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    Duality: Problem or in Short Dual. in General, It Is Immaterial Which of The Two

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    sravanicharitha Mamidi
    Duality is a useful concept in mathematics, engineering, and business. It refers to two equivalent formulations of the same problem. In linear programming, every optimization problem has a dual problem that maximizes or minimizes the same objective with alternative constraints. The dual problem provides an equivalent solution. For example, a production planning problem aims to maximize profit by determining optimal production quantities. Its dual problem instead optimizes resource utilization by equalizing the marginal cost and return of each resource, known as shadow prices. Shadow prices indicate the additional cost to obtain extra resources while maximizing profit under constraints.

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    Duality: Problem or in Short Dual. in General, It Is Immaterial Which of The Two

    Uploaded by

    sravanicharitha Mamidi
    71 views7 pages
    Duality is a useful concept in mathematics, engineering, and business. It refers to two equivalent formulations of the same problem. In linear programming, every optimization problem has a dual problem that maximizes or minimizes the same objective with alternative constraints. The dual problem provides an equivalent solution. For example, a production planning problem aims to maximize profit by determining optimal production quantities. Its dual problem instead optimizes resource utilization by equalizing the marginal cost and return of each resource, known as shadow prices. Shadow prices indicate the additional cost to obtain extra resources while maximizing profit under constraints.

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    Duality is a useful concept in mathematics, engineering, and business. It refers to two equivalent formulations of the same problem. In linear programming, every optimization problem has a dual problem that maximizes or minimizes the same objective with alternative constraints. The dual problem provides an equivalent solution. For example, a production planning problem aims to maximize profit by determining optimal production quantities. Its dual problem instead optimizes resource utilization by equalizing the marginal cost and return of each resource, known as shadow prices. Shadow prices indicate the additional cost to obtain extra resources while maximizing profit under constraints.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    71 views7 pages

    Duality: Problem or in Short Dual. in General, It Is Immaterial Which of The Two

    Uploaded by

    sravanicharitha Mamidi
    Duality is a useful concept in mathematics, engineering, and business. It refers to two equivalent formulations of the same problem. In linear programming, every optimization problem has a dual problem that maximizes or minimizes the same objective with alternative constraints. The dual problem provides an equivalent solution. For example, a production planning problem aims to maximize profit by determining optimal production quantities. Its dual problem instead optimizes resource utilization by equalizing the marginal cost and return of each resource, known as shadow prices. Shadow prices indicate the additional cost to obtain extra resources while maximizing profit under constraints.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 7

    Duality

    The term ‘dual’, in general, implies two or double. The concept of


    duality is very useful in mathematics, physics, statistics, engineering and
    managerial decision-making. For example, in a two-person game theory,
    In linear programming, duality implies that each linear
    programming problem can be analyzed in two different ways but would
    have equivalent solutions. Any LP problem (either maximization and
    minimization) can be stated in another equivalent form based on the
    same data. The new LP problem is called dual linear programming
    problem or in short dual. In general, it is immaterial which of the two
    problems is called primal or dual, since the dual of the dual is primal.

    For example, consider the problem of production planning. The production


    manager attempts to determine quantities for each product to be produced
    with an objective to optimize the use of available resources so that profit is
    maximum. But through a dual LP problem approach, he may develop a
    production plan that optimizes resource utilization so that marginal
    opportunity cost of each unit of a resource is equal to its marginal return
    (also called shadow price). The shadow price indicates an additional
    price to be paid to obtain one additional unit of the resources in order to
    maximize profit under the resource constraints.
    Vitamin Food Daily
    f1 f2 requirement
    V1 2 4 40
    V2 3 2 50
    Cost per unit 3 5/2
    Primal Dual
    Min Z = 3X1+5/2X2 Max Z = 40Y1+50Y2
    Sub to: Sub to :
    2X1+4X2 ≥ 40 2Y1+3Y2 ≤ 3
    3X1+2X2 ≥ 50 4Y1+2Y2≤ 5/2
    X1,X2 ≥ 0 Y1,Y2 ≥ 0

    Min Z = 3X1+5/2X2+0S1+0S2+MA1+MA2
    Sub to : 2X1+4X2-S1+A1= 40
    3X1+2X2-S2+A2 = 50
    X1,X2,S1,S2,A1,A2 ≥ 0

    Cj 3 5/2 0 0 M M
    CBj BV X1 X2 S1 S2 A1 A2 solution Min ratio
    M A1 2 4 -1 0 1 0 40 40/4= 10
    M A2 3 2 0 -1 0 1 50 50/2 = 25
    Zj 5M 6M -M -M M M
    Cj-Zj 3-5M 5/2-6M M M 0 0

    Cj 3 5/2 0 0 M
    CBj BV X1 X2 S1 S2 A2 solution Min ratio
    5/2 X2 ½ 1 -1/4 0 0 10 10/(1/2)= 20

    M A2 2 0 1/2 -1 1 30 30/2= 15
    Zj 5/4+2M 5/2 -5/8+1/2M -M M
    Cj-Zj 3-(5/4-2M) 0 5/8-1/2M M 0

    R2:
    3- 2(1/2) = 2
    2- 2(1) = 0
    0- 2(-1/4) = 1/2
    -1- 2(0) = -1
    1- 2(0) = 1
    50- 2(10) = 30

    Cj 3 5/2 0 0
    CBj BV X1 X2 S1 S2 solution Min ratio
    5/2 X2 0 1 -3/8 1/4 5/2
    3 X1 1 0 1/4 -1/2 15
    Zj 3 5/2 -3/16 -7/8
    Cj-Zj 0 0 3/16 7/8 Cj-ZJ ≥ 0
    X1= 15, X2= 5/2
    Min Z = 3X1+5/2 X2

    Min Z = 3(15)+5/2(5/2) = 205/4 or 51.25

    R1:
    ½-1/2 (1) = 0
    1-1/2(0) = 1
    -1/4-1/2(1/4) = -3/8
    0-1/2(-1/2) = 1/4
    10-1/2(15)= 5/2

    Max Z = 40Y1+50Y2
    Sub to :
    2Y1+3Y2 ≤ 3
    4Y1+2Y2≤ 5/2
    Y1,Y2 ≥ 0

    Max Z = 40Y1+50Y2+0S1+0S2

    Sub to:
    2Y1+3Y2+S1 = 3
    4Y1+2Y2+S2 = 5/2
    Y1,Y2 ,S1,S2 ≥ 0

    Cj 40 50 0 0
    CBj BV Y1 Y2 S1 S2 solution Min ratio
    0 S1 2 3 1 0 3 3/3= 1
    0 S2 4 2 0 1 5/2 (5/2)/2= 5/4
    Zj 0 0 0 0
    Cj-Zj 40 50 0 0

    Cj 40 50 0 0
    CBj BV Y1 Y2 S1 S2 solution Min ratio
    50 Y2 2/3 1 1/3 0 1 1/(2/3) = 3/2
    0 S2 8/3 0 -2/3 1 1/2 (½)/(8/3)= 3/16
    Zj 100/3 50 50/3 0
    Cj-Zj 20/3 0 -50/3 0

    R2:
    4-2(2/3) = 8/3
    2-2(1) = 0
    0-2(1/3) = -2/3
    1-2(0) = 1
    5/2-2(1) = ½

    Cj 40 50 0 0
    CBj BV Y1 Y2 S1 S2 solution Min ratio
    50 Y2 0 1 1/2 -1/4 7/8
    40 Y1 1 0 -1/4 3/2 3/16
    Zj 40 50 15 5/2
    Cj-Zj 0 0 -15 -5/2 Cj-Zj ≤ 0

    R1:
    2/3-2/3(1)= 0
    1-2/3(0) = 1
    1/3-2/3(-1/4) = 1/2
    0-2/3(3/2) = -1/4
    1-2/3(3/16)= 7/8

    Y1= 3/16, Y2= 7/8

    Max Z = 40Y1+50Y2
    Max Z = 40(3/16)+50(7/8)

    Max Z = 205/4 or 51.25

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