x j 0, j=1,2,...,n yi 0, i = 1,2,...,m
Dual Variables
s.t. x1 + 9 x2 60 : y1
2 x1 + 3 x2 45 : y2
Example
5 x1 2 x2 20 : y3
x2 30 : y4
Dual
x1 , x2 0
Min Z y = 60 y1 + 45 y2 + 20 y3 + 30 y4
Primal Variables
s.t. y1 + 2 y2 + 5 y3 5 : x1
9 y1 + 3 y2 2 y3 + y4 6 : x2
y1 , y2 , y3 , y4 0
Investigacin de M. En C. Eduardo Bustos Farias 8
Operaciones
Primal in Standard Form
Example
Max Z x = 5 x1 + 6 x2
s.t. x1 + 9 x2 + s1 = 60 : y1
Dual Variables
2 x1 + 3 x2 + s2 = 45 : y2
5 x1 2 x2 + s3 = 20 : y3
x2 + s4 = 30 : y4
x1 , x2 , s1 , s2 , s3 , s4 0
Dual in Standard Form
Max Z 'y = 60 y1 45 y 2 20 y 3 30 y 4 MA1 MA 2
Variables
s.t . y1 + 2 y 2 + 5 y 3 s1 + A1 =5 : x1
Primal
9 y1 + 3 y 2 2 y 3 + y 4 s 2 + A2 = 6 : x2
Investigacin de
y1 , y2 , y3 , y4 , s1 , A1 , s2 , A2 0
M. En C. Eduardo Bustos Farias 9
Operaciones
Observations
Notice in the preceding example, the dual
problem has fewer constraints than the
primal, and may be computationally more
efficient to solve than the primal
Computational difficulty in LPs is mainly
associated with the number of constraints
rather than the number of variables
Max Z x = 5x1 + 6 x2
s. t . x1 + 9 x2 + s1 = 60 : y1
Dual Variables
2 x1 + 3x2 + s2 = 45 : y2
5x1 2 x2 + s3 = 20 : y3
x2 + s4 = 30 : y4
x1 , x2 , s1 , s2 , s3 , s4 0
Investigacin de M. En C. Eduardo Bustos Farias 13
Operaciones
Simplex Solution of the Primal
Dual variables
y1 y2 y3 y4
Z x1 x2 s1 s2 s3 s4 b
Z 1 0 0 .85 0 .83 0 67.66
x2 0 0 1 .11 0 .02 0 596
.
s2 0 0 0 .41 1 .32 0 14.36
x1 0 1 0 .04 0 .19 0 638 .
s4 0 0 0 .11 0 .02 1 24.04
Investigacin de M. En C. Eduardo Bustos Farias 14
Operaciones
Rule 2
If the dual variable corresponds to an
artificial starting variable in the primal
problem, its optimal value is given by the
coefficient of this artificial variable in the
optimal Z-equation row of the simplex
tableau, ignoring any Big M term
Primal Variables
Max Z 'y = 60 y1 45 y 2 20 y 3 30 y 4 MA1 MA2
s. t . y1 + 2 y 2 + 5 y 3 s1 + A1 =5 : x1
9 y1 + 3 y 2 2 y 3 + y 4 s2 + A2 =6 : x2
y1 , y 2 , y 3 , y 4 , s1 , A1 , s2 , A2 0
x1 x2
Z ' y1 y2 y3 y4 s1 A1 s2 A2 b
Z' 1 0 14.36 0 24.04 6.38 M 6.38 596
. M 596
. 67.66
y3 0 0 .32 1 .02 .19 .19 .02 .02 .
083
y1 0 1 .40 0 .11 .04 .04 .11 .11 .
085
x1
10 20 30 40 50 60
2
3 1
4
Dual Variables
3x1 + 5x2 + s2 = 150 : y2
5x1 + 4 x2 s3 + A3 = 100 : y3
8 x1 + 4 x2 s4 + A4 = 80 : y4
x1 , x2 , s1 , s2 , s3 , A3 , s4 , A4 0
Investigacin de M. En C. Eduardo Bustos Farias 31
Operaciones
Simplex Solution of the Primal
y1 y2 y3 y4
Z x1 x2 s1 s2 s3 A3 s4 A4 b
Z 1 0 0 .23 .62 0 M 0 M 138.46
x1 0 1 0 .38 .31 0 0 0 0 30.77
s3 0 0 0 1 0 1 1 0 0 100
s4 0 0 0 2.15 .92 0 0 1 1 212.3
x2 0 0 1 .23 .38 0 0 0 0 1154.
Shadow Prices
(ignore Ms)
Investigacin de M. En C. Eduardo Bustos Farias 32
Operaciones
Blending Example
Dual in Standard Form
Primal Variables
Max Z 'y = 200 y1 150 y 2 + 100 y 3 + 80 y 4 MA1 MA2
s. t . 5 y1 + 3 y 2 5 y 3 8 y 4 s1 + A1 =3 : x1
4 y1 + 5 y 2 4 y 3 4 y 4 s2 + A2 =4 : x2
y1 , y 2 , y 3 , y 4 , s1 , A1 , s2 , A2 0
Adjustable Cells
Cell Name Original Value Final Value
$B$5 Number to Make Aqua-Spas 122 122
$C$5 Number to Make Hydro-Luxes 78 78
Constraints
Cell Name Cell Value Formula Status Slack
$D$10 - Labor Req'd Used 1566 $D$10<=$E$10 Binding 0
$D$11 - Tubing Req'd Used 2712 $D$11<=$E$11 Not Binding 168
$D$9 - Pumps Req'd Used 200 $D$9<=$E$9 Binding 0
Investigacin de M. En C. Eduardo Bustos Farias 45
Operaciones
Sensitivity Report
Microsoft Excel 9.0 Sensitivity Report
Worksheet: [Solver Class Examples Solved.xls]Blue Ridge
Report Created: 7/17/2005 2:56:10 PM
Adjustable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$5 Number to Make Aqua-Spas 122 0 350 100 50
$C$5 Number to Make Hydro-Luxes 78 0 300 50 66.66667
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$10 - Labor Req'd Used 1566 16.6666667 1566 234 126
$D$11 - Tubing Req'd Used 2712 0 2880 1E+30 168
$D$9 - Pumps Req'd Used 200 200 200 7 26
Investigacin de M. En C. Eduardo Bustos Farias 46
Operaciones
Changes in Objective Function Coefficients
ANLISIS DE SENSIBILIDAD
Anlisis de sensibilidad
ANLISIS DE SENSIBILIDAD
ANLISIS DE SENSIBILIDAD