OPERATIONS

RESEARCH

O R
ADVANCED TOPICS IN LINEAR PROGRAMMING

ADVANCE TOPICS IN
LINEAR PROGRAMMING
Duality in Linear Programming

The Dual Simplex Method

Important & Efficient Computational Technique:
The Revised Simplex
Method with Multipliers

Method

Simplex

DUALITY IN LINEAR
PROGRAMMING
It is interesting that every linear programming model
has two forms: The Primal and The Dual.
The original form of a linear programming model is
called the Primal.

The dual is an alternative model form derived

completely from the primal. The dual is useful
because it provides the decision maker with an
alternative way of looking at a problem.
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DUALITY (Cont)

DUAL OF AN LP PROBLEM:
The dual is derived completely from the primal; for easily getting the dual from the
primal; divide the linear programming problems into two forms:
1. Normal Linear Programming Problem
2. NonNormal Linear Programming Problem
1.

NORMAL LINEAR PROGRAMMING

PROBLEM:
We call normal maximum LP problem is an
LP problem in which all the variables are
required to be nonnegative and all the
constraints are less than or equal to () form.

While, a normal minimum LP problem is an

LP problem in which all the variables are
required to be nonnegative and all the
constraints are greater than or equal to ()
form.

For Example: a normal maximum LP

problem has the following form:
Maximum: Z = C1X1+C2X2+ - - - +CnXn
Subject to:
a11X1+a12X2+ - - - +a1nXn b1
a21X1+a22X2+ - - - +a2nXn b2
am1X1+am2X2+ - - - +amnXn bm
Where, Xj 0, j = 0, 1, 2, - - -,n.

For Example: a normal minimum LP problem

has the following form:
Minimum: Z = C1X1+C2X2+ - - - +CnXn
Subject to:
a11X1+a12X2+ - - - +a1nXn b1
a21X1+a22X2+ - - - +a2nXn b2
am1X1+am2X2+ - - - +amnXn bm
Where, Xj 0, j = 0, 1, 2, - - -,n. 4

STEPS FOR PRIMAL PROBLEM TO DUAL PROBLEM

IN CASE OF NORMAL LP PROBLEM:
Step1: If the primal problem is in a maximization form then the dual problem will
be in minimization form. But if the primal problem is in a minimization form then the
dual problem will be in maximization form.
Step2: The number of decision variables in the dual problem is equal to the
number of constraints in the primal problem.
Step3: The quantities (numerical values) which appear on the right hand side
(RHS) of the constraints of the primal problem become the coefficients of the decision
variables in the objective function of the dual problem.
Step4: The number of constraints in the dual problem is equal to the number of
variables in the primal problem.
Step5: The coefficients of the variables in the constraints of the primal problem
which appear from left to right be placed from top to bottom in the constraints of the
dual problem.
Step6: If the primal problem has less than or equal to () type constraints then the
dual problem will have greater than or equal to () type constraints; But if the primal
problem has greater than or equal to () type constraints then the dual problem will
have less than or equal to () type constraints.
Step7: The coefficients of the objective function of the primal problem which
appears on the right hand side (RHS) of the constraints of the dual problem.
Step8: Nonnegativity restriction will also apply to decision variable of dual
problem.
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DUALITY (Cont)

PRIMAL MAXIMIZATION / DUAL MINIMIZATION

Maximum: Z = CTX
Minimum: Z = bTY
Subject to:
Subject to:
AX b
ATY C
X0
Y0
PRIMAL MINIMIZATION / DUAL MAXIMIZATION
Minimization: Z = CTX
Maximization: Z = bTY
Subject to:
Subject to:
AX b
ATY C
X0
Y0

DUALITY (Cont)
1) Find the dual of the following problem:
Maximize: Z = 3X1 + 4X2
Subject to:
2X1 + 3X2 16
4X1 + 2X2 16
X1, X2 0
Dual problem in case of normal
problem;
Minimize: Z = 16Y1 + 16Y2
Subject to:
2Y1 + 4Y2 3
3Y1 + 2Y2 4
Y1, Y2 0

LP

2) Find the dual of the following problem:

Maximize: Z = 30X1 + 35X2 +50X3
Subject to:
6X1 + 3X2 + 7X3 53
5X1 + 3X2 + 4X3 19
2X1 + 4X2 + 5X3 11
X1, X2, X3 0
Dual problem in case of normal LP problem;
Minimize: Z = 53Y1 + 19Y2 + 11Y3
Subject to:
6Y1 + 5Y2 + 2Y3 30
3Y1 + 3Y2 + 4Y3 35
7Y1 + 4Y2 + 5Y3 50
Y1, Y2, Y3 0

Find the dual of the following problem:

Minimize: Z = 40X1 + 200X2
Subject to:
4X1 + 40X2 160
3X1 + 10X2 60
8X1 + 10X2 80
X1, X2 0
Dual problem in case of normal LP problem;
Maximize: Z = 160Y1 + 60Y2 + 80Y3
Subject to:
4Y1 + 3Y2 + 8Y3 40
40Y1 + 10Y2 + 10Y3 200
Y1, Y2, Y3 0

DUALITY (Cont)

STEPS FOR PRIMAL PROBLEM TO DUAL PROBLEM

IN CASE OF NONNORMAL LP PROBLEM:

Step1: If the given LP problem is in nonnormal form then we first convert it into normal form,
for converting the nonnormal LP problem into normal LP problem adopt the following
procedure:
IN CASE OF MAXIMIZATION PROBLEM
1.
2.
3.

4.

Constraints / Variable Type

If Less than or equal to () type
If greater than or equal to () type
If equal to (=) type

Unrestrictedinsign Decision
Variable (Xi)

Procedure
No Change is required
Convert the type inequality into type by multiplying it by 1.
a. Convert the equality into two inequalities in which one having
sign while other having sign.
b. Convert the type inequality into type by multiplying it by
1.
Any unrestricted in sign decision variable can be rewritten Xi as
the difference Xi = Xi/ Xi// of two nonnegative decision variables
Xi/, Xi//.

IN CASE OF MINIMIZATION PROBLEM

1.
2.
3.

4.

Constraints / Variable Type

If Less than or equal to () type
If greater than or equal to () type
If equal to (=) type

Unrestrictedinsign Decision
Variable (Xi)

Procedure
Convert the type inequality into type by multiplying it by 1.
No Change is required
a. Convert the equality into two inequalities in which one having
sign while other having sign.
b. Convert the type inequality into type by multiplying it by 1.
Any unrestricted in sign decision variable can be rewritten Xi as the
difference Xi = Xi/ Xi// of two nonnegative decision variables Xi/, Xi//.

DUALITY (Cont)
STEPS FOR PRIMAL PROBLEM TO DUAL PROBLEM
IN CASE OF NONNORMAL LP PROBLEM (Cont):
Step2: Restate the primal problem after taking step1.
Step3: If the primal problem is in a maximization form then the dual problem will be in
minimization form. But if the primal problem is in a minimization form then the dual problem
will be in maximization form.
Step4: The number of decision variables in the dual problem is equal to the number of
constraints in the primal problem.
Step5: The quantities (numerical values) which appear on the right hand side (RHS) of the
constraints of the primal problem become the coefficients of the decision variables in the
objective function of the dual problem.
Step6: The number of constraints in the dual problem is equal to the number of variables
in the primal problem.
Step7: The coefficients of the variables in the constraints of the primal problem which
appear from left to right be placed from top to bottom in the constraints of the dual problem.
Step8: If the primal problem has less than or equal to () type constraints then the dual
problem will have greater than or equal to () type constraints; But if the primal problem has
greater than or equal to () type constraints then the dual problem will have less than or
equal to () type constraints.
Step9: The coefficients of the objective function of the primal problem which appears on
the right hand side (RHS) of the constraints of the dual problem.
Step10: Nonnegativity restriction will also apply to decision variable of dual problem.
9

Find the dual of the following problem:

Maximize: Z = 6X1 + 4X2 + 6X3 + X4
Subject to:
4X1 + 5X2 + 4X3 + 8X4 = 21
3X1 + 7X2 + 8X3 + 2X4 48
X1, X2, X3, X4 0

DUALITY (Cont)
As the given LP problem is in the form of maximum
nonnormal form so we need to convert it into
maximum normal LP problem in which we need all
the constraints in the form of less than or equal to .
So,

Constraint1: 4X1 + 5X2 + 4X3 + 8X4 = 21; Now we convert it into two inequalities that are:
4X1 + 5X2 + 4X3 + 8X4 21
4X1 + 5X2 + 4X3 + 8X4 21
Inequality having sign; convert it into form by multiplying with 1; we get: 4X1 5X2 4X3 8X4 21

Now restating the primal as below:

Maximize: Z = 6X1 + 4X2 + 6X3 + X4
Subject to:
4X1 + 5X2 + 4X3 + 8X4 21
4X1 5X2 4X3 8X4 21
3X1 + 7X2 + 8X3 + 2X4 48
X1, X2, X3, X4 0

Note: Regarding the step4 of the algorithm, the

number of decision variables in the dual problem
is equal to the number of constraints in the
primal problem. But we can see that in the given
original primal there are two 2 constraints and
four 4 variables while in dual there are four 4
constraints and three 3 variables which shows
the inconsistency. So in order to remove such an
inconsistency: let (Y1 Y2) = Y/.

Now follow the remaining steps for converting the primal into dual; we will get the dual of the given problem
which is:
Minimize: Z = 21Y/ + 48Y3
Subject to:
4Y/ + 3Y3 6
5Y/ + 7Y3 4
4Y/ + 8Y3 6
8Y/ + 2Y3 1
10
Where Y3 0; Y/ (unrestricted in sign)

DUALITY (Cont)

Find the dual of the following problem:

Maximize: Z = 6X1 + 8X2
As the given LP problem is in the form of maximum non
Subject to:
normal form so we need to convert it into maximum
2X1 + 3X2 16
normal LP problem in which we need all the constraints
4X1 + 2X2 16
in the form of less than or equal to . So,
2X1 + X2 = 16
X1, X2 0
Now restating the primal as below:
Maximize: Z = 6X1 + 8X2
Subject to:
2X1 + 3X2 16
4X1 2X2 16
2X1 + X2 16
2X1 X2 16
X1, X2 0

DUAL:
Minimize: Z = 16Y1 16Y2 + 16Y3 16Y4
Subject to:
2Y1 4Y2 + 2 Y3 2Y4 6
3Y1 2Y2 + Y3 Y4 8
Y1, Y2, Y3, Y4 0

Minimize: Z = 16Y1 16Y2 + 16Y/

Subject to:
2Y1 4Y2 + 2Y/ 6
3Y1 2Y2 + Y/ 8
Where, Y1, Y2 0; Y/ unrestricted in sign

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DUALITY (Cont)
Find the dual of the following problem:
Maximize: Z = 12X1 + 15X2 + 9X3
Subject to:
8X1 + 16X2 + 12X3 25
4X1 + 8X2 + 10X3 80
7X1 + 9X2 + 8X3 = 105
X1, X2, X3 0

Find the dual of the following

problem:
Maximize: Z = 3X1 + X2 + X3 X4
Subject to:
X1 + X2 + 2X3 + 3X4 5
X3 X4 1
X1 X2 = 1
X1, X2, X3, X4 0

Minimize: Z = 25Y1 80Y2 + 105Y/

Subject to:
8Y1 4Y2 + 7Y/ 12
16Y1 8Y2 + 9Y/ 15
12Y1 10Y2 + 8Y/ 9
Where, Y1, Y2 0; Y/ unrestricted in sign

Minimize: Z = 5Y1 + Y2 Y/
Subject to:
Y1 + Y/ 3
Y1 Y/ 1
2Y1 Y2 1
3Y1 + Y2 1
Where, Y1, Y2 0; Y/ (unrestricted in sign)

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QUESTIONS

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