Page 1
Edurev123
5. Duality
5.1 Construct the dual of the problem: Maximize ?? =?? ?? ?? +?? ?? +?? ?? subject to the
constraints ?? ?? +?? ?? +?? ?? =?? ,?? ?? ?? -?? ?? ?? +?? ?? ?? =?? ,-?? ?? ?? +?? ?? ?? -?? ?? ?? =?? and
?? ?? ,?? ?? ,?? ?? =?? .
(2010 : 12 Marks)
Solution:
The equation is Max. ?? =2?? 1
+?? 2
+?? 3
such that
?????????????????????????? 1
+?? 2
+?? 3
=6 or -?? 1
-?? 2
-?? 3
=-6????????????????????????????????????????????????(1)
?????????????+3?? 1
-2?? 2
+3?? 3
=3, which can be written as
????????????????3?? 1
-2?? 2
+3?? 3
=3?????????????????????????????????????????????????????????????????????????????????????????????????(2)
and ???????3?? 1
-2?? 2
+3?? 3
=3 or -3?? 1
+2?? 2
-3?? 3
=-3?????????????????????????????????????????(3)
and ?-4?? 1
+3?? 2
-6?? 3
=1 which can be written as
????????????-4?? 1
+3?? 2
-6?? 3
=1??????????????????????????????????????????????????????????????????????????????????????????????????(4)
????????????-4?? 1
+3?? 2
-6?? 3
=1 or 4?? 1
-3?? 2
+6?? 3
=-1????????????????????????????????????????????????(5)
Let ?? 1
,?? 2
,?? 3
,?? 4
and ?? 5
be dual variables.
? from (1), (2), (3), (4) and (5)
Dual of the given primal can be written as
Min. ?? =-6?? 1
+3?? 2
-3?? 3
+?? 4
-?? 5
Subject to
?-?? 1
+3?? 2
-3?? 3
-4?? 4
+4?? 5
=2
?-?? 1
-2?? 2
+2?? 3
+3?? 4
-3?? 5
=1
?-?? 1
+3?? 2
-3?? 3
-6?? 4
+6?? 5
=1
5.2 Solve the following linear programming problem by the simplex method. Write
its dual. Also write the optimal solution of the dual from the optimal table of given
problem:
Maximize :????????????????????????????????????? =?? ?? ?? -?? ?? ?
+?? ?? ??
subject to
?? ?? +?? ?? ?? -?? ?? ?? ?=?? -?? ?? +?? ?? ?? +?? ?? ?? ?=?? ?? ?? ,?? ?? ,?? ?? ?=??
(2015 : 20 Marks)
Page 2
Edurev123
5. Duality
5.1 Construct the dual of the problem: Maximize ?? =?? ?? ?? +?? ?? +?? ?? subject to the
constraints ?? ?? +?? ?? +?? ?? =?? ,?? ?? ?? -?? ?? ?? +?? ?? ?? =?? ,-?? ?? ?? +?? ?? ?? -?? ?? ?? =?? and
?? ?? ,?? ?? ,?? ?? =?? .
(2010 : 12 Marks)
Solution:
The equation is Max. ?? =2?? 1
+?? 2
+?? 3
such that
?????????????????????????? 1
+?? 2
+?? 3
=6 or -?? 1
-?? 2
-?? 3
=-6????????????????????????????????????????????????(1)
?????????????+3?? 1
-2?? 2
+3?? 3
=3, which can be written as
????????????????3?? 1
-2?? 2
+3?? 3
=3?????????????????????????????????????????????????????????????????????????????????????????????????(2)
and ???????3?? 1
-2?? 2
+3?? 3
=3 or -3?? 1
+2?? 2
-3?? 3
=-3?????????????????????????????????????????(3)
and ?-4?? 1
+3?? 2
-6?? 3
=1 which can be written as
????????????-4?? 1
+3?? 2
-6?? 3
=1??????????????????????????????????????????????????????????????????????????????????????????????????(4)
????????????-4?? 1
+3?? 2
-6?? 3
=1 or 4?? 1
-3?? 2
+6?? 3
=-1????????????????????????????????????????????????(5)
Let ?? 1
,?? 2
,?? 3
,?? 4
and ?? 5
be dual variables.
? from (1), (2), (3), (4) and (5)
Dual of the given primal can be written as
Min. ?? =-6?? 1
+3?? 2
-3?? 3
+?? 4
-?? 5
Subject to
?-?? 1
+3?? 2
-3?? 3
-4?? 4
+4?? 5
=2
?-?? 1
-2?? 2
+2?? 3
+3?? 4
-3?? 5
=1
?-?? 1
+3?? 2
-3?? 3
-6?? 4
+6?? 5
=1
5.2 Solve the following linear programming problem by the simplex method. Write
its dual. Also write the optimal solution of the dual from the optimal table of given
problem:
Maximize :????????????????????????????????????? =?? ?? ?? -?? ?? ?
+?? ?? ??
subject to
?? ?? +?? ?? ?? -?? ?? ?? ?=?? -?? ?? +?? ?? ?? +?? ?? ?? ?=?? ?? ?? ,?? ?? ,?? ?? ?=??
(2015 : 20 Marks)
Solution:
Let ?? 1
,?? 2
be dual variables and ?? be the objective function for dual of the given problem.
Dual of the problem is
Min. ?? ?=2?? 1
+?? 2
?????????????? ????? ???????????????????????????????????????? 1
-?? 2
?=2
4?? 1
+2?? 2
?=-4
-2?? 1
+3?? 2
?=5
?? 1
,?? 2
,?? 3
?=0
Let Min. (?? )?=Max.(-?? '
)
??????????????????????????????????????????????????????????????????? =-2?? 1
-?? 2
Writing given problem in standard form, we get
Max. ?? =-2?? 1
-?? 2
+0?? 1
+0?? 2
+0?? 3
-?? ?? 1
-?? ?? 2
subject to
?? 1
-?? 2
-?? 1
+?? 1
=2
-4?? 1
-2?? 2
+?? 2
=4
-2?? 1
+3?? 2
-?? 3
+?? 2
=5
where ?? 1
,?? 3
are surplus variables, ?? 2
is a slack variable. ?? 1
and ?? 2
are artificial variables
and ?? is a very large quantity. We follow Big-M method for finding solution.
The simplex table is :
?? ?? -2 -1 0 0 0 -?? -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? 2
?? 8
-?? ?? 1
1 -1 -1 0 0 1 0 2 -
0 ?? 2
-4 -2 0 1 0 0 0 4 -
-?? ?? 2
-2 3 0 0 -1 0 1 5
5
3
?? ?? =S?? ?? ?? ??
?? -2?? ?? 0 ?? -?? -??
?? ?? =?? ?? -?? ??
-2
-??
-1
+2??
-?? 0 -?? 0 0
Page 3
Edurev123
5. Duality
5.1 Construct the dual of the problem: Maximize ?? =?? ?? ?? +?? ?? +?? ?? subject to the
constraints ?? ?? +?? ?? +?? ?? =?? ,?? ?? ?? -?? ?? ?? +?? ?? ?? =?? ,-?? ?? ?? +?? ?? ?? -?? ?? ?? =?? and
?? ?? ,?? ?? ,?? ?? =?? .
(2010 : 12 Marks)
Solution:
The equation is Max. ?? =2?? 1
+?? 2
+?? 3
such that
?????????????????????????? 1
+?? 2
+?? 3
=6 or -?? 1
-?? 2
-?? 3
=-6????????????????????????????????????????????????(1)
?????????????+3?? 1
-2?? 2
+3?? 3
=3, which can be written as
????????????????3?? 1
-2?? 2
+3?? 3
=3?????????????????????????????????????????????????????????????????????????????????????????????????(2)
and ???????3?? 1
-2?? 2
+3?? 3
=3 or -3?? 1
+2?? 2
-3?? 3
=-3?????????????????????????????????????????(3)
and ?-4?? 1
+3?? 2
-6?? 3
=1 which can be written as
????????????-4?? 1
+3?? 2
-6?? 3
=1??????????????????????????????????????????????????????????????????????????????????????????????????(4)
????????????-4?? 1
+3?? 2
-6?? 3
=1 or 4?? 1
-3?? 2
+6?? 3
=-1????????????????????????????????????????????????(5)
Let ?? 1
,?? 2
,?? 3
,?? 4
and ?? 5
be dual variables.
? from (1), (2), (3), (4) and (5)
Dual of the given primal can be written as
Min. ?? =-6?? 1
+3?? 2
-3?? 3
+?? 4
-?? 5
Subject to
?-?? 1
+3?? 2
-3?? 3
-4?? 4
+4?? 5
=2
?-?? 1
-2?? 2
+2?? 3
+3?? 4
-3?? 5
=1
?-?? 1
+3?? 2
-3?? 3
-6?? 4
+6?? 5
=1
5.2 Solve the following linear programming problem by the simplex method. Write
its dual. Also write the optimal solution of the dual from the optimal table of given
problem:
Maximize :????????????????????????????????????? =?? ?? ?? -?? ?? ?
+?? ?? ??
subject to
?? ?? +?? ?? ?? -?? ?? ?? ?=?? -?? ?? +?? ?? ?? +?? ?? ?? ?=?? ?? ?? ,?? ?? ,?? ?? ?=??
(2015 : 20 Marks)
Solution:
Let ?? 1
,?? 2
be dual variables and ?? be the objective function for dual of the given problem.
Dual of the problem is
Min. ?? ?=2?? 1
+?? 2
?????????????? ????? ???????????????????????????????????????? 1
-?? 2
?=2
4?? 1
+2?? 2
?=-4
-2?? 1
+3?? 2
?=5
?? 1
,?? 2
,?? 3
?=0
Let Min. (?? )?=Max.(-?? '
)
??????????????????????????????????????????????????????????????????? =-2?? 1
-?? 2
Writing given problem in standard form, we get
Max. ?? =-2?? 1
-?? 2
+0?? 1
+0?? 2
+0?? 3
-?? ?? 1
-?? ?? 2
subject to
?? 1
-?? 2
-?? 1
+?? 1
=2
-4?? 1
-2?? 2
+?? 2
=4
-2?? 1
+3?? 2
-?? 3
+?? 2
=5
where ?? 1
,?? 3
are surplus variables, ?? 2
is a slack variable. ?? 1
and ?? 2
are artificial variables
and ?? is a very large quantity. We follow Big-M method for finding solution.
The simplex table is :
?? ?? -2 -1 0 0 0 -?? -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? 2
?? 8
-?? ?? 1
1 -1 -1 0 0 1 0 2 -
0 ?? 2
-4 -2 0 1 0 0 0 4 -
-?? ?? 2
-2 3 0 0 -1 0 1 5
5
3
?? ?? =S?? ?? ?? ??
?? -2?? ?? 0 ?? -?? -??
?? ?? =?? ?? -?? ??
-2
-??
-1
+2??
-?? 0 -?? 0 0
??? 2
is outgoing variable and ?? 2
is incoming variable.
?? ?? -2 -1 0 0 0 -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? ??
-?? ?? 1
1
3
0 -1 0 -
1
3
1
11
3
11
0 ?? 2
-
16
3
0 0 1 -
2
3
0
22
3
-
-1
1
2
-
2
3
1 0 0 -
1
3
0
5
3
-
?? ?? =S?? ?? ?? ????
-
?? 3
+
2
3
-1 ?? 0
?? +1
3
-??
?? ?? =?? ?? -?? ??
-
8
3
+
?? 3
0 -?? 0
-
(?? +1)
3
0
?
??? 1
is incoming variable and ?? 1
is outgoing variable.
?? ?? -2 -1 0 0 0
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? ??
-2 ?? 1
1 0 -3 0 -1 11
0 ?? 2
0 0 -16 1 -6 66
-1 ?? 2
0 1 -2 0 -1 9
?? ?? =S?? ?? ?? ????
-2 -1 8 0 3
?? ?? =?? ?? -?? ?? 0 0 -8 0 -3
? All ?? ?? '
?? =0? this is the optimal feasibie solution.
Page 4
Edurev123
5. Duality
5.1 Construct the dual of the problem: Maximize ?? =?? ?? ?? +?? ?? +?? ?? subject to the
constraints ?? ?? +?? ?? +?? ?? =?? ,?? ?? ?? -?? ?? ?? +?? ?? ?? =?? ,-?? ?? ?? +?? ?? ?? -?? ?? ?? =?? and
?? ?? ,?? ?? ,?? ?? =?? .
(2010 : 12 Marks)
Solution:
The equation is Max. ?? =2?? 1
+?? 2
+?? 3
such that
?????????????????????????? 1
+?? 2
+?? 3
=6 or -?? 1
-?? 2
-?? 3
=-6????????????????????????????????????????????????(1)
?????????????+3?? 1
-2?? 2
+3?? 3
=3, which can be written as
????????????????3?? 1
-2?? 2
+3?? 3
=3?????????????????????????????????????????????????????????????????????????????????????????????????(2)
and ???????3?? 1
-2?? 2
+3?? 3
=3 or -3?? 1
+2?? 2
-3?? 3
=-3?????????????????????????????????????????(3)
and ?-4?? 1
+3?? 2
-6?? 3
=1 which can be written as
????????????-4?? 1
+3?? 2
-6?? 3
=1??????????????????????????????????????????????????????????????????????????????????????????????????(4)
????????????-4?? 1
+3?? 2
-6?? 3
=1 or 4?? 1
-3?? 2
+6?? 3
=-1????????????????????????????????????????????????(5)
Let ?? 1
,?? 2
,?? 3
,?? 4
and ?? 5
be dual variables.
? from (1), (2), (3), (4) and (5)
Dual of the given primal can be written as
Min. ?? =-6?? 1
+3?? 2
-3?? 3
+?? 4
-?? 5
Subject to
?-?? 1
+3?? 2
-3?? 3
-4?? 4
+4?? 5
=2
?-?? 1
-2?? 2
+2?? 3
+3?? 4
-3?? 5
=1
?-?? 1
+3?? 2
-3?? 3
-6?? 4
+6?? 5
=1
5.2 Solve the following linear programming problem by the simplex method. Write
its dual. Also write the optimal solution of the dual from the optimal table of given
problem:
Maximize :????????????????????????????????????? =?? ?? ?? -?? ?? ?
+?? ?? ??
subject to
?? ?? +?? ?? ?? -?? ?? ?? ?=?? -?? ?? +?? ?? ?? +?? ?? ?? ?=?? ?? ?? ,?? ?? ,?? ?? ?=??
(2015 : 20 Marks)
Solution:
Let ?? 1
,?? 2
be dual variables and ?? be the objective function for dual of the given problem.
Dual of the problem is
Min. ?? ?=2?? 1
+?? 2
?????????????? ????? ???????????????????????????????????????? 1
-?? 2
?=2
4?? 1
+2?? 2
?=-4
-2?? 1
+3?? 2
?=5
?? 1
,?? 2
,?? 3
?=0
Let Min. (?? )?=Max.(-?? '
)
??????????????????????????????????????????????????????????????????? =-2?? 1
-?? 2
Writing given problem in standard form, we get
Max. ?? =-2?? 1
-?? 2
+0?? 1
+0?? 2
+0?? 3
-?? ?? 1
-?? ?? 2
subject to
?? 1
-?? 2
-?? 1
+?? 1
=2
-4?? 1
-2?? 2
+?? 2
=4
-2?? 1
+3?? 2
-?? 3
+?? 2
=5
where ?? 1
,?? 3
are surplus variables, ?? 2
is a slack variable. ?? 1
and ?? 2
are artificial variables
and ?? is a very large quantity. We follow Big-M method for finding solution.
The simplex table is :
?? ?? -2 -1 0 0 0 -?? -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? 2
?? 8
-?? ?? 1
1 -1 -1 0 0 1 0 2 -
0 ?? 2
-4 -2 0 1 0 0 0 4 -
-?? ?? 2
-2 3 0 0 -1 0 1 5
5
3
?? ?? =S?? ?? ?? ??
?? -2?? ?? 0 ?? -?? -??
?? ?? =?? ?? -?? ??
-2
-??
-1
+2??
-?? 0 -?? 0 0
??? 2
is outgoing variable and ?? 2
is incoming variable.
?? ?? -2 -1 0 0 0 -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? ??
-?? ?? 1
1
3
0 -1 0 -
1
3
1
11
3
11
0 ?? 2
-
16
3
0 0 1 -
2
3
0
22
3
-
-1
1
2
-
2
3
1 0 0 -
1
3
0
5
3
-
?? ?? =S?? ?? ?? ????
-
?? 3
+
2
3
-1 ?? 0
?? +1
3
-??
?? ?? =?? ?? -?? ??
-
8
3
+
?? 3
0 -?? 0
-
(?? +1)
3
0
?
??? 1
is incoming variable and ?? 1
is outgoing variable.
?? ?? -2 -1 0 0 0
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? ??
-2 ?? 1
1 0 -3 0 -1 11
0 ?? 2
0 0 -16 1 -6 66
-1 ?? 2
0 1 -2 0 -1 9
?? ?? =S?? ?? ?? ????
-2 -1 8 0 3
?? ?? =?? ?? -?? ?? 0 0 -8 0 -3
? All ?? ?? '
?? =0? this is the optimal feasibie solution.
??????????????????????????????????????????????????????? 1
=11
?????????????????????????????????????????????????????????? ?? =9
???? ,?????????????????????????????????????????????? max
=-2×11-1-9=-31
??????????????????????????????????????????????????????? min?
=31
? Maximum value of ?? =?? min
=31.
5.3 Convert the following LPP into dual LPP :
Minimize????????????????????????????????????????? =?? ?? -?? ?? ?? -?? ?? ??
subject to
?? ?? ?? -?? ?? +?? ?? ?? ?=?? ?? ?? ?? -?? ?? ?? ?=????
-?? ?? ?? +?? ?? ?? +?? ?? ?? ?=????
where ?? ?? ,?? ?? =?? and ?? ?? is unrestricted in sign.
(2021: 15 marks)
Solution:
Given that:
Minimize
?? ?=?? 1
-3?? 2
-2?? 3
subject to
??????????????????????????????????????????????????3?? 1
-?? 2
+2?? 3
?=7???????????????????????????????????????????????????????????????(1)
2?? 1
-4?? 2
?=12?????????????????????????????????????????????????????????????(2)
-4?? 1
+3?? 2
+8?? 3
?=10?????????????????????????????????????????????????????????????(3)
where ?? 1
,?? 2
=0 and ?? 3
is unrestricted in sign.
Since, the constraints (1) in ( = ) type and the problem is of minimization, all the
constraints should be of (=) type.
We multiply constraints (1) by ( -1 ).
So that,
-3?? 1
+?? 2
-2?? 3
=-7
and the constraints with equality sign can be written as
???????????????????????????????????????????????????????????
-4?? 1
+3?? 2
+8?? 3
?=10
4?? 1
-3?? 2
-8?? 3
?=-10
-4?? 1
+3?? 2
+8?? 3
?=10
Page 5
Edurev123
5. Duality
5.1 Construct the dual of the problem: Maximize ?? =?? ?? ?? +?? ?? +?? ?? subject to the
constraints ?? ?? +?? ?? +?? ?? =?? ,?? ?? ?? -?? ?? ?? +?? ?? ?? =?? ,-?? ?? ?? +?? ?? ?? -?? ?? ?? =?? and
?? ?? ,?? ?? ,?? ?? =?? .
(2010 : 12 Marks)
Solution:
The equation is Max. ?? =2?? 1
+?? 2
+?? 3
such that
?????????????????????????? 1
+?? 2
+?? 3
=6 or -?? 1
-?? 2
-?? 3
=-6????????????????????????????????????????????????(1)
?????????????+3?? 1
-2?? 2
+3?? 3
=3, which can be written as
????????????????3?? 1
-2?? 2
+3?? 3
=3?????????????????????????????????????????????????????????????????????????????????????????????????(2)
and ???????3?? 1
-2?? 2
+3?? 3
=3 or -3?? 1
+2?? 2
-3?? 3
=-3?????????????????????????????????????????(3)
and ?-4?? 1
+3?? 2
-6?? 3
=1 which can be written as
????????????-4?? 1
+3?? 2
-6?? 3
=1??????????????????????????????????????????????????????????????????????????????????????????????????(4)
????????????-4?? 1
+3?? 2
-6?? 3
=1 or 4?? 1
-3?? 2
+6?? 3
=-1????????????????????????????????????????????????(5)
Let ?? 1
,?? 2
,?? 3
,?? 4
and ?? 5
be dual variables.
? from (1), (2), (3), (4) and (5)
Dual of the given primal can be written as
Min. ?? =-6?? 1
+3?? 2
-3?? 3
+?? 4
-?? 5
Subject to
?-?? 1
+3?? 2
-3?? 3
-4?? 4
+4?? 5
=2
?-?? 1
-2?? 2
+2?? 3
+3?? 4
-3?? 5
=1
?-?? 1
+3?? 2
-3?? 3
-6?? 4
+6?? 5
=1
5.2 Solve the following linear programming problem by the simplex method. Write
its dual. Also write the optimal solution of the dual from the optimal table of given
problem:
Maximize :????????????????????????????????????? =?? ?? ?? -?? ?? ?
+?? ?? ??
subject to
?? ?? +?? ?? ?? -?? ?? ?? ?=?? -?? ?? +?? ?? ?? +?? ?? ?? ?=?? ?? ?? ,?? ?? ,?? ?? ?=??
(2015 : 20 Marks)
Solution:
Let ?? 1
,?? 2
be dual variables and ?? be the objective function for dual of the given problem.
Dual of the problem is
Min. ?? ?=2?? 1
+?? 2
?????????????? ????? ???????????????????????????????????????? 1
-?? 2
?=2
4?? 1
+2?? 2
?=-4
-2?? 1
+3?? 2
?=5
?? 1
,?? 2
,?? 3
?=0
Let Min. (?? )?=Max.(-?? '
)
??????????????????????????????????????????????????????????????????? =-2?? 1
-?? 2
Writing given problem in standard form, we get
Max. ?? =-2?? 1
-?? 2
+0?? 1
+0?? 2
+0?? 3
-?? ?? 1
-?? ?? 2
subject to
?? 1
-?? 2
-?? 1
+?? 1
=2
-4?? 1
-2?? 2
+?? 2
=4
-2?? 1
+3?? 2
-?? 3
+?? 2
=5
where ?? 1
,?? 3
are surplus variables, ?? 2
is a slack variable. ?? 1
and ?? 2
are artificial variables
and ?? is a very large quantity. We follow Big-M method for finding solution.
The simplex table is :
?? ?? -2 -1 0 0 0 -?? -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? 2
?? 8
-?? ?? 1
1 -1 -1 0 0 1 0 2 -
0 ?? 2
-4 -2 0 1 0 0 0 4 -
-?? ?? 2
-2 3 0 0 -1 0 1 5
5
3
?? ?? =S?? ?? ?? ??
?? -2?? ?? 0 ?? -?? -??
?? ?? =?? ?? -?? ??
-2
-??
-1
+2??
-?? 0 -?? 0 0
??? 2
is outgoing variable and ?? 2
is incoming variable.
?? ?? -2 -1 0 0 0 -??
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? 1
?? ??
-?? ?? 1
1
3
0 -1 0 -
1
3
1
11
3
11
0 ?? 2
-
16
3
0 0 1 -
2
3
0
22
3
-
-1
1
2
-
2
3
1 0 0 -
1
3
0
5
3
-
?? ?? =S?? ?? ?? ????
-
?? 3
+
2
3
-1 ?? 0
?? +1
3
-??
?? ?? =?? ?? -?? ??
-
8
3
+
?? 3
0 -?? 0
-
(?? +1)
3
0
?
??? 1
is incoming variable and ?? 1
is outgoing variable.
?? ?? -2 -1 0 0 0
?? ?? Basis ?? 1
?? 2
?? 1
?? 2
?? 3
?? ??
-2 ?? 1
1 0 -3 0 -1 11
0 ?? 2
0 0 -16 1 -6 66
-1 ?? 2
0 1 -2 0 -1 9
?? ?? =S?? ?? ?? ????
-2 -1 8 0 3
?? ?? =?? ?? -?? ?? 0 0 -8 0 -3
? All ?? ?? '
?? =0? this is the optimal feasibie solution.
??????????????????????????????????????????????????????? 1
=11
?????????????????????????????????????????????????????????? ?? =9
???? ,?????????????????????????????????????????????? max
=-2×11-1-9=-31
??????????????????????????????????????????????????????? min?
=31
? Maximum value of ?? =?? min
=31.
5.3 Convert the following LPP into dual LPP :
Minimize????????????????????????????????????????? =?? ?? -?? ?? ?? -?? ?? ??
subject to
?? ?? ?? -?? ?? +?? ?? ?? ?=?? ?? ?? ?? -?? ?? ?? ?=????
-?? ?? ?? +?? ?? ?? +?? ?? ?? ?=????
where ?? ?? ,?? ?? =?? and ?? ?? is unrestricted in sign.
(2021: 15 marks)
Solution:
Given that:
Minimize
?? ?=?? 1
-3?? 2
-2?? 3
subject to
??????????????????????????????????????????????????3?? 1
-?? 2
+2?? 3
?=7???????????????????????????????????????????????????????????????(1)
2?? 1
-4?? 2
?=12?????????????????????????????????????????????????????????????(2)
-4?? 1
+3?? 2
+8?? 3
?=10?????????????????????????????????????????????????????????????(3)
where ?? 1
,?? 2
=0 and ?? 3
is unrestricted in sign.
Since, the constraints (1) in ( = ) type and the problem is of minimization, all the
constraints should be of (=) type.
We multiply constraints (1) by ( -1 ).
So that,
-3?? 1
+?? 2
-2?? 3
=-7
and the constraints with equality sign can be written as
???????????????????????????????????????????????????????????
-4?? 1
+3?? 2
+8?? 3
?=10
4?? 1
-3?? 2
-8?? 3
?=-10
-4?? 1
+3?? 2
+8?? 3
?=10
Put ?? 3
=?? 3
'
-?? 3
''
so that ?? 3
'
,?? 3
''
=0
and the primal can be written as
Min??? =?? 1
-3?? 2
-2?? 3
'
+2?? 3
''
subject to
-3?? 1
+?? 2
-2?? 3
'
+2?? 3
''
?=-7
2?? 1
-4?? 2
?=12
4?? 1
-3?? 2
-8?? 3
'
+8?? 3
''
?=-10
-4?? 1
+3?? 2
+8?? 3
'
-8?? 3
''
?=10
?? 1
,?? 2
,?? 3
'
,?? 3
''
?=0
? Dual to this LPP is :
Maximize ?? =-7?? 1
+12?? 2
-10?? 3
+10?? 4
subject to
-3?? 1
+2?? 2
+4?? 3
-4?? 4
?=1
?? 1
-4?? 2
-3?? 3
+3?? 4
?=-3
-2?? 1
+0?? 2
-8?? 3
+8?? 4
?=-2
2?? 1
+0?? 2
+8?? 3
-8?? 4
?=2
?? 1
,?? 2
,?? 3
,?? 4
?=0
This can also be written as :
Max??? =-7?? 1
+12?? 2
-10(?? 3
-?? 4
)
subject to
-3?? 1
+2?? 2
+4(?? 3
-?? 4
)?=1
?? 1
-4?? 2
-3(?? 3
-?? 4
)?=-3
-2?? 1
-8(?? 3
-?? 4
)?=-2
2?? 1
+8(?? 3
-?? 4
)?=2
?? 1
,?? 2
,?? 3
,?? 4
?=0
The term (?? 3
-?? 4
) in both objective function and constraints of the dual.
This is always whenever there is equality constraints in the primal. Then, the new
variable (?? 3
-?? 4
)=?? 1
becomes unrestricted in sign, being the difference of two non-
negative variable.
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