Problem 1 Dual of the Problem may be worked out as under

Maximize p = 3x1+2x2 subject to Maximize p = 3x1+2x2 subject to

x1 + x2 >= 2 Eq.1 S.t. Multiply both sides of eq. 1 by (-1). We get
x2 <= 6 Eq.2 (-1) x1 -1x2 -2
3x1 + 2x2 = 18 Eq.3 x2 6
x1, x2 0 Write Eq. 3 in the following form
3x1 +2x218
Solution Optimal Solution: p = 18; x1 = 6, x2 = 0 3x1 +2x218
Tableau #1 Muliplying both sides of Eq.7 by (-1), we get
x1 x2 s1 s2 s3 s4 p (-3)X1-2x2 -18
1 1 -1 0 0 0 0 2
0 1 0 1 0 0 0 6 Matrix for the Primal is
3 2 0 0 1 0 0 18 x1
3 2 0 0 0 -1 0 18 3
-3 -2 0 0 0 0 1 0 -1
0
Tableau #2 3
x1 x2 s1 s2 s3 s4 p -3
1 1 -1 0 0 0 0 2
0 1 0 1 0 0 0 6 Transpose of of above (Shadow or dual)
0 -1 3 0 1 0 0 12 y1 y2
0 -1 3 0 0 -1 0 12 -2 6
0 1 -3 0 0 0 1 6 -1 0
-1 1
Tableau #3
x1 x2 s1 s2 s3 s4 p Thus, the initial problem of maximization can be written in terms of its dual as under:
1 0.666667 0 0 0 -0.333333 0 6 Minimize p' =-2y1+6y2+18y3-18y4
0 1 0 1 0 0 0 6 S.t. -y1+0y2+3y3-3y43
0 0 0 0 1 1 0 0 -y1+y2+2y3-2y42
0 -0.333333 1 0 0 -0.333333 0 4 We solve this problem using the tool/software. Solution is given as under:
0 0 0 0 0 -1 1 18 Optimal Solution: p' = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
Tableau #1
Tableau #4 y1 y2 y3 y4 s1 s2 -p
x1 x2 s1 s2 s3 s4 p -1 0 3 -3 -1 0 0 3
1 0.666667 0 0 0.333333 0 0 6 -1 1 2 -2 0 -1 0 2
0 1 0 1 0 0 0 6 -2 6 18 -18 0 0 1 0
0 0 0 0 1 1 0 0
0 -0.333333 1 0 0.333333 0 0 4 Tableau #2
0 0 0 0 1 0 1 18 y1 y2 y3 y4 s1 s2 -p
0.5 -1.5 0 0 -1 1.5 0 0
-0.5 0.5 1 -1 0 -0.5 0 1
7 -3 0 0 0 9 1 -18
Tableau #3
y1 y2 y3 y4 s1 s2 -p
-0.5 1.5 0 0 1 -1.5 0 0
-0.5 0.5 1 -1 0 -0.5 0 1
7 -3 0 0 0 9 1 -18
Tableau #4
y1 y2 y3 y4 s1 s2 -p
-0.333333 1 0 0 0.666667 -1 0 0
-0.333333 0 1 -1 -0.333333 0 0 1
6 0 0 0 2 6 1 -18
Optimal Solution: p = 18; x1 = 6, x2 = 0 Optimal Solution: p = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y1 or for that matter in other variables and optimal value of p
Optimal Solution: p = 18; x1 = 6, x2 = 0 Optimal Solution: p = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y2 or for that matter in other variables and optimal value of p
Optimal Solution: p = 19; x1 = 6.33333, x2 = 0 Optimal Solution: p = 19; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y3 or y1, y2, y4, however, value of p' increases by one unit
Now if we change the value of eq.1 by +1 unit, the change in value of y1 can again be worked out in the
same manner and the optimal solution will be
Now if we change the value of eq.2 by +1 unit, the change in value of y2 can again be worked out in the
same manner and the optimal solution will be
Now if we change the value of eq.3 by +1 unit, the change in value of y3 can again be worked out in the same
manner and the optimal solution will be
Dual of the Problem may be worked out as under
Maximize p = 3x1+2x2 subject to
Multiply both sides of eq. 1 by (-1). We get
y1 Eq.4
y2 Eq. 5
Write Eq. 3 in the following form
y3 Eq.6
Eq.7
Muliplying both sides of Eq.7 by (-1), we get
y4 Eq.8
Matrix for the Primal is
x2
2
-1 -2 y1
1 6 y2
2 18 y3
-2 -18 y4
Transpose of of above (Shadow or dual)
y3 y4
18 -18
3 -3 3 x1
2 -2 2 x2
Thus, the initial problem of maximization can be written in terms of its dual as under:
Minimize p' =-2y1+6y2+18y3-18y4
-y1+0y2+3y3-3y43
-y1+y2+2y3-2y42
We solve this problem using the tool/software. Solution is given as under:
Optimal Solution: p' = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
y1 y2 y3 y4 s1 s2 -p
-1 0 3 -3 -1 0 0 3
-1 1 2 -2 0 -1 0 2
-2 6 18 -18 0 0 1 0
y1 y2 y3 y4 s1 s2 -p
0.5 -1.5 0 0 -1 1.5 0 0
-0.5 0.5 1 -1 0 -0.5 0 1
7 -3 0 0 0 9 1 -18
y1 y2 y3 y4 s1 s2 -p
-0.5 1.5 0 0 1 -1.5 0 0
-0.5 0.5 1 -1 0 -0.5 0 1
7 -3 0 0 0 9 1 -18
PRIMAL
DUAL
y1 y2 y3 y4 s1 s2 -p
-0.333333 1 0 0 0.666667 -1 0 0
-0.333333 0 1 -1 -0.333333 0 0 1
6 0 0 0 2 6 1 -18
Optimal Solution: p = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y1 or for that matter in other variables and optimal value of p
Optimal Solution: p = 18; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y2 or for that matter in other variables and optimal value of p
Optimal Solution: p = 19; y1 = 0, y2 = 0, y3 = 1, y4 = 0
i.e. there is no change in the value of y3 or y1, y2, y4, however, value of p' increases by one unit
Now if we change the value of eq.1 by +1 unit, the change in value of y1 can again be worked out in the
same manner and the optimal solution will be
Now if we change the value of eq.2 by +1 unit, the change in value of y2 can again be worked out in the
same manner and the optimal solution will be
Now if we change the value of eq.3 by +1 unit, the change in value of y3 can again be worked out in the same
manner and the optimal solution will be
Problem 1
Dual of the Problem may be worked out as under
Maximize z = 4830x1+9350x2 +8360x3 subject to Maximize z = 4830x1+9350x2 +8360x3 subject to
2x1 + 1.5x2 +2.6x3 70000 Eq.1 S.t. 2x1 + 1.5x2 +2.6x3 70000
5x1+6x2+4.8x3 <= 30000 Eq.2 5x1+6x2+4.8x3 <= 30000
x1 5000 Eq.3 -x1 -5000
x2 4000 Eq.4 -x2-4000
x34350 Eq.5 -x3-4350
Solution Optimal Solution: z = 364017000; x1 = 5000, x2 = 32460, x3 = 4350
Tableau #1
x1 x2 x3 s1 s2 s3 s4 s5 z
2 1.5 2.6 1 0 0 0 0 0 70000
5 6 4.8 0 -1 0 0 0 0 30000 Matrix for the Primal is
1 0 0 0 0 -1 0 0 0 5000
0 1 0 0 0 0 -1 0 0 4000
0 0 1 0 0 0 0 -1 0 4350
-4830 -9350 -8360 0 0 0 0 0 1 0
Tableau #2
x1 x2 x3 s1 s2 s3 s4 s5 z
2 0 2.6 1 0 0 1.5 0 0 64000 Transpose of of above (Shadow or dual)
5 0 4.8 0 -1 0 6 0 0 6000 y1
1 0 0 0 0 -1 0 0 0 5000 70000
0 1 0 0 0 0 -1 0 0 4000 2
0 0 1 0 0 0 0 -1 0 4350 1.5
-4830 0 -8360 0 0 0 -9350 0 1 37400000 2.6
Thus, the initial problem of maximization can be written in terms of its dual as under:
Tableau #3 Minimize z' =70000y1+30000y2-5000y3-4000y4-4350y5
x1 x2 x3 s1 s2 s3 s4 s5 z S.t.
0.75 0 1.4 1 0.25 0 0 0 0 62500
0.833333 0 0.8 0 -0.166667 0 1 0 0 1000
1 0 0 0 0 -1 0 0 0 5000
0.833333 1 0.8 0 -0.166667 0 0 0 0 5000 We solve this problem using the tool/software. Solution is given as under:
0 0 1 0 0 0 0 -1 0 4350 No optimal solution exists for this problem
2961.67 0 -880 0 -1558.33 0 0 0 1 46750000 We have to recheck
Tableau #4 Tableau #1
x1 x2 x3 s1 s2 s3 s4 s5 z y1 y2 y3 y4 y5 s1 s2 s3 -z
0 0 0.68 1 0.4 0 -0.9 0 0 61600 2 5 -1 0 0 -1 0 0 0 4830
1 0 0.96 0 -0.2 0 1.2 0 0 1200 1.5 6 0 -1 0 0 -1 0 0 9350
0 0 -0.96 0 0.2 -1 -1.2 0 0 3800 2.6 4.8 0 0 -1 0 0 -1 0 8360
0 1 0 0 0 0 -1 0 0 4000 70000 30000 -5000 -4000 -4350 0 0 0 1 0
0 0 1 0 0 0 0 -1 0 4350
0 0 -3723.2 0 -966 0 -3554 0 1 43196000 Tableau #2
y1 y2 y3 y4 y5 s1 s2 s3 -z
Tableau #5 0.4 1 -0.2 0 0 -0.2 0 0 0 966
x1 x2 x3 s1 s2 s3 s4 s5 z -0.9 0 1.2 -1 0 1.2 -1 0 0 3554
0 0 2.6 1 0 2 1.5 0 0 54000 0.68 0 0.96 0 -1 0.96 0 -1 0 3723.2
1 0 0 0 0 -1 0 0 0 5000 58000 0 1000 -4000 -4350 6000 0 0 1 -28980000
0 0 -4.8 0 1 -5 -6 0 0 19000
0 1 0 0 0 0 -1 0 0 4000 Tableau #3
0 0 1 0 0 0 0 -1 0 4350 y1 y2 y3 y4 y5 s1 s2 s3 -z
0 0 -8360 0 0 -4830 -9350 0 1 61550000 0.25 1 0 -0.166667 0 0 -0.166667 0 0 1558.33
-0.75 0 1 -0.833333 0 1 -0.833333 0 0 2961.67
Tableau #6 1.4 0 0 0.8 -1 0 0.8 -1 0 880
x1 x2 x3 s1 s2 s3 s4 s5 z 58750 0 0 -3166.67 -4350 5000 833.333 0 1 -31941700
0 0 0 1 0 2 1.5 2.6 0 42690
1 0 0 0 0 -1 0 0 0 5000 Tableau
0 0 0 0 1 -5 -6 -4.8 0 39880 y1 y2
0 1 0 0 0 0 -1 0 0 4000 0 1
0 0 1 0 0 0 0 -1 0 4350
0 0
1 -
0 0 0 0 0 -4830 -9350 -8360 1 97916000 1 0
0 0
Tableau #7
x1 x2 x3 s1 s2 s3 s4 s5 z
Tableau
#5
0 0 0 0.666667 0 1.33333 1 1.73333 0 28460 y1 y2
1 0 0 0 0 -1 0 0 0 5000 0.541667
0 0 0 4 1 3 0 5.6 0 210640 0.708333
0 1 0 0.666667 0 1.33333 0 1.73333 0 32460 1.75 0
0 0 1 0 0 0 0 -1 0 4350 64291.7
0 0 0 6233.33 0 7636.67 0 7846.67 1 364017000
Dual of the Problem may be worked out as under
Maximize z = 4830x1+9350x2 +8360x3 subject to
2x1 + 1.5x2 +2.6x3 70000 y1 Eq.4
5x1+6x2+4.8x3 <= 30000 y2 Eq. 5
-x1 -5000 y3 Eq.6
y4 Eq.7
y5 Eq.8
Matrix for the Primal is
x1 x2 x3
4830 9350 8360
2 1.5 2.6 70000 y1
5 6 4.8 30000 y2
-1 0 0 -5000 y3
0 -1 0 -4000 y4
0 0 -1 -4350 y5
Transpose of of above (Shadow or dual)
y2 y3 y4 y5
30000 -5000 -4000 -4350
5 -1 0 0 4830 x1
6 0 -1 0 9350 x2
4.8 0 0 -1 8360 x3
Thus, the initial problem of maximization can be written in terms of its dual as under:
Minimize z' =70000y1+30000y2-5000y3-4000y4-4350y5
2y1+5y2-y34830
1.5y1+6y2-y49350
2.6y1+4.8y2-y58360
We solve this problem using the tool/software. Solution is given as under:
No optimal solution exists for this problem
We have to recheck
y1 y2 y3 y4 y5 s1 s2 s3 -z
2 5 -1 0 0 -1 0 0 0 4830
1.5 6 0 -1 0 0 -1 0 0 9350
2.6 4.8 0 0 -1 0 0 -1 0 8360
70000 30000 -5000 -4000 -4350 0 0 0 1 0
y1 y2 y3 y4 y5 s1 s2 s3 -z
0.4 1 -0.2 0 0 -0.2 0 0 0 966
-0.9 0 1.2 -1 0 1.2 -1 0 0 3554
0.68 0 0.96 0 -1 0.96 0 -1 0 3723.2
58000 0 1000 -4000 -4350 6000 0 0 1 -28980000
PRIMAL
DUAL
y1 y2 y3 y4 y5 s1 s2 s3 -z
0.25 1 0 -0.166667 0 0 -0.166667 0 0 1558.33
-0.75 0 1 -0.833333 0 1 -0.833333 0 0 2961.67
1.4 0 0 0.8 -1 0 0.8 -1 0 880
58750 0 0 -3166.67 -4350 5000 833.333 0 1 -31941700