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Dual Problem
Primal LP :
Associated Dual LP :
subject to:
subject to:
Example
Primal
Max. Z = 3x1+5x2
Subject to constraints:
x1
<4
y1
2x2 < 12
y2
3x1+2x2 < 18
y3
x1, x2 > 0
y1 + 3y3 > 3
2y2 +2y3 > 5
y1, y2, y3 > 0
Example
Primal
Min.. Z = 10x1+15x2
Subject to constraints:
Solution
Dual
Max.. Z = 80y1+100y2
Subject to constraints:
Example
Primal
Max. Z = 12x1+ 4x2
Subject to constraints:
Solution
The second inequality
can be changed to
the less-than-or-equal-to type by multiplying both sides of the
inequality by -1 and reversing the direction of the inequality; that
is,
can be replaced by
Cont
The primal problem can now take the following standard form:
Cont
The dual of this problem can now be obtained as follows:
Subject to constraints:
Example
Primal
Min.. Z = 2x2 + 5x3
Subject to constraints:
x1 + x2
>2
Solution
Primal in standard form :
Max.. Z = -2x2 - 5x3
Subject to constraints:
-x1 - x2
< -2
Cont
Dual
Min. Z = -2y1 + 6y2 + 4y3 4y4
Subject to constraints:
Introduction
Suppose a basic solution satisfies the optimality
condition but not feasible, then we apply dual simplex
method. In regular Simplex method, we start with a
Basic Feasible solution (which is not optimal) and
move towards optimality always retaining feasibility. In
the dual simplex method, the exact opposite occurs. We
start with a optimal solution (which is not feasible)
and move towards feasibility always retaining
optimality condition.The algorithm ends once we
obtain feasibility.
Example
Min. Z = 3x1 + 2x2
Subject to constraints:
3x1 + x2 > 3
4x1 + 3x2 > 6
x1 + x 2 < 3
x,x >0
Cont
Step I: The first two inequalities are multiplied by 1 to
convert them to < constraints and convert the objective
function into maximization function.
Max. Z = -3x1 - 2x2
Subject to constraints:
-3x1 - x2 < -3
-4x1 - 3x2 < -6
x1 + x2 < 3
where Z= -Z
Cont
Let S1, S2 , S3 be three slack variables
Model can rewritten as:
Z + 3x1 + 2x2 = 0
-3x1 - x2 +S1 = -3
-4x1 - 3x2 +S2 = -6
x1 + x2 +S3 = 3
Initial BS is : x1= 0, x2= 0, S1= -3,
S2= -6, S3= 3 and Z=0.
Cont
Basic
Variable Z
Coefficients of:
Sol.
x1
x2
S1
S2
S3
S1
-3
-1
-3
S2
-4
-3
-6
S3
Ratio
3/4 2/3 Initial Basic Solution is Optimal (as the optimality condition is satisfied) but
infeasible.
Choose the most negative basic variable. Therefore, S 2 is the departing
variable.
Calculate Ratio = |Z row / S2 row| (S2 < 0)
Choose minimum ratio. Therefore, x is the entering variable.
Cont
Basic
Variable Z
Coefficients of:
x1
x2
S1
S2
S3
1/3
2/3
S1
-5/3 0
-1/3 0
-1
x2
4/3
-1/3 0
S3
-1/3 0
1/3
Ratio
1/5
Sol.
Cont
Basic
Variable Z
Coefficients of:
Sol.
x1
x2
S1
S2
S3
1/5
3/5
21/5
x1
-3/5 1/5
3/5
x2
4/5
-3/5 0
6/5
S3
-1/5 2/5
6/5
Example
Max. Z = -x1 - x2
Subject to constraints:
x1 + x2 < 8
x2 > 3
-x1 + x2 < 2
x,x >0
Cont
Let S1, S2 , S3 be three slack variables
Model can rewritten as:
Z + x 1 + x2 = 0
x1 + x2 + S1 = 8
-x2 + S2 = -3
-x1 + x2 + S3 = 2
x1, x2 > 0
Initial BS is : x1= 0, x2= 0, S1= 8,
S2= -3, S3= 2 and Z=0.
Cont
Basic
Variable Z
Coefficients of:
Sol.
x1
x2
S1
S2
S3
S1
S2
-1
-3
S3
-1
Ratio
Cont
Basic
Variable Z
Coefficients of:
Sol.
x1
x2
S1
S2
S3
-3
S1
x2
-1
S3
-1
-1
Ratio
Cont
Basic
Variable Z
Coefficients of:
Sol.
x1
x2
S1
S2
S3
-4
S1
x2
-1
x1
-1
-1