DUALITY

2.5. DUALITY
Every LPP has another LPP associated with it, which is called its dual. The first
way of starting a linear problem is called the primal of the problem. The second
way of starting the same problem is called the dual. The optimal solutions for
the primal and the dual are equivalent, but they are derived through alternative
procedures.
Note:
 The dual contains economic information useful to management, and it may also be
easier to solve, in terms of less computation, than the primal problem.
 Corresponding to every LPP, there is another LPP.
 The given problem is called the primal.
 The related problem to the given problem is known as the dual.
 The dual of a dual is the primal
 If the primal has optimal solution ,the dual will have optimal solution
 If the primal has no optimal solution, the dual will not have optimal solution.
 Whether we follow the dual or primal system, the optimal solution will remain
equal.
Table
Primal-Dual Relationship
Primal Dual
Objective is minimization Objective is maximization and vice versa

> type constraints < type constraints

No of columns No of rows
No of rows No of columns
No of decision variables No of constraints
No of constraints No of decision variables
Coefficient of Object function RHS value
RHS value Coefficient of Object function

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Duality Advantage
1. The dual form provides an alternative form
2. The dual reduces the computational difficulties associated with some
formulation
3. The dual provides an important economic interpretation concerning the value
of scars resources used.
Example:
Write the duals to the following problems
a. Max.Z=5x1+6x2
Subject to:
2x1+3x2 < 3000 (Labor constraint)
5x1 + 7x2 < 1000 (Machine constraint)
x1 + x2 < 5000 (Market constraint)
x1, x2 > 0
Solution
Represent primal in the conventional table as follows
Dual variables x1 x2 Constraints
u1 2 3 < 3000
u2 5 7 < 1000
u3 1 1 < 500
MaxZ 5 6

By referring the above table, dual for this can be stated as:

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MinZ*=3000 u1 +1000 u2 +500 u3

St::

2u1+5u2 + u3> 5
3u1+7u2 + u3> 6
u1, u2 , u3> 0
Note:
1. For maximizing, all constraints must be brought to “<” form
2. For minimizing, all constraints must be brought to “>” form
3. If they are not, use multiplication factor -1
4. “=” is an intersection of “>” and “< “
b. Max.Z=60x1+50x2
Subject to:
2x1+4x2 < 80
3x1 + 2x2 < 60
x1 < 15
2x2 < 36
x1, x2 > 0
Solution
Primal is represented in the table as follows:

Dual variables x1 x2 Constraints

u1 2 4 < 80
u2 3 2 < 60
u3 1 0 < 15
u4 0 2 < 36
MaxZ 60 50

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The dual form is:

MinZ*=80 u1 +60u2 +15u3+36u4
St::

2u1+3u2 + u3 > 60
4u1+2u2 + u4 > 50
u1, u2 , u3, u4 > 0
c. Obtain the dual problem of the following primal LPP
Min.Z=x1+2x2
Subject to:
2x1+4x2 < 160
x1 - x2 = 30
x1 > 10
x1, x2 > 0

Solution
Rule:
1. For a maximization primal with all < type constraints there exists a
minimization dual problem with all > type constraints and vice versa.
Thus, the inequality sign is reversed in all the constraints except the non-
negativity conditions.
2. Transform the < type constraint to a > type constraint by multiplying the
constraint by -1.
3. Write the = type constraint equivalent to two constraints of the type > and
<.

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The standard primal LPP so obtained is:

Min.Z=x1+2x2
Subject to:
-2x1-4x2 > -160
x1 - x2 > 30
-x1 + x2 > -30
x1 > 10
x1, x2 > 0
Let u1, u2 , u3, and u4 be the dual variables corresponding to the four
constraints in given order, then the dual of the given primal problem can be
formulated as follows:

MaxZ*=-160 u1+30 u2-30 u3+10

St:
-2u1+ u2- u3+ u4 < 1
-4u1- u2+ u3 <2
u1, u2 , u3, u4 >0
d. Obtain the dual problem of the following primal LPP
Max.Z=x1-2x2+3x3
Subject to:
-2x1+x2 +3x3=2
2x1 + 3x2 +4x3=1
x1, x2 , x3 > 0
Solution:
Since the given constraints are both equality, both the corresponding dual
variables, u1 and u2 will be unrestricted in sign .The dual of the given primal LPP
is:

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MinZ*=2 u1+ u2
St:
-2u1+ 2u2> 1
u1+ 3u2 >-1
3u1+ 4u2 >3
u1, u2 , unrestricted in sign
2.6 SENSETIVITY ANALYSIS

Sensitivity Analysis is concerned with the study of ‘Sensitivity ‘of the optimal
solution of an LPP with discretion variables (changes) in parameters .The degree
of sensitivity of the solution due to those variations can range from no change at
all to a substantial change in the optimal solution of the given LPP. Thus,
insensitivity analysis, we determine the range over which the LP model
parameters can change with out affecting the current optimal solution. The process
of studying the sensitivity of the optimal solution of an LPP is called post-optimal
analysis.

The two sensitivity analysis approaches are:

I. Trial and error approach and
II. Analytical approach

4.1.1. Analytical approach

Five types of discrete changes in the original LP model may be investigated during
the sensitivity analysis:
A. Changes of the coefficients of the objective function (cj)
B. Changes of the RHS Quantity( bj)
C. Changes of the input-output coefficient

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D. Add/delete constraints
E. The addition of a new variable to the problem
A. Changes of the coefficients of the objective function (cj)
Decision variables can be:
i. Basic (in the solution)
ii. Non-basic (out-of the solution)
Note:
Instead of resolving the entire problem as a new problem with new parameters,
we may take the original optimal solution table as an initial solution table for
the purpose of knowing ranges both lower and upper within which a
parameter may assume value.
a. Range for the coefficients of basic decision variables
The range of optimality is the range over which a basic decision variable
coefficient in the objective function can change without changing the optimal
solution mix. However, this change will change only the optimal value of the
objective function.
Example:
Max.Z=5x1 +4.5x2 +x3
Subject to:
15 x1+15.8x2 < 150
5x1+6.4x2+15x3 < 77
2.8x2+11.8x3 < 36
x1, x2 , x3 > 0

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The optimal tableau for this solution is:

Cj 5 4.5 1 0 0 0

SV X1 X2 X3 S1 S2 S3 Q

5 X1 1 1.053 0 0.067 0 0 10

1 X3 0 0.67 1 -0.022 0.067 0 1.8

0 1.924 0 0.258 -0.773

0 S3 15.12
1
5 5.342 1 0.311 0.067
Zj 51.8
0
0 -0.842 0 -0.311 -0.067
Cj - Zj
0

Determine the range of optimality for the coefficients of the basic-decision

variables.
Solution:
Analysis of basic decision variables
The analysis will be conducted on products on X1 and X3 which are in the basic
solution. Divide each Cj - Zj row entry for variables not in the solution (for
instance, by X2, S1 and S2 values) by the associated variable aij from X1or X3
row.

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I. Analysis of X1

X2 S1 S2 Non-basic variables

Cj - Zj row -0.842 -0.311 -0.067

X1 row 1.053 0.067 0
Cj - Zj -0.8 -4.64 -∞
row
Steps:
X1 row
a. Take the Cj - Zj row of the optimal solution of the non-basic variables
b. Take the X1 row of the non-basic variables
c. Cj - Zj row
X1 row
 Upper Limit
The smallest positive number in the Cj - Zj row tells how much the profit
X1
of X1 can be increased before the solution is changed.

Upper Limit= Cj (for X1) +the smallest positive value of Cj - Zj row

=5+∞=∞ X1 row
Note: Cj (for X1) =5(Look in the OF of the LP problem)

 Lower Limit
The largest negative number closest (negative amount closest to 0)

Lower Limit= Cj (for X1 )+The largest negative value of Cj - Zj row

=5+ (-0.8)= 4.2 X1 row

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Therefore, the range of optimality for the coefficient of X1 is 4.2< Cj (for X1) <
∞ (The coefficient of X1 in the objective function can change between 4.2 and ∞ without
changing the optimal solution mix X1=10, X3=1.8 and S3=15.12)

II. Analysis of X3

 Upper Limit= Cj (for X3 )+The smallest positive value of Cj - Zj row

=1+ (14.13) =15.13 X1 row
Note: Cj (for X3) =5(Look in the OF of the LP problem)

 Lower Limit= Cj (for X3 )+The largest negative value of Cj - Zj row

=1+ (-1) = 0 X1 row

Therefore, the range of optimality for the coefficient of X3 is 0 < Cj (for X3) <
15.13 (The coefficient of X3 in the objective function can change between 0 and 15.13
without changing the optimal solution mix X1=10, X3=1.8 and S3=15.12).However,
this change will change only the optimal value of the objective function(i.e.MaxZ will
change)

b. The range for the non-basic variables

If there is a variable Cj, not participating in the optimal basis, then, in order for
the variable to be included in the optimal solution, its coefficient in the objective
function will have to change from the existing Cj to a new level Cj(new).

Cj(new)>Zj

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The range of insignificance is the range over which Cj rates for non-basic variables
can vary without causing a change in the optimal solution mix (variable) is called
the range of insignificance.
Example:
Max.Z=5x1 +4.5x2 +x3
Subject to:
15 x1+15.8x2 < 150
5x1+6.4x2+15x3 < 77
2.8x2+11.8x3 < 36
x1, x2 , x3 > 0

The optimal tableau for this solution is:

Cj 5 4.5 1 0 0 0

SV X1 X2 X3 S1 S2 S3 Q

5 X1 1 1.053 0 0.067 0 0 10

1 X3 0 0.67 1 -0.022 0.067 0 1.8

0 1.924 0 0.258 -0.773

0 S3 15.12
1
5 5.342 1 0.311 0.067
Zj 51.8
0
0 -0.842 0 -0.311 -0.067
Cj - Zj
0

Calculate the range of insignificance for the coefficient of non-basic variable(X2)

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Solution
Cj(for X2)=4.5 and Zj( for X2) =5.342
Cj(new for X2)>5.342==> Cj(new for X2).If the profit contribution of X2 is greater
than 5.342,then X2 will be included in the solution.

Thus, ∞< Cj(new for X2)< 5.342 is the range of insignificance for X2.
Cj (new for X2) can vary with in the given range without causing a change in the
optimal solution mix(X1=10, X1=0, X3=1.8, S1= S2=0 and S3=15.12).
B. Change in the Right Hand—Side Quantity (RHS)
Or
Change in the availability of resource (Capacity) (bj)

 Shadow prices:
==>How much should a firm be willing to pay to make additional resources
available?

Shadow prices signify the change in the optimal value of the objective function for
1 unit increases in the value of the RHS of the constraint that represent the
availability of scarce resources.

The negative of the number of Cj - Zj row in its slack variable columns provide
as with shadow prices. Or: shadow prices are found in the Zj row of the final
simplex tableau in the slack variable columns.

 RHS ranging is the range over which shadow prices remain valid.

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Example:
Max.Z=3x1+4x2
Subject to:
3 x1+5x2 < 15
2x1 + x2 < 8
x2 < 2
x1 , x2 > 0
The optimal tableau is given as:
Cj 3 4 0 0 0

SV X1 X2 S1 S2 S3 Q

3 X1 1 0 -0.143 0.714 0 3.57

0 S3 0 0 -0.286 0.428 1 1.143

4 X2 0 1 0.286 -0.428 0 0.857

Cj - Zj 0 0 -0.714 -0.428 0

Required:
1. Determine the shadow price for each constraint
2. Determine the RHS ranges over which the shadow prices are valid
 Analysis of the 1st constraint (S1)
Q S1 Q/ S1

3.57 -0.143 -24.96

1.143 -0.286 -3.99

0.857 0.286 3.00

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Lower Limit=bj-the smallest positive number in the Q/ Sj column

Upper Limit=bj-the largest negative number in the Q/ Sj column

[
Lower Limit=b1-the smallest positive number in the Q/ S1column
=15-3=12
Upper Limit=b1-the largest negative number in the Q/ S1 column
=15-(-3.99) =18.99
Therefore, 12< b1< 18.99 (The range of resource 1 over which the shadow price $0.714
per unit is valid).

 Analysis of the 2nd constraint (S2)

Q S2 Q/ S2

3.57 0.714 5

1.143 0.428 2.67

0.857 -0.428 -2

Lower Limit=b2-the smallest positive number in the Q/ S2 column

=8-(2.67)=5.33

Upper Limit=b2-the largest negative number in the Q/ S2 column

=8-(-2) =10

Therefore, 5.33< b1< 10 (The range of resource 2 over which the shadow price $0.428 per
unit is valid).

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 Analysis of the 3rd constraint (S3)

Q S3 Q/ S3

3.57 0 -

1.143 1 1.143

0.857 0 -

Lower Limit=b3-the smallest positive number in the Q/ S3 column

=2-(1.143)= 0.857
Upper Limit=b3-the largest negative number in the Q/ S3 column
=2-(-∞) =∞
Therefore, 0.857< b3< ∞ (The range of resource 3 over which the shadow price $0 per unit
is valid).

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