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4.2 Importance of Duality Concepts: Characteristics of Dual Solutions

This document discusses the importance and characteristics of duality concepts in linear programming problems (LPP). It explains that converting a primal problem to its dual can reduce computation if the primal has many constraints and few variables. The dual variables also provide useful economic interpretations. The document then outlines the guidelines for formulating the dual problem from the primal problem, such as changing the objective from maximization to minimization and vice versa, and exchanging coefficients and constants between the objective function and constraints. Finally, it notes that the dual problem will have the same number of variables as the primal constraints and vice versa.

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Sridhar Veerla
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266 views2 pages

4.2 Importance of Duality Concepts: Characteristics of Dual Solutions

This document discusses the importance and characteristics of duality concepts in linear programming problems (LPP). It explains that converting a primal problem to its dual can reduce computation if the primal has many constraints and few variables. The dual variables also provide useful economic interpretations. The document then outlines the guidelines for formulating the dual problem from the primal problem, such as changing the objective from maximization to minimization and vice versa, and exchanging coefficients and constants between the objective function and constraints. Finally, it notes that the dual problem will have the same number of variables as the primal constraints and vice versa.

Uploaded by

Sridhar Veerla
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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4.

2 Importance of Duality Concepts


The importance of duality concept is due to two main reasons:
i. If the primal contains a large number of constraints and a smaller number of
variables, the labour of computation can be considerably reduced by converting it
into the dual problem and then solving it.
ii. The interpretation of the dual variable from the loss or economic point of view
proves extremely useful in programming future decisions in the activities.

Characteristics of dual solutions


If the primal problem possesses a unique non-degenerate, optimal solution, then the
optimal solution to the dual is unique. However, dual solutions arise under a number
of other conditions. Several of the cases which can arise are:
 When the primal problem has a degenerate optimal solution, the dual has multiple
optimal solutions.
 When the primal problem has multiple optimal solutions, the optimal dual solution
is degenerate.
 When the primal problem is unbounded, the dual is infeasible.
 When the primal problem is infeasible, the dual is unbounded or infeasible.

4.3 Formulation of Dual Concepts


Consider the following LPP
Maximise Z = c1x1 +c2x2 + . . .+ cnxn
Subject to the constraints
a11 x1 + a12 x2 + . . . + a1n xn ≤ b1
a21 x1 + a22 x2 + . . . + a2n xn ≤ b2
am1 x1 + am2 x2 + . . . + amn xn ≤ bm
x1, x2, . . ., xn ≥ 0
To construct a dual problem, you must adopt the following guidelines:
i. The maximisation problem in the primal becomes a minimisation problem in the
dual and vice versa
ii. (≤) type of constraints in the primal become (≥) type of constraints in the dual and
vice versa.
iii. The coefficients c1, c2, . . .,cn in the objective function of the primal become b1, b2,
…,bm in the objective function of the dual.
iv. The constants b1, b2,…,bm in the constraints of the primal become c1, c2, . . .,cn in
the constraints of the dual
v. If the primal has n variables and m constraints the dual will have m variables and n
constraints
vi. The variables in both the primal and dual are non-negative

Thus the dual problem will be


Minimise W = b1 y1 + b2 y2 + . . . +bm ym
Subject to the constraints
a11 y1 + a21 y2 + . . . + am1 ym ≥ c1
a12 y1 + a22 y2 + . . . + am2 ym ≥ c2
a1n y1 + a2n y2 + . . . + amn ym ≥ cn
y1, y2, . . ., ym ≥ 0

Formation of dual LPP is easier when the standard form of LPP for maximisation problem
must contain “≤” type of constraints, while for minimisation problem, it must contain “≥”
type of constraints.

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