

Solution: Thegivenproblemisinitsstandardform:
\ Itsdualis
MiniW=15y1 +10y2 +20y3
Subjectto

3y1 +y2 +5y3 4

y1 +2y2 +2y3 5
y1,y2,y3, 0

Example2:Writethedualof
minZ=10x1 +12x2
subjectto

2x1 +3x2 10
5x1 +6x2 20
x1 +2x2 15
2x1 +3x2 12
x1,x2, 0

Solution:Thegivenproblemisinitsstandardform.Thereforeitsdualproblemis
MaxW=10y1 +20y2 +15y3+12y4
Subjectto

2y1 +5y2 +y3 =2y4 12

6y1 +2y2 +3y3 10
y1,y2,y3, 0

SikkimManipalUniversity

65

OperationsResearch

Unit4

Example3:Writethedualof
maxZ=100x1 +200x2
subjectto

3x1 10x2 15
+4x1 +15x2 20
x1,x2, 0

Solution:First3x1 10x2 15isconvertedtotypeas3x1 +10x2 15

Thereforeitsdualis
MiniZ=15y1 +20y2
Subjectto

3y1 +4y2 100

10y1 +15y2 200
y1,y2, 0

Example4: Whentheconstraintscontain=Sign.
WritethedualofMaxZ=40x1 +30x2
subjectto

10x1 +6x2 15
5x1 +6x2 10
x1 +x2 =9
x1 +x2 10
x1,x2, 0

Solution: First5x1 7x2 10

Isrewrittenas5x1 +7x2 10
Secondlyx1 +x2 =9iswrittenas
x1 +x2 9
x1 +x2 9thisissameas
x1 x2 9
ThereforeGivenproblemis
maxZ=40x1 +30x2
subjectto

10x1 +6x2 15
5x1 +7x2 10
x1 +x2 9
x1 x2 9

SikkimManipalUniversity

66

OperationsResearch

Unit4

x1,x2, 0
Thereforeitsdualis
MiniW=15y1 +10y2 +9y31 9y311
10y1 5y2 +y31 y311 40

Subjectto

6y1 +7y2 +y31 y311 30

y1,y2,y31 y311 0
Lety31 y311=y3
Thenthedualbecomes
MaxW=15y1 5y2 +y3
Subjectto

10y1 5y2 +y3 40

6y1 +7y2 +y3 30
y1,y2, 0
y3 isunrestrictedinsign

Example5:
Writethedualof
maxZ=12x1 +15x2
subjectto

5x1 +36x2 10
x1 +x2 5
x10
x2 isunrestrictedinsign

Solution:
Let x2 =x21 x211 0
\ Itsstandardformis
maxZ=12x1 +15x21 15x211
5x1 +3(x21 x211)10

subjectto

[x1 +(x21x211)]5
Orx1 x21+x211 5
x1,x21,x211 0
Thereforedualis
5y1 y2 12(1)
3y1 y2 15(2)
3y1 +y2 15(3)
SikkimManipalUniversity

67

OperationsResearch

Unit4

No.3constraintis3y1 y2 15(4)
ConstraintsNo.2andNo.4gives
3y1 y2 =15
Thedualproblemis
MaxW=10y1 15y2
Subjectto
5y1 y2 12
3y1 y2 =15
y1 0y2 unrestrictedinsign

Example6:WritethedualofthefollowingL.P.P
minimizeZ=3x1 2x2 +4x3
subjectto

3x1 +5x2 +4x37

6x1 +x2 +3x34
7x1 2x2 x310
x1 2x2 +5x33
4x1 +7x2 2x32,
x1,x2,x30

Solution:Sincetheproblemisofminimizationallconstraintsshouldbeoftype.Wemultiply
thethirdconstraintthroughoutby1sothat7x1 +2x2 +x310
Lety1,y2,y3,y4 andy5 bethedualvariablesassociatedwiththeabovefiveconstraints.Thenthe
dualproblemisgivenby:
MaximizeW=7y1 +4y2 10y3 +3y4 +2y5
Subjectto

3y1 +6y2 7y3 +y4 +4y5 3

5y1 +y2 +2y3 2y4 +7y5 2
4y1 +3y2 +y3 +5y4 2y5 4
y1,y2,y3,y4,y5 0

SelfAssessmentQuestions2
Fillintheblanks

1. The coefficients of decision variable sin the objective function becomes quantities on right
handsideof___________________.

2. constraintschangesto________typeindualL.P

SikkimManipalUniversity

68

OperationsResearch

Unit4

3. ForeveryL.P.Pthereexistsaunique________problem.
4.4 Economicinterpretationofduality
Thelinearprogrammingproblemcanbethoughtofasaresourceallocationmodelinwhichthe
objective is to maximize revenue or profit subject to limited resources. Looking at the problem
fromthispointofview,theassociateddualproblemoffersinterestingeconomicinterpretationsof
theL.Presourceallocationmodel.
Weconsiderherearepresentationofthegeneralprimalanddualproblemsinwhichtheprimal
takestheroleofaresourceallocationmodel.

Primal

Dual

Maximize

Minimize

z=

cj.xj

w =

j=1

subjectto
n

aij xj bi,i = 1,2,...,m.

j=1

bi.yi

i=1

subjectto
m

aij yi ci, j = 1,2,...,n.

i=1

xj 0,j=1,2,.,n

yj 0,i=1,2,.,m

From theaboveresourceallocationmodel,theprimalproblemhasneconomicactivitiesandm
resources.Thecoefficientcj intheprimalrepresentstheprofitperunitofactivityj.Resourcei,
whosemaximumavailabilityisbi,isconsumedattherateaij unitsperunitofactivityj.
4.4.1 EconomicinterpretationofDualvariables:
Foranypairoffeasibleprimalanddualsolutions,
(Objectivevalueinthemaximizationproblem)(Objectivevalueintheminimizationproblem)
Attheoptimum,therelationshipholdsasastrictequation.
Note:Herethesenseofoptimizationisveryimportant.
Henceclearlyforanytwoprimalanddualfeasiblesolutions,thevaluesoftheobjectivefunctions,
whenfinite,mustsatisfythefollowinginequality.

SikkimManipalUniversity

69

OperationsResearch
n

z =

Unit4
m

cj xj

j=1

bi yi = w

i-1

Thestrictequality,z=w,holdswhenboththeprimalanddualsolutionsareoptimal.
Consider the optimal condition z=w first given that the primal problem represents a resource
allocationmodel,wecanthinkofzasrepresentingprofitinRupees.Becausebi representsthe
numberofunitsavailableofresourcei,theequationz=wcanbeexpressedasprofit(Rs)=
(unitsofresourcei)x(profitperunitofresourcei)
Thismeansthatthedualvariablesyi,representtheworthperunitofresourcei[variablesyi are
alsocalledasdualprices,shadowpricesandsimplexmultipliers].
With the same logic, the inequality z<w associated with any two feasible primal and dual
solutionsisinterpretedas(profit)<(worthofresources)
Thisrelationshipimpliesthataslongasthetotalreturnfromalltheactivitiesislessthantheworth
of the resources, the corresponding primal and dual solutions are not optimal. Optimality is
reachedonlywhentheresourceshavebeenexploitedcompletely,whichcanhappenonlywhen
theinputequalstheoutput(profit).
Economically the system is said to remain unstable (non optimal) when the input (worth of the
resources)exceedstheoutput(return). Stabilityoccursonlywhenthetwoquantitiesareequal.
SelfAssessmentQuestions3
StateTrueorFalse

1. Dualvariablesrepresenttheworth/unitofresource.
2. Optimalityisreachedwhentheresourcesarenotfullyutilized.
3. Atoptimum,therelationshipholdsasastrictequation.

4.5 Sensitivityanalysis
In linear programming, all model parameters are assumed to be constant but in real life
situations, the decision environment is always dynamic. Therefore, it is important for the
management to knowhow profit wouldbeaffectedbyan increaseor decreasein the resource
level, by a change in the technological process, and by a change in the cost of raw materials
.SuchaninvestigationisknownasSensitivityanalysisorpostoptimalityanalysis.Theresultsof

SikkimManipalUniversity

70

OperationsResearch

Unit4

sensitivityanalysisestablishupperandlowerboundsforinputparametervalueswithinwhichthey
canvarywithoutcausingmajorchangesinthecurrentoptimalsolution.
Fore.g.:luminouslampsproducesthreetypesoflampsA,BAndC.Theselampsareprocessed
onthreemachinesX,YandZ.thefulltechnologyandinputrestrictionsaregiveninthefollowing
table
Product

Machine
M1

M2

M3

ProfitPerUnit

10

12

100

77

80

Availabletime

TheLinearProgrammingmodelfortheaboveproblemcanbewrittenas
Maximize Z=12x1 +3x2 +x3
subjectto
10x1 +2x2 +x3 100
7x1 +3x2 +2x3 77
2x1 +4x2 +x3 80
x1,x2 ,x3 0
Solvingtheaboveproblembythesimplexmethod
x1 =

73
35
,x2 = , x3=0
8
8

andtheoptimalvalueoftheobjectivefunctionis

981
8

First we find out whether a previously determined optimal solution remains optimal if the
contributionrateischanged.AnincreaseinCj ofavariablewouldmeanthatresourcesfromother
productsshouldbedivertedtothismoreprofitableproduct.Thereverseistrueforaminimization
problem

SikkimManipalUniversity

71

OperationsResearch

Unit4

4.5.1 ChangesinCj ofanonbasic variable:

Anonbasicvariablecanbebroughtintothebasisonlyifitscontributionratebecomesattractive.
Hence, we need to determine the upper limit of the profit contribution (Cj) of each non basic
variable.Thereverseistrueforaminimizationproblem.
Considerthefinalsimplextableoftheaboveproblem

CB

Cj

12

Basic
variables
B

x1

x2

x3

X4

x5

Solution
x6 values
b(=xB )

16

3
16

17
8

7
16
11
8

5
8
9

x1

12

13
16

1
8

73
0 8
0

35
8

177
4

x2

x6

zj

12

27
16

15
16

3
8

zj cj

11
16

15
16

3
8

Fromtheabovefinalsimplextable,wenotethatprofitcontributionforproductCisRs1,whichis
notgreaterthanitszj .Thustobringx3 intothebasis,itsprofitcontributionratecj mustexceed
Rs

27
tomakezj cj valuenegativeorzero.(i.e.zj cj 0)
16

Specifically
Ifcj* cj >zjcj,thenanewoptimalsolutionmustbederived
Ifcj* cj =zj cj,thenalternativeoptimalsolutionexist.
Ifcj* cj <zjcj,thencurrentoptimalsolutionremainsunchanged
Inthiscasec3 =1andz3c3 =
C3* 1
C3*

11
then
16

11
16

11
27
+1=
16
16

SikkimManipalUniversity

72

OperationsResearch

Unit4

x3 can be introduced into the basis if its contribution rate c3 increase upto atleast Rs

29
, if it
16

increasesbeyondthatthenthecurrentsolutionwillnolongerbeoptimal.
4.5.2 ChangeinCj ofaBasicvariable
LetusconsiderthecaseofproductA(x1column)anddivideeachzj cj entryintheindexrowbythe
correspondingcoefficientsinthex1 rowasshownbelow
2 - C

2j - Cj

j
j

Minimum
yij > 0 D 1 Minimum
yij < 0
- yij

yij

Referringtothefinalsimplextable,weobservethatcorrespondingtothenonbasicvariablesx3
andx5,y13 ,y15 <0

11
3

Hence,minimum 16 , 8 =minimum(11,3)=3
1 1
- - 16 - - 8

Correspondingtothenonbasicvariablex4,y14>0.

15

Hence,minimum 16
3

16

=5

Hence5 c1*12 3i.e.7 c1* 15

Thus the optimal solution is insensitive so long as the changed profit coefficient c1* varies
betweenRs7andRs.15
4.5.3 Changeinavailableresources
Now we investigate whether a previous optimal solution remains feasible if the available
resourceschange.Forlongtermplanningitisimportanttoknowtheboundswithin whicheach
availableresource(e.g. machinehours)canvary withoutcausingviolentchangesinthecurrent
optimal solution. To illustrate divide each quantity in the XB column by the corresponding
coefficientintheX 4columnoftable

SikkimManipalUniversity

X B

X 4

XB
X4

73
8

3
16

146
3

73

OperationsResearch

Unit4

35
8

-7
16

10

177
4

11
8

354
11

354
indicates to how the number of hours of machine M1 can be
11

The least positive ratio

decreased.Theleastnegativeratio(10)indicatestohowmuchthenumberofhoursofmachine
M1 canbeincreased
4.5.4 Calculatingtherange:
Lowerlimit=100

354 746
=
11
11

Upperlimit=100(10)=110
HencetherangeofhoursforM1 is

746
to110,Bythesamewaytherangeofhoursformachine
11

M2andM3canbecalculated
Themanagementofacompanyrarelyrestrictsitsinteresttothenumericalvaluesofanoptimal
solution.Actuallyitisinterestedinknowingtheimpactofchangesintheinputparametervalues
ontheoptimalsolution.Suchaprocessisknownassensitivityanalysis.

SelfAssessmentQuestions4
Fillintheblanks

1. Sensitivityanalysisiscarriedouton__________simplextable.
2. Ithelpsustostudytheeffectofchangesin__________________onobjectivefunction.
3. Theresultsofsensitiveanalysisestablishes_____________and____________________
forinputparametersvalue.

4.6.Summary
For every linear programming problem there exists a Dual liner programming
problems.TheyhelpustoreducetheamountofcalculationinvolvedinoriginalL.P.P.Theyalso
helpustointerprettheeconomicvariablesmoreeffectively.

SikkimManipalUniversity

74

OperationsResearch

Unit4

TerminalQuestions
1. Writethedualof.
Maximize

2=7x1 +5x2

Subjectto

Constraints
x1 +2x2 6
4x1 +3x2 12
x1 x2 0

2. Maximizez=3x1 +4x2
subjectto5x1 +4x2 2003x1 +5x2 1505x1 +4x2 1008x1 +4x2 80,x1 0,x2 0.
3. Maximizez=2x1 +x2
subjectto4x1 +3x2 12,4x1 +x2 8,4x1 x2 8,x1,x2 0.
AnswersToSelfAssessmentQuestions
SelfAssessmentQuestions1
1.No

2.Yes

SelfAssessmentQuestions2
1.Dual

2.

3.Dual

SelfAssessmentQuestions 3
1.True

2.False

3.True

SelfAssessmentQuestions4
1.Final
2.Resource,levels
3.Upper,lower,bounce
AnswerstoTerminalQuestions

1. MinimiseW=6y1 +12y2
s.ty1 +4y2 7
2y1 +3y2 5
y1 +y2 0

2. Minimisew=200y1 +150y2 100y3 80y4

S.t5y1 +3y2 5y3 8y4 3

SikkimManipalUniversity

75

OperationsResearch

Unit4

4y1 +5y2 4y3 4y4 4

y1,y2,y3,y4 0

3. Minimisew=12y1 +8y2 +8y3

S.t4y1 +4y2 +4y3 2
3y1 +y2 y3 1
y1,y2,y3, 0

SikkimManipalUniversity

76