Dualit# of LP problems

Each LP problem (called as Primal in this context) is associated with its counterpart known as Dual LP problem. Instead of primal, solvin the dual LP problem is sometimes easier in followin cases a) !he dual has fewer constraints than primal
!ime re"uired for solvin LP problems is directl# affected b# the number of constraints, i.e., number of iterations necessar# to conver e to an optimum solution, which in $implex method usuall# ran es from %.& to ' times the number of structural constraints in the problem

b) !he dual involves maximi(ation of an ob)ective function

It ma# be possible to avoid artificial variables that otherwise would be used in a primal minimi(ation problem.

*indin Dual of a LP problem

Primal Maximization Minimization ith variable jth constraint Minimization Maximization ith constraint jth variable

Dual

xi > 0

Inequality sign of ith Constraint: if dual is maximization if dual is minimization

*indin Dual of a LP problem+contd.

Primal ith variable unrestricted jth constraint "ith # sign R ! of jth constraint Cost coefficient associated "ith ith variable in the objective function

Dual ith constraint "ith # sign jth variable unrestricted Cost coefficient associated "ith jth variable in the objective function R ! of ith constraint constraints

*indin Dual of a LP problem+contd.

,ote.efore findin its dual, all the constraints should be transformed to /less0than0e"ual0to1 or /e"ual0to1 t#pe for maximi(ation problem and to / reater0than0e"ual0to1 or /e"ual0to1 t#pe for minimi(ation problem. It can be done b# multipl#in with 0% both sides of the constraints, so that ine"ualit# si n ets reversed.

*indin Dual of a LP problem2n example

Primal
3aximi(e Z = ' x% + & x $ $ub)ect to $ x% + x $ (000 & x% x $ $000
x% '000

Dual
3inimi(e $ub)ect to

Z = (000 y% $000 y $ + '000 y &

y% y $ + y & = ' $ y% + y $ & & y% 0 y$ 0 y& 0

x% unrestricted
x$ 0

Primal0Dual relationships

If one problem (either primal or dual) has an optimal feasible solution, other problem also has an optimal feasible solution. !he optimal ob)ective function value is same for both primal and dual. If one problem has no solution (infeasible), the other problem is either infeasible or unbounded. If one problem is unbounded the other problem is infeasible.

Dual $implex 3ethod

Simplex Method verses Dual Simplex Method

%.

$implex method starts with a nonoptimal but feasible solution where as dual simplex method starts with an optimal but infeasible solution. $implex method maintains the feasibilit# durin successive iterations where as dual simplex method maintains the optimalit#.

4.

Dual $implex 3ethod- Iterative steps

$teps involved in the dual simplex method are%.

4.

2ll the constraints (except those with e"ualit# (5) si n) are modified to /less0than0e"ual0to1 si n. 6onstraints with reater0than0e"ual0to1 si n are multiplied b# 0% throu h out so that ine"ualit# si n ets reversed. *inall#, all these constraints are transformed to e"ualit# si n b# introducin re"uired slack variables. 3odified problem, as in step one, is expressed in the form of a simplex tableau. If all the cost coefficients are positive (i.e., optimalit# condition is satisfied) and one or more basic variables have ne ative values (i.e., non0feasible solution), then dual simplex method is applicable.

Dual $implex 3ethod- Iterative steps+ contd.

3.

4.

Selection of exiting variable: !he basic variable with the hi hest ne ative value is the exitin variable. If there are two candidates for exitin variable, an# one is selected. !he row of the selected exitin variable is marked as pivotal row. Selection of entering variable: 6ost coefficients, correspondin to all the ne ative elements of the pivotal row, are identified. !heir ratios are calculated after chan in the si n of the elements of pivotal row, i.e.,

!he column correspondin to minimum ratio is identified as the pivotal column and associated decision variable is the enterin variable.

Dual $implex 3ethod- Iterative steps+ contd.

5.

Pivotal operation: Pivotal operation is exactl# same as in the case of simplex method, considerin the pivotal element as the element at the intersection of pivotal row and pivotal column. hec! for optimalit": If all the basic variables have nonne ative values then the optimum solution is reached. 7therwise, $teps ' to & are repeated until the optimum is reached.

6.

Dual $implex 3ethod2n Example

6onsider the followin problem-

Minimize subject to

Z = $ x% + x $ x% $ & x% + ' x $ $' ' x% + &x $ %$ x% + $ x $ %

Dual $implex 3ethod2n Example+contd.

2fter introducin the surplus variables the problem is reformulated with e"ualit# constraints as follows-

Minimize subject to

Z = $ x% + x $ x% & x% ' x% x% + ' x$ &x$ $ x$ + x& = $ + x ' = $' + x) = %$ + x( = %

Dual $implex 3ethod2n Example+contd.

Dual $implex 3ethod2n Example+contd.

Dual $implex 3ethod2n Example+contd.

Dual $implex 3ethod2n Example+contd.

$olution of Dual from Primal $implex

Primal
Maximize subject to Z = ' x% x$ + $ x& $ x% + x$ + $ x& ( x% ' x$ + $ x& 0 ) x% $ x$ $ x& ' x% * x$ * x& 0

Dual
Minimize subject to Z + = ( y% + 0 y$ + ' y& $ y% + y$ + ) y& ' y% ' y$ $ y& % $ y% + $ y$ $ y& $ y% * y$ * y& 0