College of Management, NCTU

Operation Research I

Fall, 2008

Chap6 Duality Theory and Sensitivity Analysis

The rationale of duality theory Max 4x1 + x2 + 5x3 + 3x4 S.T. x1 x2 x3 + 3x4 1 5x1 + x2 + 3x3 + 8x4 55 x1 + 2x2 + 3x3 5x4 3 x1~x4 0 If we multiply a certain number (y 0) on both sides of any constraint, the result wont be affected. The arbitrary y is called the multiplier. y1, y2, and y3 are the multipliers of constraints 1, 2, and 3, respectively. How can we tell the range of the optimal objective value? (Let Z* be the optimal value) Consider 4x1 + x2 + 5x3 + 3x4 5/3 (5x1 + x2 + 3x3 + 8x4)

Z* 5/3(55) = 275/3 Similarly 4x1 + x2 + 5x3 + 3x4 constraint 2 + constraint 3 = (5x1+ x2 + 3x3 + 8x4) + (x1 + 2x2 + 3x3 5x4)

Z* < 55 + 3 = 58 That is (1) Z* 0b1 + 5/3b2 + 0b3 (2) Z* 0b1 + 1 b2 + 1b3 In general, we want to determine the values of yi such that the following statement holds. Z* 4x1 + x2 + 5x3 + 3x4 y1(x1 x2 x3 + 3x4) + y2(5x1 + x2 + 3x3 + 8x4) + y3(x1 + 2x2 + 3x3 5x4) y1 + 55y2 + 3y3

Issue: which is the best estimate of the optimal value?

Jin Y. Wang

6-1

College of Management, NCTU

Operation Research I

Fall, 2008

So, we can conclude that (1) y1, y2, y3 0 (2) 4 y1 + 5y2 y3 1 y1 + y2 + 2y3 5 y1 + 3y2 + 3y3 3 3y1 + 8y2 5y3 (3) Since we want to estimate Z* as best as possible, i.e. we want to have y1 + 55y2 + 3y3 as less as possible. Therefore, we have Min y1 + 55y2 + 3y3

The above formulation is called the Dual problem. The original formulation is called the Primal problem. Note: (1) Primal: coefficients of the objective function Dual: RHS (2) Primal: RHS Dual: coefficients of the objective function (3) Primal: coefficients of a variable in the functional constraint Dual: coefficients in a functional constraint (4) Max Min (5) Example of finding the dual problem Max 5x1 + 4x2 + 3x3 S.T. 2x1 + 3x2 + x3 5 4x1 + x2 + 2x3 11 3x1 + 4x2 + 2x3 8 x1, x2, x3 0

Matrix representation of the primal and dual problems

Jin Y. Wang 6-2

College of Management, NCTU

Operation Research I

Fall, 2008

Primal Problem (P) Max Z = j =1 c j x j

n

Max Z = cx S.T. Ax b x 0

S.T.

j =1 aij x j bi , for i = 1, 2, , m
n

xj 0, for j = 1, 2, , n
Dual Problem (D) Min W = j =1bi yi
m

Min W = yb S.T. yA c y 0

S.T.

i =1 aij yi c j , for j = 1, 2, , n
m

yi 0, for i = 1, 2, , m
Weak duality property

If x is a feasible primal solution, and y is a feasible dual solution, then cx yb <Proof>

Corollary: If the primal is feasible and unbounded, the dual is infeasible and vice versa.

Strong duality property If x* is an optimal solution for the primal problem and y* is an optimal solution for the dual problem, then cx* = y*b. A corollary for weak and strong duality property These two properties implies that cx < yb for feasible solutions if one or both of them are not optimal for their respective problems, whereas equality holds when both are optimal.

Complementary solutions property

Jin Y. Wang 6-3

College of Management, NCTU

Operation Research I

Fall, 2008

At each iteration, the simplex method simultaneously identifies a CPF solution x for the primal problem and a complementary solution y for the dual problem (in tabular form, the coefficients of the slack variables in row 0), where cx = yb. If x is not optimal for the primal problem, then y is not feasible for the dual problem. P: Max Z = 5x1 + 4x2 + 3x3 S.T. 2x1 + 3x2 + x3 5 4x1 + x2 + 2x3 11 3x1 + 4x2 + 2x3 8 x1, x2 x3 0 D: Min W = 5y1 +11y2 + 8y3 S.T. 2y1 + 4y2 + 3y3 5 3y1 + y2 + 4y3 4 y1 + 2y2 + 2y3 3 y1, y2, y3 0

Z - 5x1 - 4x2 - 3x3 =0 =5 2x1 + 3x2 + x3 + x4 4x1 + x2 + 2x3 + x5 = 11 3x1 4x2 + 2x3 + x6 = 8 y1 = , y2 = , y3 = Z - 1/2 x1 + 2x2 + 3/2x6 = 12 + x4 + 1/2x6 = 1 1/2 x1 + x2 x1 3x2 + x5 + x6 = 3 3/2x1 + 2x2 + x3 + 1/2x6 = 4 y1 = , y2 = , y3 = Z
+ 3x2 + x4 + x6 x1 + 2x2 + 2x4 x6 5x2 2x4+ x5 x2 + x3 3x4 + 2x6 y1 = , y2 = , y3 = = 13 =2 =1 =1

Recall that

Jin Y. Wang

6-4

College of Management, NCTU

Operation Research I

Fall, 2008

Iteration Basic Variable

Coefficient of: Z Original Variable Slack Variables cBB-1A c B-1A cBB-1 B-1

Right Side cBB-1b B-1b

Any

Z
xB

1 0

Let y (dual variables) = cBB-1 (the shadow price). Obviously, Z (=cx) = yb. The coefficients of original and slack variables in the objective row are yAc and y, respectively. Note that yAc represents the value of surplus variables in the dual. If the optimality hasnt yet reached, at least one coefficient in the objective row is < 0. Thus, at lease one constraint of the dual is violated.

This also explains the strong duality property in some sense.

Complementary optimal solutions property At the final iteration, the simplex method simultaneously identifies an optimal solution x* for the primal problem and a complementary optimal solution y* for the dual problem (the coefficients of the slack variables in row 0), where cx* = y*b In fact, y* = CBB-1 are the shadow prices. Symmetry property For any primal problem and its dual problem, all relationships between them must be symmetric because the dual of this dual problem is this primal problem. Duality theorem All possible relationships between the primal and dual problems If one problem has feasible solutions and a bounded objective function (and so has an optimal solution), then so does the other problem. If one problem has feasible solutions and an unbounded objective function (and so no optimal solution), then the other problem has no feasible solutions.

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6-5

College of Management, NCTU

Operation Research I

Fall, 2008

If one problem has no feasible solutions, then the other problem has either no feasible solutions or an unbounded objective function. Optimal Dual Infeasible Unbounded

Optimal Primal Infeasible Unbounded Example for primal infeasibledual infeasible Max 2x1 x2 Min y1 2y2 S.T. x1 x2 1 S.T. y1 y2 2 x1 + x2 2 y1 + y2 1 x1, x2 0 y1, y2 0 Applications of dual problem Dual problem can be solved directly by the simplex method.

The number of functional constraints affects the computational effort of the simplex method far more than the number of variables does.

It is useful for evaluating a proposed solution for the primal problem.

Economic interpretation of duality Primal Problem (P) Max Z = j =1 c j x j

n

S.T.

j =1 aij x j bi , for i = 1, 2, , m
n

xj 0, for j = 1, 2, , n
Dual Problem (D) Min W = j =1bi yi
m

S.T.

i =1 aij yi c j , for j = 1, 2, , n
m

yi 0, for i = 1, 2, , m
Jin Y. Wang 6-6

College of Management, NCTU

Operation Research I

Fall, 2008

If resource i is not used for production, we rent it out with unit rental of yi.

m i =1

aij y i means the rental income if we reduce the production amount of

product j by one.

i =1 aij yi c j means the rental income be greater than the sales income.
m

The objective of dual is to minimize the rental income in order to obtain the reasonable rental price.

Primal-Dual relationships Dual is a LP problem and also has corner-point solutions. By using the augmented form, we can express these corner-point solutions as basic solutions. Because the functional constraints have the form, this augmented form is obtained by subtracting the surplus from the left-hand side of each constraint. Complementary basic solutions property Each basic solution in the primal problem has a complementary basic solution in the dual problem, where their respective objective function values are equal. Recall again: Iteration Basic Variable Any Coefficient of: Right Side cBB-1b

Z Original Variable Slack Variables Z

1 cBB-1A c cBB-1

Given row 0 (objective row) of the simplex tableau for the primal basic solution, the complementary dual basic solution can be easily found. Primal Variable Associated Dual Variables (Original variable) xj (Surplus Variable) ym+j (j = 1, 2, , n) (Slack Variable) xn+i (Original Variable) yi (i = 1, 2, ., m)

Jin Y. Wang

6-7

College of Management, NCTU

Operation Research I

Fall, 2008

The m basic variables for the primal problem are required to have a coefficient of zero in the objective row, which thereby requires the m associated dual variables to be zero, i.e., nonbasic variables for the dual problem.

The values of the remaining n (basic) variables will be the simultaneous solution to the system of equations. The dual solution read from row 0 must also be a basic solution. Complementary slackness property Primal Variable Associated Dual Variable Basic Nonbasic (m variables) Nonbasic Basic (n variables) If one of (primal) variables is a basic variable (> 0), then the corresponding one (dual) must be a nonbasic variable (= 0). Wyndor Example: Max Z = 3x1+ 5x2 x1 4 S.T. 2x2 12 3x1 + 2x2 18 x1, x2 0 Max Z = 3x1+ 5x2 S.T. x1 + x3 = 4 2x2 + x4 = 12 3x1 + 2x2 + x5 = 18 Min W = 4y1 + 12y2 + 18y3 S.T. y1 + 3y3 3 2y2 + 2y3 5

y1, y2, y3 0
Min W = 4y1 + 12y2 + 18y3 S.T. y1 + 3y3 y4 =3 2y2 + 2y3 y5 = 5

Given x = (4, 6, 0, 0, -6), we know that x1, x2, and x5 are basic variables. The coefficients of these variables in row 0 are zero. Thus, y4, y5, and y3 are nonbasic variables (=0).

y1
2y2
Jin Y. Wang

=3 =5
6-8

College of Management, NCTU

Operation Research I

Fall, 2008

Given x = (0, 6, 4, 0, 6), we have

Let x1*~xn* be primal feasible solution, y1*~ym* be dual feasible solution. Then, they are both optimal if and only if (1) xj* > 0 implies

a
i =1

ij

yi* = c j .

(2)

a
j =1

ij

x* j < bi implies yi = 0.

Ex:

Max 5x1 + 6x2 + 9x3 + 8x4 S.T. x1 + 2x2 + 3x3 + x4 5 x1 + x2 + 2x3 + 3x4 3 x1,, x4 0

Min 5y1 + 3y2 S.T. y1 + y2 5 2y1 + y2 6 3y1 + 2y2 9 y1 + 3y2 8 y1, y2 0

Ex: Max 8x1 9x2 + 12x3 + 4x4 + 11x5

Jin Y. Wang 6-9

College of Management, NCTU

Operation Research I

Fall, 2008

S.T. 2x1 3x2 + 4x3 + x4 + 3x5 1 x1 + 7x2 + 3x3 2x4 + x5 1 5x1 + 4x2 6x3 + 2x4 + 3x5 22 x1,.., x5 0

Complementary optimal basic solutions property Each optimal basic solution in the primal problem has a complementary optimal basic solution in the dual problem, where their respective objective functions are equal.

The coefficients in the primal row 0 are all 0 All dual variables (including decision and surplus variables) are all 0 . Nonnegative surplus variables imply that functional constraints are satisfied. Nonnegativity constraints are satisfied.

How to write the dual if the primal is not in the standard form Max 3x1 + x2 x3 S.T. x1 + x2 + 4x3 5 x1 x2 7x3 = 7 x1, x2 0, x3 is free

Jin Y. Wang

6-10

College of Management, NCTU

Operation Research I

Fall, 2008

Summary Primal (Dual) Dual (Primal) Max Min th i constraint is (sensible) ith variable 0 (sensible) ith variable 0 (sensible) ith constraint is (sensible) ith constraint is = (odd) ith variable is unsigned (odd) ith variable is unsigned (odd) ith constraint is = (odd) ith constraint is (bizarre) ith variable 0 (bizarre) ith variable 0 (bizarre) ith constraint is (bizarre) For constraint in primal, we can convert to by multiplying both sides by -1. For negative variable x (< 0) in primal, we can use another variable, whose value is (-1)*x, to replace x. Ex: Max 5x1 + 4x2 S.T. x1 x2 5 3x1 + x2 2 x1 + 2x2 = 9 x1 0, x2 0

The radiation therapy example Min Z = 0.4x1 + 0.5x2

Jin Y. Wang 6-11

College of Management, NCTU

Operation Research I

Fall, 2008

S.T.

0.3x1 + 0.1x2 2.7 0.5x1 + 0.5x2 = 6 0.6x1 + 0.4x2 6

x1, x2 0

Dual simplex method (section 7.1) 8x1 8x2 9x3 Min y1 8y2 2y3 x1 + x2 + x3 1 S.T. y1 2y2 + y3 8 2x1 4x2 x3 8 y1 4y2 y3 8 x1 x2 x3 2 y1 y2 y3 9 x1 ~ x3 0 y1 ~ y3 0 Note that the current primal does not have a feasible solution. However, the dual does have one. Max S.T. Working on the dual is one way of tackling this situation. Another way is working the complementary counterpart on the primal. Convert the dual to standard form and add slack variables (currently, the basic solution is feasible).

W + y1 8y2 2y3 =0 y1 + 2y2 y3 + y4 =8 y1 + 4y2 + y3 + y5 =8 y1 + y2 + y3 + y6 = 9

Add slack variables to the primal (currently, the basic solution is infeasible).

Z + 8x1 + 8x2 + 9x3 =0 x1 + x2 + x3 + x4 =1 2x1 4x2 x3 + x5 = 8 x1 x2 x3 + x6 = 2 In the dual problem, pick y3 to enter and pick y5 to leave.

Jin Y. Wang

6-12

College of Management, NCTU

Operation Research I

Fall, 2008

The coefficients of the dual objective function correspond to the current value of primals basic variable. The dual current values of basic variables correspond to the coefficients of the primal objective function. The dual entering column corresponds to the primal leaving row. In dual: Find a nonbasic variable with a negative coefficient in row 0 (positive coefficient in algebraic form) to enter. In Primal: Find a basic variable with a negative current value to leave. In dual: Find the variable corresponding to the entering variable with a positive coefficient and smallest ratio to leave. In Primal: Find the variable with a negative coefficient in the leaving row and smallest ratio to enter. For dual, pick y3 to enter and pick y5 to leave.

W y1 0y2
2y1 + 6y2 y1 + 4y2 + y3 0y1 3y2

+ 2y5 + y4 + y5 + y5

= 16 = 16 =8

y5 + y6 = 1 + x3 + 0x3 + x4 + 3x3 + 8x6 = 16 + x6 x6 = 1 =2 + x5 4x6 = 0

For primal, pick x6 to leave, x2 to enter.

Z + 16x1
2x1 6x1

x1 + x2 + x3

Conditions for adopting the dual simplex method

Jin Y. Wang 6-13

College of Management, NCTU

Operation Research I

Fall, 2008

The prerequisite for using the dual simplex is the dual has initial feasible solution. Thus, the primal coefficient of row 0 must be nonnegative. What if both primal and dual do not have a feasible initial solution? Big M or two-phase method. Another example for dual simplex

+ 4x2 + x4 + x5 = 12 x1 3x2 + 11x4 x5 = 4 x2 + x3 3x4 + 2x5 = 8

Jin Y. Wang

6-14

College of Management, NCTU

Operation Research I

Fall, 2008

Sensitivity Analysis Max Z = cx Ax = b x 0 Recalled that we can rewrite it as the following Max Z = cBxB + cNxN S.T. BxB + NxN = b xB, xN 0 Max Z + (cBB-1N - cN)xN = cBB-1b xB = B-1b B-1NxN What happens to the optimal solution if (1) b is changed (2) c is changed (3) A is changed (4) add a new variable (5) add a new constraint b is changed to b Max cx S.T. Ax = b x 0 In this case, the original optimal basic solution is no more feasible, since b is changed to b. In order to make sure that the basic wont change, we need to check B-1 b.

If B-1 b 0 The basic wont change, we are at optimality since (cBB-1N - cN 0)

Otherwise (B-1 b < 0) The new basic solution is infeasible. That is, the basic change. Need to solve the problem by using dual simplex.

Ex: Max Z = 3x1 + 5x2

Jin Y. Wang 6-15

College of Management, NCTU

Operation Research I

Fall, 2008

S.T.

+ x3 = 4 2x2 +x4 = 12 3x1 + 2x2 +x5 = 18

x3 x , x = x4 x 2 N 5 x 1

x1

2 x = 6 , xB = 2
*

4 4 b changes from 12 to 15 18 18

4 4 b changes from 12 to 24 18 18

The final tableau can be obtained based on the given information. Based on Z + (cBB-1N - cN)xN = cBB-1b and xB = B-1b B-1NxN or recall the fundamental insight table.

Jin Y. Wang

6-16

College of Management, NCTU

Operation Research I

Fall, 2008

Iteration Basic Variable

Coefficient of: Z Original Variable Slack Variables cBB-1A c B-1A cBB-1 B-1

Right Side cBB-1b B-1b

Any

Z
xB

1 0

Final tableau after RHS changing Basic Coefficient of: Right Side Variable x1 x2 x3 x4 x5 Z x3 x2 x1 Apply dual simplex. We pick x1 to leave and x4 to enter. Coefficient of: Basic Variable x1 x2 x3 x4 x5 Right Side Z x3 x2 x4 Allowable range for RHS given that the basic wont change Max Z = 3x1 + 5x2 S.T. x1 +x3 = 4 2x2 +x4 = 12 3x1 + 2x2 +x5 = 18
4 4 b changes from 12 to 12 + . 18 18

We need to guarantee B-1b 0

Simultaneous changes in Right-Hand Sides

Jin Y. Wang 6-17

College of Management, NCTU

Operation Research I

Fall, 2008

Adopt the 100 percent rule. Calculate for each change percentage of the allowable change (increase or decrease) for that right-hand side to remain within its allowable range. If the sum of the percentage changes does not exceed 100 percent, the shadow prices definitely will still be valid (basic remains the same). If the sum does exceed 100 percent, then we cannot be sure. Example (Wyndor) Constraint Plant 1 Plant 2 Plant 3 Shadow Price 0 1.5 1 Current RHS 4 12 18 Allowable Increase Infinite 6 6 Allowable Decrease 2 6 6

4 4 Change b from 12 to 15 . 18 15

b2: percentage of allowable increase = b3: percentage of allowable decrease =

Conclusion: c is changed to c Supposed c is changed to c Max c x Ax = b x 0 Notice that the optimal solution computed before is still In order to check the optimality, look at the objective row and be sure . That is, if the above inequality holds, we are still at optimality. Otherwise, use (revised) simplex method starting with x* as initial feasible solution. Ex: Max Z = 3x1 + 5x2
Jin Y. Wang 6-18

College of Management, NCTU

Operation Research I

Fall, 2008

x1 + x3 = 4 2x2 + x4 = 12 3x1 + 2x2 + x5 = 18 At the final iteration, we have

S.T.

If c changes from [3 5] to [4 5] .

How much can c change and still have the same optimal solution? The coefficients of nonbasic variables are changed Let cBB-1N - cN remains 0 Example 1: xB = [ x1, x2, x3]T, xN = [x4, x5, x6]T, cB = [1 2 1 ], cN = [2 3 3]
1 3 1 B= 0 1 4 , N = 0 2 2 2 0 0 1 0 1 2 1 0

Jin Y. Wang

6-19

College of Management, NCTU

Operation Research I

Fall, 2008

The coefficients of basic variables are changed same reasoning. Example 2 (Wyndor): At the final iteration, xB = [x3, x2, x1]T, xN = [x4, x5]T,
1 0 1 cB = [0 5 3], cN = [0 0], B = 0 2 0 , N = 0 2 3 0 0 1 0 0 1

How much can we change c2 given the original optimal is still optimal?

Simultaneous changes on objective function coefficients Variable Value 0 9 Reduced cost 4.5 0 Current coefficient Allowable Allowable increase decrease 3 5 4.5 Infinite Infinite 3

x1 x2

Apply the 100 percent rule. In the Wyndor example, if c1 is increased by 1.5, then c2 can be decreased by . as much as

If c1 is increased by 3, then c2 can only be decreased by as much as

Reduce cost For any nonbasic decision variable xj, the associated coefficient in row 0 is referred to as the reduced cost for xj. It is the minimum amount by which the unit cost of activity j would have to be reduced to make it worthwhile to undertake activity j (increase xj from zero).

Jin Y. Wang

6-20

College of Management, NCTU

Operation Research I

Fall, 2008

Interpreting cj as the unit profit of activity j, the reduce cost for xj is the maximum allowable increase in cj to keep the current BF solution optimal.

A is changed to A Max cx S.T. A x = b x 0 Similar to the procedures when b is changed; but a bit more complex. Change the coefficients of nonbasic variables.

Current optimal basic solution is still feasible. Only need to check the optimality. An easy way: If the complementary dual basic solution y* still satisfies the single dual constraint that has changed, then the original optimal solution remains optimal. Or use our usual way of checking whether cBB-1N - cN 0. Check the feasibility first.

Change the coefficients of basic variables

If feasible, perform the optimality check.

If infeasible, compute the coefficients of row 0 and reoptimize with the dual simplex or two phase/big M methods.

Sometimes, coefficients of c and A may be changed simultaneously. The solutions techniques are similar as discussed before. Lets go to the examples directly.
Jin Y. Wang 6-21

College of Management, NCTU

Operation Research I

Fall, 2008

Example 1: Changes in the coefficients of a nonbasic variable

Given the following LP problem and the final tableau. Max Z = 3x1 + 5x2 S.T.

x1
2x2 3x1 + 2x2

+ x3

= 4 + x4 = 24 + x5 = 18 Right Side

x1 x5 9/2 45 5/2 1 0 4 3/2 1/2 9 -3 -1 6 Changes are made to the coefficients of x1. Let c1 = 4 and a31 = 2.

Basic Variable Z x3 x2 x4

Coefficient of: x2 x3 x4 0 0 0 0 1 0 1 0 0 0 0 1

Applying the dual theory.

Or compute the value of cBB-1N - cN.

Example 2: Changes in the coefficients of a basic variable

Use the same problem as in Example 1. Changes are made to the coefficients of x2. Let c2 = 3, a22 = 3, and a32= 4. Compute the new current basic solution.

Optimality check.

Jin Y. Wang

6-22

College of Management, NCTU

Operation Research I

Fall, 2008

Reoptimize using revised simplex method, if needed.

Add xn+1Add a new variable (xn+1) to the objective function and each constraint Assume the value of this new variable be zero. That is, let the new solution
x *1 . be * . x n 0

This new solution is still feasible. Check optimality -1 If cBB N - cN 0 done, this new solution is the optimal solution.

If cBB-1N - cN < 0 basic changed adopt (revised) simplex starting from the above solution.

Example: Max x1 + x2 S.T. 2x1 + x2 + x3 =4 x1 + 2x2 + x4 = 4 x1 ~ x4 0

4 / 3 4 / 3 x* = 0 0

add x5

Jin Y. Wang

6-23

College of Management, NCTU

Operation Research I

Fall, 2008

Max x1 + x2 + 2x5 S.T. 2x1 + x2 + x3 + 3x5 = 4 x1 + 2x2 + x4 3x5 = 4 x1 ~x5 0 Keep x1, x2 as basic variables, x3, x4, and x5 as nonbasic variables.
4 / 3 4 / 3 -1 x = 0 , check cBB N - cN 0 0

Jin Y. Wang

6-24

College of Management, NCTU

Operation Research I

Fall, 2008

Add a new constraint If new slack 0 (current constraint satisfies the new constraint) done, at optimality

If the current optimal solution satisfies the new constraint, then it would still be the optimal solution. The reason is that a new constraint can only eliminate some previously feasible solutions without adding any new ones.

If new slack 0 (current constraint does not satisfy the new constraint) basis changed

Introduce this new constraint into the final simplex tableau, where the usual additional variable (slack) is designated to be the new basic variable for this new row. Apply elementary operations to convert to proper form resolve the problem by dual simplex. Max Z = 3x1+ 5x2 x1 4 S.T. 2x2 24 3x1 + 2x2 18 x1, x2 0

Example:

Add a new constraint 2x1 + 3x2 24. The previous optimal solution (0, 9) violates the new constraint. So the previous optimal solution is no longer feasible. Add the new constraint to the current final simplex tableau. Revised final tableau Basic Variable Coefficient of: RHS

x1
9/2 1 3/2 -3 2

x2
0 0 1 0 3

x3
0 1 0 0 0

x4
0 0 0 1 0

x5
5/2 0 1/2 -1 0

x6
0 0 0 0 1 45 4 9 6 24

Z x3 x2 x4 x6

Jin Y. Wang

Convert to proper form

6-25

College of Management, NCTU

Operation Research I

Fall, 2008

Converted to proper form Basic Variable Coefficient of: RHS

x1
9/2 1 3/2 -3 -5/2

x2
0 0 1 0 0

x3
0 1 0 0 0

x4
0 0 0 1 0

x5
5/2 0 1/2 -1 -3/2

x6
0 0 0 0 1 45 4 9 6 -3

Z x3 x2 x4 x6

Apply the dual simplex

New final tableau Basic Variable Coefficient of: RHS

x1
1/3 1 3/2 -4/3 5/3

x2
0 0 1 0 0

x3
0 1 0 0 0

x4
0 0 0 1 0

x5
0 0 0 0 1

x6
5/3 0 1/3 -2/3 -2/3 40 4 8 8 2

Z x3 x2 x4 x6

Jin Y. Wang

6-26