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The dual in linear programming problem Every linear programming problem has a related problem called the dual

problem or simply, dual. Given an original LP problem, referred as the primal problem, or simply primal, the dual can be formulated from the information contained in the primal. 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. Generally, if the LP primal involves maximizing a profit function subject to less-or-equal-to resource constraints, the dual will involve minimizing total opportunity costs subject to greater-than-or-equal-to product profit constraints. Formulating the dual problem for a given primal is not complex, and once it is formulated, the solution procedure is exactly the same as for any LP problem. Minimization problem with problem constraints

As with the maximization problem we first restrict our discussion of minimization problem to only those in which the constraints satisfy a) all variables are nonnegative b) all the problem constraints are of the form with , for .

One of the methods to solve such type of minimization problem associated with problem constraints can be handled by using the method known as the dual problem. For a given minimization problem with problem constraints we can form the corresponding maximization problem in the standard form as follows. In the formation of dual problem from the primal problem we have the following procedures. 1) The sense of optimization is always opposite for corresponding primal and dual problems. (minimization to maximization on the other hand maximization to minimization) 2) The number of variables in the primal always equals the number of constraints in the dual. On the other hand the number of constraints in the primal equals the number of variables in the dual.
3) The objective function coefficient for

primal variable equals the right-hand-side

constant for the

dual constraint. primal problem constant equals the objective

4) The right-hand-side constant for the

function coefficient for the

dual variable.

5) The coefficients

in the primal are the transpose of those in the dual.

Example 1.4 A patient in a hospital is required to have at least 84 units of drug drug addition, suppose both M and N contain an undesirable drug information is contained in the following table. Amount o f drug per gram of Substance M Substance N 10 units 2 units 8 units 4 units

and 120 units of . The relevant

each day. Two substances M and N contain each of these drugs; however, in

Drug Drug 3 units 1 units Drug How many grams of each substance M and N should be mixed to meet the minimum daily requirement and at the same time minimize the intake of drug . How many units of the undesirable drug will be in this mixture? the

Minimum daily requirement 84 units 120 units

Solution Let the decision variables be the number of grams of substance M used and number of grams of substance N used. The linear mathematical model is Minimize Subject to

To form the dual problem: Step-1 First use the coefficients of the problem constraints and the objective function to form the matrix A with the coefficients of the objective function in the last row.

Then the matrix A given by


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Step-2 Now form a second matrix B by using rows of A as columns of B, that is

Step-3 Use the rows of B to form the dual problem of the minimization problem; that is Maximize Subject to

In this step to avoid confusion, we shall use different variables in the dual problem. Theorem 6.1 A minimization LP problem has a solution of and only if its dual problem has a solution. If a solution exists, then the optimal value of the minimization problem is the same as the optimal value of the dual problem. A minimization LP problem problem constraint whose objective function has nonnegative coefficients can be solved by applying the simplex method to the dual. To solve the above example 1.4, introducing slack variables in which these variables are the decision variables in the primal LP problem where the reason will become clear later on when we reach to the optimal solution. Hence we have, Maximize

The initial simplex tableau is Basic variables 3 1


3

0 The second simplex tableau is Basic variables 1 30


PC PC

The third simplex tableau is Basic variables

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Since the dual problem is

rows have no positive entries the optimal solution is attained. The solution to the with the maximum value of the dual

. From theorem 6.1 the primal and dual lead to the same solution even though they are formulated differently, hence the minimum daily requirement will be units. The entire solution to the minimization problem can always obtained from the final simplex tableau, the absolute value of the numbers in the values of the slack variables in the optimal dual solution represent the optimal values of the primal can be read from the variables. Hence the values of rows in their column, that is

Example 6.5 A food processing company produces regular and deluxe ice cream in three plants. Per hour of operation, the plant A produces 20 gallons of regular and 10 gallons of deluxe, the plant B produces 10 gallons of regular and 20 gallons of deluxe, and the plant C produces 20 gallons of regular and 20 gallons of deluxe, It costs $70 per hour to operate plant , $75 per hour to operate plant B, and $90 per hour to operate plant C. The company needs at least 300 gallons of regular ice cream and at least 200 gallons of deluxe ice cream each day. How many hours per day should each plant operate in order to produce the required amount of ice cream and minimize the cost of production. Want is the minimum production cost?
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Solution Let

be the number of hours of plant A operates per day,

the number of hours of

plant B operates per day, and be the number of hours of plant C operates per day. The given information in the problem can be expressed as shown in table 6.3. Production per hour Plant A Plant B Plant C 20 10 20 10 20 20 $70 $75 $90 Table 6.3 Production information Minimum amount required per day 300 ( in gallons) 200 (in gallons)

Regular (in gallons) Deluxe (in gallons) Production cost per hour The LP problem is Minimize

Subject to

To form the dual problem:

Then the matrix A will be


A=

The transpose of A will be

The dual problem of the minimization problem will be Maximize

Subject to

Introduce slack variables

all nonnegative we have

The initial simplex tableau is Basic variables 70 75 90 0 7.5

0
PC

The second simplex tableau is Basic variables 7 8 2 2* 1050


PC

The third simplex tableau is Basic variables

2 2 1150

Therefore, the optimal dual solution will be hand, the primal problem will have a solution of minimum cost of production of $1150.

with the Z=1150. On the other and with the

Note that multiplying a problem constraint by a number (usually in order to simplify calculation) changes the units of the slack variables. This requires some special interpretation of the value of the slack variable in the optimal solution, but causes no series problems. However, when using the dual method, multiplying a problem constraint in the dual problem by a number can have some series consequence; the row of the simplex tableau may no longer give the correct solution to the primal problem (minimization problem as shown below). Equivalently expressed as After introducing the slack variables Basic variables 7 15 7.5 9 0 the simplex matrix tableau will result

0
PC

The second simplex tableau is Basic variables 7 8 2 2* 1050


7

PC

The third simplex tableau is Basic variables 2 2 1150

Therefore, the optimal dual solution will be primal problem will have a solution of of production of $1150 which is a wrong conclusion. and

with the Z=1150. While, the with the minimum cost

Thus one should never multiply a problem constraint in a maximization problem by a number if the maximization problem is being used to solve a minimization problem. You may still simplify problem constraints in minimization problem before forming the dual problem. Maximization and Minimization with mixed Problem constraints The simplex method has been described in the above sections for solving LP problem in which the objective function is maximized or minimized with the special type of constraints less-than-or equal-to or greater-than-or-equal-to , respectively. To use the simplex method, each of these must be converted to a special form. If they are not, the simplex technique is unable to set up an initial feasible solution in the initial simplex tableau. Minimization with mixed problem constraints For maximization LP problem having a mix of ( problem constraints the simplex

method works similarly as for all problem constraints. The only change is in transforming constraints to the standard equation form with appropriate supplementary variables. Recall that for each problem constraint, we have added a slack variable is added and changed the inequality to equation. If the problem constraints involve the greater-than-or-equal-to , they involve the subtraction of a surplus variable rather than addition of a slack variable. The surplus variable tells us how much the solution exceeds the constraint resource. For example a problem constraint:

To convert this constraint we subtract a surplus variable

, to create an equation as follows:

Now we have one small problem in trying to use this constraint (as it has just been rewritten) in setting up an initial simplex solution. Since all the real variables are set to 0 in the initial simplex tableau, then takes a negative value i.e. , Which implies All variables in LP problems be they real, slack, or surplus, must be nonnegative at all times. If , then this important condition is violated. To resolve the situation, we introduce one last kind of variable, called the artificial variable. We simply add the artificial variable, constraint as follows: , to the

Now, not only the

variables may be set to 0 in the initial simplex solution, but the

surplus variable as well. This will leave us with If problem constraints involve equality sign to it. For example a problem constraint: , they involve the addition of an artificial variable

To convert this constraint we add an artificial variable

, to it as follows:

The reason for inserting an artificial variable into an equality constraint deals with the usual problem of finding an initial LP solution to the initial simplex tableau. Artificial variables have no meaning in the physical sense, and are nothing more than computational tools for generating initial LP solutions for the initial simplex tableau. Before the final simplex solution has been reached, all artificial variables must be gone from the solution mix. This matter is handled through the problems objective function. Finally, whenever an artificial or surplus variable is added to one of the constraints, it must be also included in the other equations and in the problems objective function, just as we have done for slack variables. Since artificial variables must be forced out of the solution, we can assign a very high cost to each. In minimization problems, variable with low costs are the most desirable ones and the first to enter the solution. Variables with high costs leave the solution quickly, or never enter it at all. Whenever we use an artificial variable I n the objective function we use very large
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positive number M as a coefficient, however the slack and surplus variables, contribute 0 for the cost, hence the coefficients of the slack and surplus variables are 0 in the objective functions. For example; if our objective function is: Minimize Subject to

Then the completed objective functions and constraints would appear as follows: Minimize Subject to

Remark: In any LP problem, the initial set of basic variables will consists of all slack variables and all the artificial variables which appear in the problem. Minimization problems are quite similar to maximization problems tackled earlier in the previous section. The significant difference involves the row. Since our objective is now to minimize costs the new variable to enter the solution in each tableau ( the pivot column) will be the one with the largest negative number in the row. Thus, we choose the variable that decrease costs the most.

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