Scribd
Upload
271 views19 pages

Duality in LPP

Linear programming problems have a corresponding dual problem. The dual problem deals with minimizing costs associated with resources rather than maximizing profits from products. There is a standard form for primal and dual problems where the variables and constraints are paired. The optimal solutions of the primal and dual problems are equal. Formulating the dual involves identifying dual variables for each primal constraint and writing the objective function in terms of dual variables and primal right-hand sides.

Uploaded by

URhythm Uppal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
271 views19 pages

Duality in LPP

Linear programming problems have a corresponding dual problem. The dual problem deals with minimizing costs associated with resources rather than maximizing profits from products. There is a standard form for primal and dual problems where the variables and constraints are paired. The optimal solutions of the primal and dual problems are equal. Formulating the dual involves identifying dual variables for each primal constraint and writing the objective function in terms of dual variables and primal right-hand sides.

Uploaded by

URhythm Uppal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 19

Linear Programming

- Duality
BY –
GAURAV MISHRA,
Assistant Professor, ASET,
Amity University Greater Noida
Duality in Linear Programming

There is always a corresponding Linear Programming Problem (LPP)


associated to every LPP, which is called as dual problem of the original
LPP(Primal Problem). The optimal solutions for both the problems are
same.
For example, if the primal is concerned with maximizing the contribution from
the three products A, B, and C and from the three departments X, Y, and Z, then
the dual will be concerned with minimizing the costs associated with the time
used in the three departments to produce those three products. An optimal
solution from the primal and the dual problem would be same as they both
originate from the same set of data.
General Primal-Dual Pair
 
Based on the standard form of primal, there are two important primal dual
pairs:

Defi nition 1: (Standard Primal Problem)

subject to the constraints

Dual Problem:

subject to the constraints

- unrestricted

Where, the primal variable and the dual variable.


General Primal-Dual Pair
 
Defi nition 2: (Standard Primal Problem)

subject to the constraints

Dual Problem:

subject to the constraints

- unrestricted

Where, the primal variable and the dual variable.


Standard Results of Duality
 Dual of dual is primal.
 If either the primal or dual problem has a solution, then the other also
has a solution and their optimum values are equal.
 If any of the two problems has an infeasible solution, then the value of
the objective function of the other is unbounded.
 The value of the objective function for any feasible solution of the
primal is less than the value of the objective function for any feasible
solution of the dual.
 If either the primal or dual has an unbounded solution, then the
solution to the other problem is infeasible.
 If the primal has a feasible solution, but the dual does not have then
the primal will not have a fi nite optimum solution and vice-versa.
Formulating a Dual Problem
Steps for formulation are summarised as

Step 1: Write the given LPP in its standard form.

Step 2: Identify the variables of dual problem which are same as the
number of constraints equation.

Step 3: Write the objective function of the dual problem by using the
constants of the right had side of the constraints.

Step 4: If primal is max /min type than dual is min /max type and the
constraints are ≥/≤ type.

Step 5: Dual variables are unrestricted in sign.


Sample Problem 1
 
# Formulate the dual of the following linear programming problem:

Solution: Standard Primal: Introducing slack variables and , the


standard LPP is –

Dual: Let and be the dual variables corresponding to the primal


constraints. Then the dual problem will be
Sample Problem 1
 

and unrestricted in sign

The dual variables “ and unrestricted in sign” are dominated by

. Eliminating the redundancy, the fi nal dual problem is:


Sample Problem 2
Sample Problem 3
Economic Interpretation of Dual
Interpretating the dual Variables
Interpretating the dual Constraints
Sample Problem 4
# Reddy Mikks produces both interior and exterior paints from two raw materials, M1
and M2. The following table provides the basic data of the problem:

A market survey indicates that the daily demand for interior paint cannot exceed that
for exterior paint by more than 1 ton. Also, the maximum daily demand for interior
paint is 2 tons. Reddy Mikks wants to determine the optimum (best) product mix of
interior and exterior paints that maximizes the total daily profit.
Sample Problem 4: Solution
The Reddy Mikks model and its dual are given as:
Sample Problem 4: Solution
Briefly, the Reddy Mikks model deals with the production of two types of paint (interior
and exterior) using two raw materials M1 and M2 (resources 1 and 2) and subject to
market and demand limits represented by the third and fourth constraints. The model
determines the amounts (in tons/day) of interior and exterior paints that maximize
the daily revenue (expressed in thousands of dollars).
The optimal dual solution shows that the dual price (worth per unit) of raw
material M1 (re-source 1) is y1 = 0.75 (or $750 per ton), and that of raw

material M2 (resource 2) is y2 = 0.5 (or $500 per ton). These results hold true for

specific feasibility ranges. For resources 3 and 4, representing the market and demand
limits, the dual prices are both zero, which indicates that their associated resources
are abundant. Hence, their worth per unit is zero.
Managerial Significance of Duality
 
The signifi cance of the study of dual is as follows
 The right-hand side of the constraint represents the amount of a resource
available and the associated dual variable value is interpreted as the maximum
amount likely to be paid for additional unit of the resources.
 The maximum amount that should be paid for one additional unit of resources
is called its shadow price (also called simplex multiplier).
 The total managerial value of the resources equals the optimal objective
function value. The dual variables equal the marginal value of resources
(shadow price).
 The value of the th
dual variable represent the rate at which the primal
objective function value will increase by increasing the right-hand side
(resource value) of constraint , assuming that all other data remain unchanged
Advantages and Applications of Duality
 Sometimes dual problem solution may be easier than primal solution,
particularly when the number of decision variables is considerably less than
slack /surplus variables.
 In the areas like economics, it is highly helpful in obtaining future decision in
the activities being programmed.
 In physics, it is used in parallel circuit and series circuit theory.
 In game theory, dual is employed by column player who wishes to minimize
his maximum loss while his opponent i.e. Row player applies primal to
maximize his minimum gains. However, if one problem is solved, the solution
for other also can be obtained from the simplex tableau.
 When a problem does not yield any solution in primal, it can be verifi ed with
dual.
 Duality is used to solve an LP problem by the simplex method in which the
initial solution is infeasible. This technique is called dual simplex method.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy