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Duality in Linear Programming Updated

The document discusses the concept of duality in linear programming, highlighting the relationship between primal and dual problems, including their formulations and theorems such as weak and strong duality. It explains the economic interpretation of dual variables as shadow prices and the principle of complementary slackness. Additionally, it provides examples and applications of duality in optimization and resource allocation.

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nagendra.kumar21ph
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7 views18 pages

Duality in Linear Programming Updated

The document discusses the concept of duality in linear programming, highlighting the relationship between primal and dual problems, including their formulations and theorems such as weak and strong duality. It explains the economic interpretation of dual variables as shadow prices and the principle of complementary slackness. Additionally, it provides examples and applications of duality in optimization and resource allocation.

Uploaded by

nagendra.kumar21ph
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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DUALITY IN

LINEAR
PROGRAMMING
PRESENTED BY:

NAGENDRA KUMAR
INTRODUCTION TO DUALITY

• Duality is a fundamental concept in Linear


Programming (LP).
• Every linear program (primal) has an associated
dual problem.
• Useful in optimization, sensitivity analysis, and
economics.
DUAL PROBLEM FORMULATION

• Steps:
1. Identify primal form (max or min).
2. Assign dual variables for each constraint.
3. Convert objective and constraints.

• Example is shown in the next slide.


PRIMAL VS. DUAL PROBLEM

• Example:
Primal: Max Z = 3x₁ + 2x₂ Dual: Min W = 100y₁ + 80y₂
s.t. s.t.
2x₁ + x₂ ≤ 100 2y₁ + y₂ ≥ 3
x₁ + x₂ ≤ 80 y₁ + y₂ ≥ 2
x₁, x₂ ≥ 0 y₁, y₂ ≥ 0
RELATIONSHIP BETWEEN
PRIMAL AND DUAL
• Primal maximization ↔ Dual minimization.
• Number of constraints in primal = number of
variables in dual.
• Coefficients transpose in constraints.
WEAK DUALITY THEOREM

• For any feasible solution of primal and dual:


• Primal objective ≤ Dual objective.

• Example: If primal solution gives Z=200, dual


solution gives W=220 → feasible.
STRONG DUALITY THEOREM

• If optimal solution exists:


• Primal optimal value = Dual optimal value.

• Example: If primal optimum Z=240 → Dual


optimum W=240.
ECONOMIC INTERPRETATION
OF DUALITY
• Dual variables represent 'shadow prices'.
• Show how resource constraints in primal have
value in dual.

Example: Resource limits 100 & 80 → Dual


variables y₁, y₂ represent marginal worth.
COMPLEMENTARY SLACKNESS

• At optimality: (Constraint slack × Dual variable


= 0).
• If constraint not binding → dual variable = 0.

Example: If x₁ + x₂ < 80 → y₂=0.


WORKED EXAMPLE SETUP

Consider the primal LP: Dual problem:


Max Z = 40x₁ + 30x₂ Min W = 40y₁ + 50y₂
s.t. s.t.
2x₁ + x₂ ≤ 40 2y₁ + y₂ ≥ 40
x₁ + 2x₂ ≤ 50 y₁ + 2y₂ ≥ 30
x₁, x₂ ≥ 0 y₁, y₂ ≥ 0
FEASIBLE REGION (PRIMAL)

• Graph: Show feasible region and corner points.


• Corner points:
(0,0), (0,25), (20,10), (25,0).
PRIMAL OPTIMAL SOLUTION

• At (20,10): Z = 40(20)+30(10) = 1100 →


Optimal.
• At other points: Z lower.
• Thus, Optimal solution: x₁=20, x₂=10, Z=1100.
DUAL SOLUTION

• Check dual:
• At y₁=35, y₂=5 → W=40(35)+50(5)=1100.
• Hence, primal = dual = 1100.
COMPLEMENTARY SLACKNESS
CHECK
• Primal: At (20,10), constraints:
• 2(20)+10=50 (binding)
• 20+2(10)=40 (<50, slack=10)

• Thus y₂=0, only y₁ active.


• Satisfied.
APPLICATIONS OF DUALITY

• Sensitivity analysis
• Shadow prices in economics
• Decision-making in resource allocation
• Network flows and transportation problems
BLOOM’S TAXONOMY MAPPING

• BL3 (Apply): Formulate dual, solve example.


• BL4 (Analyze): Interpret shadow prices, check
complementary slackness.
SUMMARY

• Dual problem formulation


• Primal-Dual relationships
• Weak and strong duality
• Economic meaning
• Complementary slackness
Thank You
Q & A?

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