DUALITY &

SENSITIVITY
ANALYSIS
MEMBERS:

QUIROBLATU
GROUP

ZAZHARY ANN LAZO

PIA DELL QUITALIG

MARY GFRACE ROBLES

MABELLE TUMALE

BETHANY BEULAH BLANCA

OBJECTIVES
Introduce the concept of duality and its
interpretation and significance.
Formulate the dual of a problem.
Interpret the solution to a dual problem,
and relate the solution to primal solution
Perform the optimal simple tableau in
sensitivity analysis.
Use sensitivity analysis to evaluate a
change in the objective function coefficient
and in the RHS of a constraint.
Determine a range of linear programming
application in the original problem

BASIC CONCEPTS
About

the use of resources rather than profit;

he has more control over the use of value of
resources, which is important in the decision
maker whether to secure more resources and
how to compensate for these additional
resources.
Provides the theoretical basis for many
complicated solution procedures for solving
special classes of mathematical programming
problems, in fact, duality provides the
foundation for sensitivity analysis which will
be discussing in the later sections of the text.

ESTABLISHING
DUAL SOLUTION

A. DUALITY ON STANDARD LINEAR

PROGRAMMING MAXIMIZATION
MODEL
1.
2.
3.

4.
5.

Represent the unknown in the problem

Tabulate the date about the facts.
Formulate the objective functions and
constraints by restating the information in
mathematical form.
Convert the given primal linear programming
problem in matrix form.
Construct a minimization problem which is
the dual problem with non negative variables
whose matrices transposed and all whose
constraints of the less than or equal to
variety.

DUALITY ON STANDARD LINEAR

PROGRAMMING MAXIMIZATION
MODEL
6. Convert the dual problem into standard form
and solve.
7. Set up the initial tableau.
8. Select the pivot column, identify the pivot row
and the pivot of the Tableau 1.
9. Compute for replacing row and the remaining
rows of Tableau 1.
10. Make a decision.
11. Equate the solution in their respective slack
variables and basic variables of the primal
problem.

B. DUALITY ON STANDARD LINEAR

PROGRAMMING MINIMIZATION
MODEL
1.
2.
3.

4.
5.

Represent the unknown in the problem

Tabulate the date about the facts.
Formulate the objective functions and
constraints by restating the information in
mathematical form.
Convert the given primal linear programming
problem in matrix form.
Construct a minimization problem which is
the dual problem with non negative variables
whose matrices transposed and all whose
constraints of the less than or equal to
variety.

SENSITIVITY
ANALYSIS

Sensitivity Analysis or postoptimality is an analysis of

Linear Programming solution to possible changes in
the various parameters of the original problem. The
range over which the objective function coefficient of a
variable that is in the solution can change without
causing the quantity values of the optimal solution is
called range of optimality. The shadow prices are the
rate of change of the optimal objective function value
per unit increase in the right-hand side. On the other
hand, range of feasibility is the range over which the
RHS value of constraint can change without changing
the optimal solution of a problem. The sensitivity
based on shadow prices and a change vector which
determines how the objective value and optimal
solution changed as RHS coefficients are changed. It
also finds the validity ranges for the shadow prices and
vector change which is called right hand side ranging.