Linear Programming:

Duality
Meifry Manuhutu, S.Si,M.Si Management Science

Meifry Manuhutu, S.Si,M.Si Management Science

Learning Objectives:
1. Explain what a dual is. 2. Formulate the dual of a problem. 3. Read and interpret the solution to a dual problem and relate the dual solution to the primal solution.

Meifry Manuhutu, S.Si,M.Si Management Science

Duality
The Dual
An alternate formulation of a linear programming problem as either the original problem or its mirror image, the dual, which can be solved to obtain the optimal solution. Its variables have a different economic interpretation than the original formulation of the linear programming problem (the primal). It can be easily used to determine if the addition of another variable to a problem will change the optimal.

Meifry Manuhutu, S.Si,M.Si Management Science

Formulation of a Dual
Dual
The number of decision variables in the primal is equal to the number of constraints in the dual. The number of decision variables in the dual is equal to the number of constraints in the primal. Since it is computationally easier to solve problems with less constraints in comparison to solving problems with less variables, the dual gives us the flexibility to choose which problem to solve.

Meifry Manuhutu, S.Si - Management Science

Example 1
A comparison of these two versions of the problem will reveal why the dual might be termed the mirror image of the primal. Example -1 shows how the primal problem is transformed into its dual. We can see in Example -1 that the original objective was to minimize, whereas the objective of the dual is to maximize. In addition, the coefficients of the primals objective function become the right-hand-side values for the duals constraints, whereas the primals righthand side values become the coefficients of the duals objective function.

Meifry Manuhutu, S.Si - Management Science

Meifry Manuhutu, S.Si,M.Si Management Science

Formulation of a Dual
By knowing its primal problem,

Maximize g1 x1 g2 x2 g3 x3 gn xn subject to a11 x1 a12 x2 a1 m xm b1 a21 x1 a22 x2 a2 m xm b2

1.

2. 3.

an1 x1 an2 x2 anm xm bm x1 , x2 , , xm 0 Its associated dual is Minimize c b1 z1 b2 z2 b3 z3 bn zn subject to a11 z1 a21 z2 an1 zn g1 a12 z1 a22 z2 a1m z1 a2 m z2 an2 zn g2

4. 5.

6.

anm zn gn

z1 , z2 , , zn 0

Direction of optimization is opposite. Maximization in primal becomes minimization in its dual and vice versa. Sign of inequality of constraints is also opposite. Coefficients matrix row of the constraint in primal become Coefficients matrix column of the constraint in its dual. (Transpose) Row vector of objective function coefficients become column vector of objective function coefficients RHS column vector of primal constraint become row vector of coefficient for objective function in its dual. Primal decision variable (xj) are replaced by dual decision variable (zi).

Meifry Manuhutu, S.Si,M.Si Management Science

Example 2

Meifry Manuhutu, S.Si,M.Si Management Science

Example 3

Meifry Manuhutu, S.Si,M.Si Management Science

Small Quiz
Minimize c 4 x1 2 x2 subject to 4 x1 x2 20 2 x1 x2 14 x1 6 x2 18 x1 , x 2 0

From this problem, a. Formulate it dual b. Solve it using simplex method c. Determine its primal optimal value

Meifry Manuhutu, S.Si,M.Si Management Science

Exercises
Minimize 30 x1 50 x2 subject to 6 x1 2 x2 30 3x1 2 x2 24 5x1 10 x2 60

x1 , x2 0

From this problem, a. Formulate it dual b. Solve it using simplex method c. Determine its primal optimal value