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Some problems

illustrating the principles


of duality

In this lecture we look at some


problems that uses the results from
Duality theory (as discussed in
Chapter 7).

Problem 7. Problem Set 4.2D Page 130


Consider the LPP
Maximize z 5 x1 2 x2 3 x3
subject to

x1 5 x2 3 x3 b1
x1 5 x2 6 x3 b2
x1 , x2 , x3 0

The following optimal tableau corresponds to


specific values of b1 and b2:

Basic

x1

x2

x3

x4

x5

Sol

150

x1

30

x5

-8

-1

10

Determine the following:


(a)The RHS values b1, b2
(b)The entries a, b, c, d, e
(c)The optimal solution of the dual.

(a) The optimal solution of the primal is B -1b, where


1 0
B

1 1
1

Thus

b1
30
B-1b = b b
1 2
10

(b) b B 1 A 1 0

2

b1
b
2
Hence b1 = 30, b2 = 40

5
5

1 1 5
10

Hence b = 5, c = -10

1
2 23
z

C
B
A2 c2 5 0

a= 2 2
B
10

d = z4 c4 CB B A4 c4 5
1

1
0 0
1

e = 0 as x5 is a basic variable.
(c) The optimal solution of the dual is

y1

1
y2 C B B 5 0
1
1

0
1 5 0

Note: The optimal solution of the dual is also


given by [ d, e] = [5, 0].

Problem 1(a) Problem Set 4.2E Page 131


Estimate a range for the optimal objective value of
the following LPP
Minimize

z 5 x1 2 x2

subject to

x1 x2 3
2 x1 3 x2 5
x1 , x2 0

An obvious feasible solution is:


x1=3, x2=0 with z = 15. Thus the optimal value 15.

The dual of the given LPP is the LPP


Maximize w 3 y1 5 y 2
subject to

y1 2 y2 5
y1 3 y2 2
y1 , y2 0

An obvious feasible solution of the dual is:


y1=3, y2=1 with w = 14. Thus the optimal value of
the dual 14.
Hence by the weak duality theorem: 14 z* 15,
z* being the optimal value of z.

Problem 2(a) Problem set 4.2E Page 132


In Problem 1(a), let y1, y2 be the dual variables.
Determine whether the following pairs of primaldual solutions are optimal:

x1 3, x2 1; y1 4, y2 1
Though z = 17 = w, neither pair satisfy the
constraints of the respective problem. Hence not
even solutions.
Aliter: Since z* = w* 15, and since the given
pairs give z = 17 = w, they cannot be optimal.

We shall now do some problems from section 4.2.3.


The theme is: How to find the optimal solution of
the dual from the primal?
As we have seen in chapter 7, the dual solution is
given by Y CBB 1, the so-called Simplex
multiplier.
In words, we can say
[Optimal values of dual variables]
= Row vector of original objective coefficients of
optimal primal variables *Optimal primal inverse.

Now we note that in optimal tableau, the


coefficient of xj in z-Row is zj - cj
1

CB B A j c j

y1

y2 . . ym

a1 j
a
2 j
. cj

.
amj

= LHS of the jth dual constraint RHS of the jth


dual constraint.

We can find the dual solution using this


equation. In your book this method of
finding the dual solution is referred to as
Method 2 while the earlier one is referred to
as Method 1.

Problem 4

Problem Set4.2C Page 126

Consider the LPP


Maximize

z x1 5 x2 3x3

subject to

x1 2 x2 x3 3
2 x1 x2

x1 , x2 , x3 0
(a) Write the associated dual problem.
(b) Given the optimal basic variables are x1 and x3,
determine the associated optimal dual solution.

(a)The dual problem is:


Minimize
subject to

w 3 y1 4 y2
y1 2 y2 1

2 y1 y2 5
3

y1

y1 , y2 unrestricted in sign
(b)

1 1
B
;

2 0

0 1/ 2
B
; CB 1 3

1 1/ 2
1

Hence the optimal dual solution (by method 1) is:

y1

0 1/ 2
y2 CB B 1 3

1 1/ 2

3 1

Problem 3

Problem Set4.2C Page 126

Consider the LPP


Maximize z 2 x1 4 x2 4 x3 3 x4
subject to x1 x2 x3

x1 4 x2

4
x4 8

x1 , x2 , x3 , x4 0
The primal objective row is given by
z 2 x1 0 x2 0 x3 3 x4 16
Use this information to find the associated optimal
dual solution.

We first write the associated dual problem.


Dual: Minimize

w 4 y1 8 y2

subject to

y1 y2 2
y1 4 y2 4
y1

4
y2 3

y1 , y2 unrestricted in sign

The primal objective row is given by


z 2 x1 0 x2 0 x3 3 x4 16
Hence by method 2, the dual optimal solution
satisfy the equations:
coefficient of x1 in optimal row: 2 y1 y2 2
coefficient of x2 in optimal row: 0 y1 4 y2 4
coefficient of x3 in optimal row: 0 y1 4
coefficient of x4 in optimal row: 3 y2 ( 3)
From the last two equations we get y1 4, y2 0

Problem 2

Problem Set4.2C Page 125

Consider the LPP


Maximize

z 5 x1 2 x2 3 x3

subject to x 5 x 2 x 30
1
2
3

x1 5 x2 6 x3 40
x1 , x2 , x3 0
The primal objective row is given by
z 0 x1 23 x2 7 x3 (5 M ) x4 0 x5 150
where artificial x4 and slack x5 are the starting basic

Write the associated dual problem and determine


its optimal solution from the optimal z-equation.
Since clearly Big-M method has been used to solve
the primal, the primal (in the modified form) is:
Maximize z 5 x1 2 x2 3 x3 Mx4 0 x5
subject to

x1 5 x2 2 x3 x4
x1 5 x2 6 x3

30

x5 40

x1 , x2 , x3 , x4 , x5 0

Hence the dual problem is:


Minimize

w 30 y1 40 y2

subject to

y1 y2 5
5 y1 5 y2

2 y1 6 y2 3
y1

M
y2

y1 , y2 unrestricted in sign

The primal objective row is given by


z 0 x1 23 x2 7 x3 (5 M ) x4 0 x5 150
Hence by method 2, the dual optimal solution
satisfy the equations:
coefficient of x4 in optimal row: 5 M y1 ( M )
coefficient of x1 in optimal row:
Hence we get

y1 5, y2 0

0 y1 y2 5