Every linear programming problem, whether of maximization or minimization, is associated with another linear programming problem based on the same data.
The original problem in this context is called the primal problem, whereas the other is called its dual problem.
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The Primal-Dual construction relationship The number of constraints in the primal problem is equal the number of dual variables, and vice versa. to
If the primal problem is a maximization problem, then the dual problem is a minimization problem and vice versa. If the primal problem has greater than or equal to type constraints, then the dual problem has less than or equal to type constraints and vice versa. The profit coefficients of the primal problem appear on the right-hand side of the dual problem. The rows in the primal become columns in the dual and vice versa. At the optimum solution, Objective value in = Objective value in
for both problems
minimization problem
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Primal Max. z= 20x1 + 24 x2 Subject to: 2x1 + 3x2 1500 (burning) 3x1 + 2x2 1499 (glazing) Dux1 + x2 600 (molding) (contract) al x2 250 x1 , x2 0 (non-negative)
20/ 3 1 -2/3
Dual
x1 Basic s3 w x2 y2
1 0 0 y4 0 y1 y2 y3 1/3 s1 -2/3 333 s2 b 0 -84 0 2/3 0 0 1 1 0 1 -1/3 17 -17 -1/3 -333 -250 1266 0 0 0 0 1/3 0 -1/3 1 20/3 0 0 250
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= - 20
Basic w
s2 0
b 0 K e y r o w
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s1 -2 -3 -1 0 s2 -3 -2 -1 -1 Ratio Key 250 w / key 500 749. 600 col 5 row 8/3/12 um
ey K e El e m nt
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-20 -24
Postoptimal or Sensitivity Analysis In linear programming, all model parameters are assumed to be constant; but in real life situations, the decision environment is always dynamic.
Therefore, it is important for the management to know how profit would be affected by; an increase or decrease in the resource level, a change in the technological process, and a change in the cost of raw materials.
Such an investigation is known as sensitivity analysis or post- optimality analysis. The main goal of the management is to know how sensitive the solution is to the original data.
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