EE 413: Operations Research

& Quality Control

Chapter -4

DUALITY AND POST- OPTIMALITY ANALYSIS

Dr. Kamalakanta Muduli

Associate Professor
Mechanical Engineering Department
Office: 104
 Introduction

◼ One of the most important discoveries in the early

development of linear programming was the concept of duality
and its many important ramifications.

◼ This discovery revealed that every linear programming

problem has associated with it another linear programming
problem called the dual.

◼ The relationships between the dual problem and the

original problem (called the primal) prove to be extremely
useful in a variety of ways.
 Definition of the Dual problem

◼ The dual problem is an LP defined directly and

systematically from the primal (original) LP model.

◼ The two problems are so closely related that the primal

solution of one problem automatically provides the optimal
solution to the other.

◼ The primal problem represents a resource allocation case

where the dual problem represents a resource valuation
problem.

◼ Duality help simplification of the simplex problem.

Rules for constructing the dual problem

1 For every primal constraint, there is one dual variable

2 For every primal variable, there is one dual constraint

3 The coefficients of the constraints of the primal variable

becomes the left side of the corresponding dual
constraint and the coefficient of the same primal variable
in the objective function becomes the Right hand side of
the dual constraint.

4 The right hand side of Primal constraints becomes the

coefficients of Objective function of dual problem

5 The sense of optimization of dual problem is opposite to

primal problem
 Rules for constructing the dual problem
RHS of dual constraint Coefficients of Dual OF

X1 X2 - - - Xj - - - Xn
C1 C2 - - - Cj - - - Cn

A11 A12 - - - A1j - - - A1n b1 One dual

A21 A22 - - - A2j - - - A2n b2 variable
corresponding
- - - - - - - - - - - -
to every
Ai1 Ai2 - - - Aij - - - Ain - bi Primal Constraint
- - - - - - - - - - - - So, there are
m dual
Am1 Am2 - - - Amj - - - Amn bm
variables

One dual constraint corresponding to every

Primal variable So, there are n dual constraints

LHS of dual constraint

 Rules for constructing the dual problem
Maximization Minimization
↔
Constraints Type ↔ Variable sign

≥ ↔ ≤0

≤ ↔ ≥0

= ↔ UNRESTRICTED
Variable sign ↔ Constraints type
≤0 ↔ ≤

≥0 ↔ ≥

UNRESTRICTED ↔ =

If primal is maximization type, then dual will be minimization type and vice versa
 Example 4-1-1 Maximization ↔ Minimization
Constraints Type ↔ Variable sign
Primal ≥ ↔ ≤0
Maximize z =5x1+12x2 +4x3 ≤ ↔ ≥0
subject to: = ↔ UNRESTRICTED
x1 + 2x2 + x3 ≤ 10 [1] Variable sign ↔ Constraints type

2x1 - x2 + 3x3 = 8 [2] ≤0 ↔ ≤

≥0 ↔ ≥
x1, x2 , x3  0
UNRESTRICTED ↔ =
Step1
Assign dual variable for every constraints of Primal: y1, for [1] and y2 for [2]
Step 2
Write the OF of dual using dual variables and reverse the sense of optimization
Minimize w= 10y1 + 8y2
Step 3
Write the constraints of dual problem corresponding to each primal variable
y1 + 2y2  5 (sense of inequality is determined based on variable x1 sign of primal)
2y1 - y2  12 (sense of inequality is determined based on variable x2 sign of primal)
y1 + 3y2  4 (sense of inequality is determined based on variable x3 sign of primal)
Step4
Assign sign to the dual variables: y1  0, y2 is unrestricted in sign
Step1
Assign dual variable for every constraints of Primal: y1, for [1] and y2 for [2]
Step 2
Write the OF of dual using dual variables and reverse the sense of optimization
Minimize w= 10y1 + 8y2
Step 3
Write the constraints of dual problem corresponding to each primal variable
y1 + 2y2  5 (sense of inequality is determined based on variable x1 sign of primal)
2y1 - y2  12 (sense of inequality is determined based on variable x2 sign of primal)
y1 + 3y2  4 (sense of inequality is determined based on variable x3 sign of primal)
Step4
Assign sign to the dual variables: y1  0, y2 is unrestricted in sign

Primal Dual
Maximize z =5x1+12x2 +4x3 Minimize w= 10y1 + 8y2
subject to: subject to:
x1 + 2x2 + x3 ≤ 10 [1] y1 + 2y2  5 [1]
2x1 - x2 + 3x3 = 8 [2] 2y1 - y2  12 [2]
x1, x2 , x3  0 y1 + 3y2  4 [3]
y1  0, y2 is unrestricted
 Example 4-1-3 Maximization ↔ Minimization
Constraints Type ↔ Variable sign
Primal
≥ ↔ ≤0
Maximize z =5x1+6x2
≤ ↔ ≥0
subject to:
= ↔ UNRESTRICTED
x1 + 2x2 = 5 [1] Variable sign ↔ Constraints type
-x1 + 5x2  3 [2] ≤0 ↔ ≤
4x1 + 7x2 ≤ 8 [3] ≥0 ↔ ≥
x1 unrestricted, x2  0 UNRESTRICTED ↔ =

Step1
Assign dual variable for every constraints of Primal: y1, for [1], y2 for [2], y3 for [3]
Step 2
Write the OF of dual using dual variables and reverse the sense of optimization
Minimize w= 5y1 + 3y2+ 8y3
Step 3
Write the constraints of dual problem corresponding to each primal variable
y1 - y2 + 4y3 = 5 (sense of inequality is determined based on variable x1 sign of primal)
2y1+ 5y2 + 7y3  6 (sense of inequality is determined based on variable x2 sign of primal)

Step4
Assign sign to the dual variables: y1 unrestricted in sign, y2 ≤0, y3  0
 Step1
Assign dual variable for every constraints of Primal: y1, for [1], y2 for [2], y3 for [3]
Step 2
Write the OF of dual using dual variables and reverse the sense of optimization
Minimize w= 5y1 + 3y2+ 8y3
Step 3
Write the constraints of dual problem corresponding to each primal variable
y1 - 2y2 + 4y3 = 5 (sense of inequality is determined based on variable x1 sign of primal)
2y1+ 5y2 + 7y3  6 (sense of inequality is determined based on variable x2 sign of primal)
Step4
Assign sign to the dual variables: y1 unrestricted in sign, y2 ≤0, y3  0

Primal Dual
Maximize z =5x1+6x2
Minimize w= 5y1 + 3y2+ 8y3
subject to: subject to:
x1 + 2x2 = 5 [1]
y1 - y2 + 4y3 = 5 [1]
-x1 + 5x2  3 [2]
2y1+ 5y2 + 7y3  6 [2]
4x1 + 7x2 ≤ 8 [3]
x1 unrestricted, x2  0 y1 unrestricted, y2 ≤0, y3  0
 Primal Dual
Maximize z =5x1+6x2 Minimize w= 5y1 + 3y2+ 8y3
subject to: subject to:
x1 + 2x2 = 5 [1] y1 - y2 + 4y3 = 5 [1]
-x1 + 5x2  3 [2] 2y1+ 5y2 + 7y3  6 [2]
4x1 + 7x2 ≤ 8 [3]
y1 unrestricted, y2 ≤0, y3  0
x1 unrestricted, x2  0

The y2 ≤0 can be written as y2  0 by replacing

y2 with - y2 in constraints as well as OF

Dual
Minimize w= 5y1 - 3y2+ 8y3
subject to:
y1 + y2 + 4y3 = 5 [1]
2y1- 5y2 + 7y3  6 [2]
y1 unrestricted, y2  0, y3  0
Determination of Optimal Dual Solution

12
 Starting variables
Objective z row

Basic z solution
z 0 0 0 0
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1

Constraints Column Identity Matrix

Representation of Starting Simplex Table

Objective z row Starting variables

Basic z solution
z

Constraints Column Inverse Matrix

Representation of General Simplex Table 13

 Optimal Dual Solution

◼ This section provides two methods for obtaining the

optimal solution of the dual problems.

◼ However, dual of the dual is itself the primal, which

means that the dual solution can also be used to
yield the optimal primal solution automatically.
Optimal Dual Solution
Optimal Dual Solution Example: 4.2-1: Dual
Example: 4.2-1: Primal Minimize w= 10y1 + 8y2
Maximize z =5x1+12x2 +4x3 subject to:
subject to: y1 + 2y2  5 [1]
x1 + 2x2 + x3 ≤ 10 [1] 2y1 - y2  12 [2]
2x1 - x2 + 3x3 = 8 [2] y1 + 3y2  4 [3]
x1, x2 , x3  0 y1  0, y2 is unrestricted

s1

16
Optimal Dual Solution

s1

Starting Primal Basic Variable s1 R

z-equation coefficient 29/5 M-2/5
Original Coefficient in OF 0 (-M)
Dual Variable Y1 Y2
Optimal Dual Values (29/5)+0=29/5 (M-2/5)+(-M)= -2/5
Solution of Daul same as Primal
17
Optimal Dual Solution

s1

Primal
basic
variables

Row vector of original objective coefficient of optimal primal basic variables

1. optimal primal basic variables = x2, x1 (note: basic variables should be in order)
2. Row vector of Original objective coefficients of 1. [12, 5] {note: check the order}

18
Relation between maximum z and Minimum w

Objective value in the max problem ≤ Objective value in the min problem

19
 Simplex Tableau Computations
Using some computations (original data, inverse matrix and
dual problem data), the entire content of the simplex table
can be generated.
The computations can be divided into two types:
1. Constraints columns (Left and right hand side values)
2. Objective z-row
Starting variables
Objective z row

Basic z solution
z
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1

Constraints Column Identity Matrix

Representation of Starting Simplex Table 20

Simplex Tableau Computations

1. Constraints columns (Left and right hand side values)

2. Objective z-row
Example: Simplex Computations Example: 4.2-1: Dual
Example: 4.2-1: Primal Minimize w= 10y1 + 8y2
Maximize z =5x1+12x2 +4x3 subject to:
subject to: y1 + 2y2  5 [1]
x1 + 2x2 + x3 ≤ 10 [1] 2y1 - y2  12 [2]
2x1 - x2 + 3x3 = 8 [2] y1 + 3y2  4 [3]
x1, x2 , x3  0 y1  0, y2 is unrestricted

s1

22
Example: Simplex Computations
1. Constraints columns (Left and right hand side values)

s1

Constraints column
Inverse in iteration i Original Constraint
corresponding to x1 ═ (optimal)
X column
in iteration i (optimal)

═ X ═
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Example: Simplex Computations

Example: 4.2-1: Primal

Maximize z =5x1+12x2 +4x3
s1
subject to:
x1 + 2x2 + x3 ≤ 10 [1]
2x1 - x2 + 3x3 = 8 [2]
x1, x2 , x3  0

Constraints column in Inverse in iteration i Original Constraint

iteration i (optimal) ═ (optimal)
X column

corresponding to x2 ═ X ═

corresponding to x3 ═ X ═
corresponding to
Solution ═ X ═

24
Example: Simplex Computations
2. Objective z-row

Example: 4.2-1: Dual

Minimize w= 10y1 + 8y2
Example: 4.2-1: Primal
subject to:
Maximize z =5x1+12x2 +4x3
subject to:
y1 + 2y2  5 [1]
x1 + 2x2 + x3 ≤ 10 2y1 - y2  12 [2]
2x1 - x2 + 3x3 = 8 y1 + 3y2  4 [3]
x1, x2 , x3  0 y1  0, y2 is unrestricted

For every primal variable there is one dual constraint

For x1 primal variable = the dual constraint is y1 + 2y2  5

For x2 primal variable = the dual constraint is 2y1 - y2  12
For x3 primal variable = the dual constraint is y1 + 3y2  4
25
Example: Simplex Computations
2. Objective z-row

dual variable y1=29/5

s1 dual variable y2=-2/5

For x1 primal variable = the dual constraint is y1 + 2y2  5

For x2 primal variable = the dual constraint is 2y1 - y2  12
For x3 primal variable = the dual constraint is y1 + 3y2  4
z value corresponding to x1 = y1 + 2y2 -5 =0
z value corresponding to x2 = 2y1 - y2 -12 =0
z value corresponding to x3 = y1 + 3y2 -4 = 3/5 26
Economic Interpretation of Duality

27
 Economic Interpretation of Dual Variables

Example: Dual
Minimize w= 24y1 + 6y2 + y3 + 2y4
subject to:
6y1 + y2 - y3  5 [1]
4y1 +2y2 + y3 + y4  4 [2]
y1 , y2  0,

Data

28
 Economic Interpretation of Dual Variables
Example: Dual
Minimize w= 24y1 + 6y2 + y3 + 2y4
subject to:
6y1 + y2 - y3  5 [1]
4y1 +2y2 + y3 + y4  4 [2]
y1 , y2  0,

Hence if z = $ revenue, = w => worth of resources

(z = Revenue < (w = worth of resources)
This relation says so long as z < w, the primal and dual are not optimal. This means
that the resources have not been utilized fully. When resources are utilize fully,
Optimal is reached. z = w 29
 Economic Interpretation of Dual Variables/ Shadow Price
Simplex Solution of Reddy Mikks Problem
Basic z x1 x2 s1 s2 s3 s4 solution
z 1 0 0 3/4 1/2 0 0 21
x1 0 1 0 1/4 - 1/2 0 0 3
x2 0 0 1 - 1/8 3/4 0 0 3/2
s3 0 0 0 3/8 -5/4 1 0 5/2
s4 0 0 0 1/8 - 3/4 0 1 1/2

y1= ¾ + 0 = ¾ == per ton worth of resource 1 = $.75x1000= $750

y2= ½ + 0 = ½ == per ton worth of resource 2 = $.50x1000= $500

y3= 0 + 0 =0 dual price 0 indicates that associated resources

y4= 0 + 0 =0 are abundant or non-binding

30
 Economic Interpretation of Dual Constraints

The economic meaning of dual constraints can be achieved by using the formula 2

31
Dual Simplex Method

32
Dual Simplex Method

◼ The simplex method starts with a solution, which is

feasible but does not satisfy the optimality condition
in the z equation.
◼ It then performs successive pivot operations,
preserving feasibility, to find a solution, which is both
feasible and optimal.

33
 Dual Simplex Method

◼ The dual simplex algorithm starts with a solution, which

satisfies the optimality condition on the z equation, but is not
feasible.
◼ It then performs successive pivot operations, which
preserve optimality, to find a solution, which is both feasible
and optimal.

This Dual simplex method is very useful in sensitivity

analysis and also in solving Integer programming
problems.

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 Dual Simplex Method

Leaving variable: basic variable having the most negative

value. (break ties arbitrarily)
Entering variable: non basic variable with the smallest absolute
ratio , that is min |zj/aij| such that aij < 0.

NOTE: if all the denominators are 0 or +ve , the problem has

no feasible solution. (Can not get rid of infeasibility.)

35
Dual Simplex Method

◼ Once we have identified the leaving and the

entering variables , we perform the normal pivot
operation to move to the next solution.

36
 Example 4.4-1 Dual Simplex Method
Min w = 3x1 + 2x2 + x3 Min w = 3x1 + 2x2 + x3
subject to: subject to:
3x1 + x2 + x3 ≥ 3 -3x1 - x2 - x3 ≤ -3
- 3x1 + 3x2 + x3 ≥ 6 3x1 - 3x2 - x3 ≤ -6
x1 + x2 + x3 ≤ 3 x1 + x2 + x3 ≤ 3
x1, x2, x3 0 x1, x2, x3 0

Standard Form
No. of variables = 6
Min w = 3x1 + 2x2 + x3 + 0s1 + 0s2 + 0s3
No. of constraints = 3
w - 3x1 - 2x2 - x3 - 0s1 - 0s2 - 0s3 =0
How many non-basic variable
subject to: (zero level) = 3
-3x1 - x2 - x3 + s1 = -3 Initial solutions,
3x1 - 3x2 - x3 + s2 = -6 x1=0, x2 =0, x3 = 0,
x1 + x2 + x3 + s3 = 3 s1 = -3, s2 = -6, s3 = 3, & z=0

x1, x2, x3, s1, s2, s3  0

37
 Example 4.4-1 Dual Simplex Method
Standard Form Initial solution is infeasible
Min w = 3x1 + 2x2 + x3 + 0s1 + 0s2 + 0s3 Initial solution is optimal
w - 3x1 - 2x2 - x3 - 0s1 - 0s2 - 0s3 =0
When solution is optimal but non-
subject to: feasible,
first select the leaving variable
-3x1 - x2 - x3 + s1 = -3
(most negative)
3x1 - 3x2 - x3 + s2 = -6
x1 + x2 + x3 + s3 = 3 Then select the entering variable
min |wj/aij| such that aij < 0.
x1, x2, x3, s1, s2, s3  0

Initial Solution Entering Variable Leaving Variable

Basi solutio
c w x1 x2 x3 s1 s2 s3 n
w 1 -3 -2 -1 0 0 0 0 s1, s2, s3
s1 0 -3 -1 -1 1 0 0 -3 are basic
variables.
s2 0 3 -3 -1 0 1 0 -6
s3 0 1 1 1 0 0 1 3
38
 Example 4.4-1 Dual Simplex Method
Initial Solution Entering Variable Leaving Variable

Basi
c w x1 x2 x3 s1 s2 s3 solution
w 1 -3 -2 -1 0 0 0 0 s1, s2, s3
s1 0 -3 -1 -1 1 0 0 -3 are basic
variables.
s2 0 3 -3 -1 0 1 0 -6
s3 0 1 1 1 0 0 1 3

Second table solution is optimal but

Second Table non-feasible

Basi
c w x1 x2 x3 s1 s2 s3 solution
w 1 -5 0 -1/3 0 -2/3 0 4 s1, x2, s3
s1 0 -4 0 -2/3 1 -1/3 0 -1 are basic
variables.
x2 0 -1 1 1/3 0 -1/3 0 2
s3 0 2 0 2/3 0 1/3 1 1

39
 Example 4.4-1 Dual Simplex Method
Seocnd Table Entering Variable Leaving Variable

Basi solutio
c w x1 x2 x3 s1 s2 s3 n
w 1 -5 0 -1/3 0 -2/3 0 4 s1, x2, s3
s1 0 -4 0 -2/3 1 -1/3 0 -1 are basic
variables.
x2 0 -1 1 1/3 0 -1/3 0 2
s3 0 2 0 2/3 0 1/3 1 1

Note: in dual simplex method,

Third table solution is optimal and
Thrid Table Feasible optimality is maintained in all the
iterations.
Basi solutio
c w x1 x2 x3 s1 s2 s3 n
w 1 -3 0 0 -1/2 -1/2 0 9/2 x3, x2, s3
x3 0 6 0 1 -3/2 1/2 0 3/2 are basic
variables.
x2 0 -3 1 0 ½ -1/2 0 3/2
s3 0 -2 0 0 1 0 1 0

40
Post Optimality Analysis

41
Post Optimality Analysis

Sensitivity and post-optimality analysis

• In LP, the parameters of the problem can change within

certain limits without causing the Optimal solution to
change. This is referred to as Sensitivity analysis.

• In contrast, Post-optimality analysis deals with

determining the new Optimal solution resulting from
making targeting changes in the input data.

42
Post Optimality Analysis

Change in the Right Hand Side or addition of a new constraint

Change in Objective Coefficient or addition of new variable

43
Post Optimality Analysis: Changes that affect Feasibility

44
Post Optimality Analysis: Changes in the RHS Values
TOYCO assembles three types of toys - trains, trucks and cars - using
three operations. The limits on the available assembly times for the three
operations on Machine 1, machine 2, and machine 3 are 430, 460 and 420
minutes, respectively, and the revenue per unit of train, truck and car are
$3, $2 and $5, respectively. The assembly times for train per three
operations are 1, 3 and 1 minutes, respectively. The corresponding times
per truck and car are (2, 0, 4) and (1, 2, 0) minutes (where a zero time
indicates that the operation is not used).

45
Post Optimality Analysis: Changes in the RHS Values

Optimal Solution
Basic x1 x2 x3 s1 s2 s3 Solution Inverse matrix
z 4 0 0 1 2 0 1350
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20

The result from above tableau can be summarized, as follows.

x* = (x1, x2, x3) = (0, 100, 230)
z* = $1350
s = (s1, s2, s3) = (0, 0, 20)  Slacks
y = (y1, y2, y3) = (1, 2, 0)  Shadow prices
46
Post Optimality Analysis: Changes in the RHS Values
Suppose the daily capacity of the Operations on M/c 1, is increased
To 600, M/C 2 - 640, and M/C 3-590 minutes respectively.

Maximize z =3x1 + 2x2 + 5x3

Subject to:
x1 + 2x2+ x3 < 600 (operation 1)
3x1 + 2x3 < 640 (operation 2)
x1+ 4x2 < 590 (operation 3)
x1, x2, x3 > 0

b
600 140
640 320 z= $ 1880
s4 590 30

47
Post Optimality Analysis: Feasible ranges of the RHS Values

Suppose the daily capacity of the Operations 1, is increased

From 430 to 430+ θ1 and for other operations it remains same.

Maximize z =3x1 + 2x2 + 5x3

Subject to:
x1 + 2x2+ x3 < 430+ θ1 (operation 1)
3x1 + 2x3 < 460 (operation 2)
x1+ 4x2 < 420 (operation 3)
x1, x2, x3 > 0

b
430+θ1 100-θ1/2
460 230
s4 420 20-2θ1

48
Post Optimality Analysis: Feasible ranges of the RHS Values

Suppose the daily capacity of the Operations 1, is increased

From 430 to 430+ θ1 and for other operations there is no change.

Maximize z =3x1 + 2x2 + 5x3

Subject to:
x1 + 2x2+ x3 < 430+ θ1 (operation 1)
3x1 + 2x3 < 460 (operation 2)
x1+ 4x2 < 420 (operation 3) The feasible range of
x1, x2, x3 > 0 Operation 1: 230 < 430 < 440

b
430+θ1 100+θ1/2
460 = 230
s4 420 20-2θ

For feasibility 100+θ1/2 >=0 and 20-2θ1 > =0

Θ1 <=10 , Θ1  -200 ➔ this says -200 < Θ1 < 10
49
Post Optimality Analysis: Feasible ranges of the RHS Values

Similarly the feasible range of θ2 and θ3 can be calculated.

Maximize z =3x1 + 2x2 + 5x3 -20 < Θ2 < 400

Subject to:
x1 + 2x2+ x3 < 430 (operation The feasible range of
1)
Operation 2: 440 < 460 < 860
3x1 + 2x3 < 460 + θ2 (operation 2)
x1+ 4x2 < 420 (operation 3)
x1, x2, x3 > 0

Maximize z =3x1 + 2x2 + 5x3

Subject to: -20 < Θ3
x1 + 2x2+ x3 < 430 (operation 1)
3x1 + 2x3 < 460 (operation 2) The feasible range of
x1+ 4x2 < 420 + θ3 (operation 3) Operation 2: 400 < 420 < ∞
x1, x2, x3 > 0

50
 Post Optimality Analysis: Addition of new constraint

• Adding a new constraint needs to check whether the new

constraint is binding or not.
• If new constraint is non-binding, then it is redundant,
meaning that it is satisfied by the current optimum solution,
and hence can be dropped from the model.
• But if new constraint is binding, that is, the current solution
violates the new constraint, then dual simplex is used to
restore feasibility.

51
 Post Optimality Analysis: Addition of new constraint

Example:

A new constraint with TOYCO’s. TOYCO wishes to introduce another

operation - Operation 4 (to change the design of its three products).

Operation 4: 3x1 + x2 + x3 <500

Putting values of ‘current solution’ (x1 = 0, x2 = 100, x3 = 230)

In above constraint

3(0) + (100) + (230) < 500

The new constraint satisfies, or we can say redundant, suggesting current

solution remains unchanged

52
 Post Optimality Analysis: Addition of new constraint

Example:

A new constraint with TOYCO’s. TOYCO wishes to introduce another

operation - Operation 4 (to change the design of its three products).

Operation 4: 3x1 + 3x2 + x3 <500

Putting values of ‘current solution’ (x1 = 0, x2 = 100, x3 = 230)

In above constraint

3(0) + 3(100) + (230) > 500

The new constraint is NOT satisfied with the current optimal solution
suggesting re-solving the current solution after adding the forth constraint.

53
 Post Optimality Analysis: Addition of new constraint

Example: Operation 4: 3x1 + 3x2 + x3 <500

3x1 + 3x2 + x3 + s4 = 500
From the optimal table below, we can write the following:
(-1/4)x1 + x2 + (1/2)s1 +(-1/4)s2 =100 x2 = 100 - (-1/4)x1 - (1/2)s1 - (-1/4)s2
( 3/2)x1 + x3 +(1/2)s2 =230 x3 = 230 - ( 3/2)x1 – (1/2)s2

Substitute the value of x2 and x3 in the operation 4 equation

(9/4)x1 + (-3/2)s1 + (1/4)s2 + s4 = -30
Add the constraint to the current optimal solution as below
Entering Variable Leaving Variable

Basic x1 x2 x3 s1 s2 s3 s4 Solution The solution is optimal

z 4 0 0 1 2 0 0 1350 but non-feasible
x2 -1/4 1 0 1/2 -1/4 0 0 100 Apply Dual Simplex
x3 3/2 0 1 0 1/2 0 0 230 To recover feasibility
s3 2 0 0 -2 1 1 0 20
s4 9/4 0 0 -3/2 1/4 0 1 -30 54
 Post Optimality Analysis: Addition of new constraint

Example: Entering Variable Leaving Variable

Basic x1 x2 x3 s1 s2 s3 s4 Solution
z 4 0 0 1 2 0 0 1350
x2 -1/4 1 0 1/2 -1/4 0 0 100
x3 3/2 0 1 0 1/2 0 0 230
s3 2 0 0 -2 1 1 0 20
s4 9/4 0 0 -3/2 1/4 0 1 -30

Basic x1 x2 x3 s1 s2 s3 s4 Solution The solution is optimal

z 11/2 0 0 0 13/6 0 2/3 1330 And feasible.
x2 1/2 1 0 0 -1/6 0 1/3 90 Note: that addition
x3 3/2 0 1 0 1/2 0 0 230 of operation 4 does
s3 -1 0 0 0 2/3 1 -4/3 60 not improve the
s1 -3/2 0 0 1 -1/6 0 -2/3 20 solution

55
Post Optimality Analysis: Changes that affect Optimality

Two particular situations can affect optimality of the current situation:

Changes in the original objective coefficients.

Addition of a new variable (economic activity to the model).

56
Post Optimality Analysis: Changes in coefficients of OF

57
Post Optimality Analysis: Changes in coefficients of OF
Original Optimal Table
Basic x1 x2 x3 s1 s2 s3 Solution
z 4 0 0 1 2 0 1350
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20

By changing the coefficient of OF, possible change will be at ‘?’

Basic x1 x2 x3 s1 s2 s3 Solution
z ? 0 0 ? ? 0 ?
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20

58
 Post Optimality Analysis: Changes in coefficients of OF
Basic x1 x2 x3 s1 s2 s3 Solution Max z =2x1 + 3x2 + 4x3
Subject to:
z ? 0 0 ? ? 0 ?
x1 + 2x2+ x3 < 430
x2 -1/4 1 0 1/2 -1/4 0 100 3x1 + 2x3 < 460
x3 3/2 0 1 0 1/2 0 230 x1+ 4x2 < 420
s3 2 0 0 -2 1 1 20 x1, x2, x3 > 0

First find out the values of dual variables using the above formula:

= (3/2,5/4,0)

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 Post Optimality Analysis: Changes in coefficients of OF
Basic x1 x2 x3 s1 s2 s3 Solution Max z =2x1 + 3x2 + 4x3
Subject to:
z ? 0 0 ? ? 0 ?
x1 + 2x2+ x3 < 430
x2 -1/4 1 0 1/2 -1/4 0 100 3x1 + 2x3 < 460
x3 3/2 0 1 0 1/2 0 230 x1+ 4x2 < 420
s3 2 0 0 -2 1 1 20 x1, x2, x3 > 0

From previous slide: (y1,y2, y3)=(3/2,5/4,0)

Z row value corresponding to x1 =y1+3y2+y3 – 2=13/4

Z row value corresponding to s1 =y1– 0 =3/2
Z row value corresponding to s2 =y2– 0 =5/4
Since all the values of z row are 0 or positive, the current sol is optimal
New Value of OF = 2x1 + 3x2 + 4x3 = 2x0+3x100+4x230 = $1220 60
Post Optimality Analysis: Changes in coefficients of OF

Suppose there is change of θ1 in the Revenue Coefficient of x1

Maximize z =(3+θ1 ) x1 + 2x2 + 5x3

Subject to:
x1 + 2x2+ x3 < 430 (operation 1)
3x1 + 2x3 < 460 (operation 2)
x1+ 4x2 < 420 (operation 3)
x1, x2, x3 > 0

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Post Optimality Analysis: Changes in coefficients of OF
Original Optimal Table
Basic x1 x2 x3 s1 s2 s3 Solution
z 4 0 0 1 2 0 1350
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20

By changing the coefficient of OF, possible change will be at ‘?’

Basic x1 x2 x3 s1 s2 s3 Solution
z ? 0 0 ? ? 0 ?
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20

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 Post Optimality Analysis: Changes in coefficients of OF
Basic x1 x2 x3 s1 s2 s3 Solution Max z =(3+θ1 ) x1 + 2x2 + 5x3
Subject to:
z ? 0 0 ? ? 0 ? x1 + 2x2+ x3 < 430
x2 -1/4 1 0 1/2 -1/4 0 100 3x1 + 2x3 < 460
x3 3/2 0 1 0 1/2 0 230 x1+ 4x2 < 420
s3 2 0 0 -2 1 1 20 x1, x2, x3 > 0

First find out the values of dual variables using the above formula:

(2,5,0) = (3/2,5/4,0)
(1,2,0)

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 Post Optimality Analysis: Changes in coefficients of OF
Basic x1 x2 x3 s1 s2 s3 Solution Max z =(3+θ1 ) x1 + 2x2 + 5x3
Subject to:
z ? 0 0 ? ? 0 ? x1 + 2x2+ x3 < 430
x2 -1/4 1 0 1/2 -1/4 0 100 3x1 + 2x3 < 460
x3 3/2 0 1 0 1/2 0 230 x1+ 4x2 < 420
s3 2 0 0 -2 1 1 20 x1, x2, x3 > 0

From previous slide: (y1,y2, y3)=(1,2,0)

Z row value corresponding to x1 =y1+3y2+y3 – (3+θ1) = (4-θ1)

Z row value corresponding to s1 =y1– 0 =3/2
Z row value corresponding to s2 =y2– 0 =5/4
To have the current sol optimal, all the z row elements should be +ve

(4-θ1 )> 0 or θ1 < 4 ∞ < θ1 < 4 ∞ < C1 < 7 64

 Post Optimality Analysis: Changes in coefficients of OF

Similarly the feasible range of θ2 and θ3 can be calculated.

Maximize z =3x1 + (2+ θ2 ) x2 + 5x3 -2 < Θ2 < 8

Subject to:
x1 + 2x2+ x3 < 430 (operation 1) The feasible range of C2
3x1 + 2x3 < 460 (operation 2)
0 < C2 < 10
x1+ 4x2 < 420 (operation 3)
x1, x2, x3 > 0

Maximize z =3x1 + 2x2 + (5+ θ3) x3

Subject to: -4 < Θ3 < ∞
x1 + 2x2+ x3 < 430 (operation 1)
3x1 + 2x3 < 460 (operation 2) The feasible range of C3
x1+ 4x2 < 420 (operation 3) 1 < C2 < ∞
x1, x2, x3 > 0

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Post Optimality Analysis: Addition of New Variable

66
 Post Optimality Analysis: Addition of New Variable
Maximize z =3x1 + 2x2 + 5x3
Subject to:
x1 + 2x2+ x3 < 430 (operation 1)
3x1 + 2x3 < 460 (operation 2)
x1+ 4x2 < 420 (operation 3)
x1, x2, x3 > 0

Maximize z =3x1 + 2x2 + 5x3+ 4x4

Subject to: New TOYCO Problem
x1 + 2x2+ x3 + x4 < 430 (operation 1)
3x1 + 2x3 + x4 < 460 (operation 2)
x1+ 4x2 + 2x4 < 420 (operation 3)
x1, x2, x3 > 0
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 Post Optimality Analysis: Addition of New Variable
Original Optimal Table
Basic x1 x2 x3 s1 s2 s3 Solution
z 4 0 0 1 2 0 1350
x2 -1/4 1 0 1/2 -1/4 0 100
x3 3/2 0 1 0 1/2 0 230
s3 2 0 0 -2 1 1 20
Maximize z =3x1 + 2x2 + 5x3+ 4x4
Subject to:
x1 + 2x2+ x3 + x4 < 430
3x1 + 2x3 + x4 < 460
x1+ 4x2 + 2x4 < 420
x1, x2, x3 > 0
By adding the new variable x4, possible change will be at ‘?’
Basic x1 x2 x3 x4 s1 s2 s3 Solution
z 4 0 0 ? 1 2 0 1350
x2 -1/4 1 0 ? 1/2 -1/4 0 100
x3 3/2 0 1 ? 0 1/2 0 230
s3 2 0 0 ? -2 1 1 20 68
 Post Optimality Analysis: Addition of New Variable
Basic x1 x2 x3 x4 s1 s2 s3 Solution Max z =3x1 + 2x2 + 5x3+ 4x4
z 4 0 0 ? 1 2 0 1350 Subject to:
x1 + 2x2+ x3 + x4 < 430
x2 -1/4 1 0 ? 1/2 -1/4 0 100
3x1 + 2x3 + x4 < 460
x3 3/2 0 1 ? 0 1/2 0 230 x1+ 4x2 + 2x4 < 420
s3 2 0 0 ? -2 1 1 20 x1, x2, x3 > 0

By adding the new variable x4, possible change will be at ‘?’

Constraints column in Inverse in iteration i Original Constraint

iteration i (optimal) ═ (optimal)
X column

1 1/4
1 = 1/2
2 1
Z row value corresponding to x4 =y1+y2+2y3 – 4=-1
Basic x1 x2 x3 x4 s1 s2 s3 Solution
Modified simplex table z 4 0 0 -1 1 2 0 1350
x2 -1/4 1 0 1/4 1/2 -1/4 0 100
Solution NOT Optimal x3 3/2 0 1 1/2 0 1/2 0 230
s3 2 0 0 1 -2 1 1 69
20
 Post Optimality Analysis: Addition of New Variable

Basic x1 x2 x3 x4 s1 s2 s3 Solution Max z =3x1 + 2x2 + 5x3+ 4x4

Subject to:
z 4 0 0 -1 1 2 0 1350
x1 + 2x2+ x3 + x4 < 430
x2 -1/4 1 0 1/4 1/2 -1/4 0 100 3x1 + 2x3 + x4 < 460
x3 3/2 0 1 1/2 0 1/2 0 230 x1+ 4x2 + 2x4 < 420
x1, x2, x3 > 0
s3 2 0 0 1 -2 1 1 20

The Optimal Solution will be:

70