Global Journal of Researches in Engineering: G

Industrial Engineering
Volume 15 Issue 1 Version 1.0 Year 2015
Type: Double Blind Peer Reviewed International Research Journal
Publisher: Global Journals Inc. (USA)
Online ISSN: 2249-4596 & Print ISSN: 0975-5861

Comparison of Alternative Solutions in Linear Programming

Modeling using the Dual Simplex Method and Duality Method
from Primal Problem, Establishing Implementation through
the Simplex Methodology
By Francisco Zaragoza Huerta & Roció Guzmán López de Lara
Instituto Tecnológico y de Estudios Superiores de Monterrey, Mexico
Abstract- The Document Research shows one way to visualize Alternative Solutions for the Same
Problem using Mathematical Programming Tools Different Solution original, the potentially what
efficient search optimization, the idea of solution can be implemented in any Services Company
or manufacturing that are in the maximization or minimization of resources, compliance prior
restrictions and conditions established satisfaction interested required.
The idea can be adopted and adapted for companies that are working with problems to
large scale with the possibility of obtaining solutions in polynomial time and perceive Previews
Solution Real-time results shocking Search As Different criteria in Methodologies conclude
similar solutions, either The prospect which allows the formulation of Mathematical Models
Seeking code programming for try to do Improvement in The compilation and solving them.
GJRE-G Classification : FOR Code: 290502

ComparisonofAlternativeSolutionsinLinearprogrammingModelingusingtheDualSimplexMethodandDualityMethodfromPrimalProblemEstablishingImplementationthroughtheSimplexMethodology

Strictly as per the compliance and regulations of :

© 2015. Francisco Zaragoza Huerta & Roció Guzmán López de Lara. This is a research/review paper, distributed under the terms
of the Creative Commons Attribution-Noncommercial 3.0 Unported License http://creativecommons.org/licenses/by-nc/3.0/),
permitting all non commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
 Comparison of Alternative Solutions in Linear
Programming Modeling using the Dual Simplex
Method and Duality Method from Primal
Problem, Establishing Implementation through
the Simplex Methodology
Francisco Zaragoza Huerta α & Roció Guzmán López de Lara σ
Abstract- The Document Research shows one way to visualize
Alternative Solutions for the Same Problem using
Mathematical Programming Tools Different Solution original,
the potentially what efficient search optimization, the idea of
solution can be implemented in any Services Company or
manufacturing that are in the maximization or minimization of
resources, compliance prior restrictions and conditions
established satisfaction interested required.
The idea can be adopted and adapted for
companies that are working with problems to large scale with
the possibility of obtaining solutions in polynomial time and
perceive Previews Solution Real-time results shocking Search
As Different criteria in Methodologies conclude similar
solutions, either The prospect which allows the formulation of
Mathematical Models Seeking code programming for try to do
Improvement in The compilation and solving them.
Objective
Show different ranges of alternatives that can
provide solution to linear programming problems that
may from feasible to optimal or optimal to feasible
solution through analysis of their primal and dual
models, which enable you to get valuable information for
managerial decision making and the search for
increased productivity as well as waste minimization
maximizing available resources. It is unusual as detailed
three most important methodologies at the same time
for identifying solving tools in linear programming
problems that can achieve large-scale analysis.
I. Introduction
T
he problem of solving a linear system of
inequalities goes back at least to Fourier, who was
born after the method of Fourier-Motzkin
elimination. Linear programming is presented as a
mathematical model developed during World War II to
plan the costs and returns, to reduce the costs inside
army and increase losses of the enemy. The linear
programming models were worked in the decade of the
40s during world war secretly by George Bernard
Author α: Industrial Engineering Department. ITESM Campus Irapuato.
e-mail: francisco.zaragoza@itesm.mx
Author σ: Architecture Faculty. FAUMSNH.
e-mail: rociogl@hotmail.com
2015
Year
Dantzig, who followed John Von Neuman studies Duality
at the same time, Kantovich Russian scientist working 21
with parallel models seeking optimization problems in
economics.
Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I
Parallel Leonid Khachiyan, showed that linear
programming problem was solvable in polynomial time.
Later, in 1984, Narendra Karmarkar introduces a new
interior point method for solving linear programming
problems, which would be a huge advance in the
theoretical and practical principles in the area. In
particular search optimization problems had among its
inception Original illustration of Dantzig of finding the
best allocation of 70 people to 70 jobs applied to a utility
model of linear programming. The computing power
required to consider all permutations in order to select
the best allocation is immense; the number of possible
configurations exceeds the number of particles in the
universe. However, it takes only a moment to find the
optimal solution by posing the problem as a linear
programming and implementation of the simplex
algorithm. The theory of linear programming drastically
reduces the number of optimal possible solutions.
The simplex method is a quantitative analytical
model that seeks to solve linear programming problems
complexes either by the graphical method in a Cartesian
axis where the behavior of the restrictions is plotted to
identify the feasible region and extreme points to
evaluate the objective function and to find the optimal
value sought.
The linear programming problems with more
than two variables are treated through the simplex
method is as an iterative process that allows improving
the solution in each step. Mathematical reason for this
improvement I is that the method is to move through the
corners of a polyhedron to a neighbor vertex such
increase or decrease (depending on the context of the
objective function is maximized or minimized), since the
number of vertices having a finite polyhedron solution
always it will have a feasible solution and extreme point.
Simplex Method: Application of the simplex
method is used when the problem is sufficiently large, it
© 20 15 Global Journals Inc. (US)
 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology
is designed for linear programming problems whose
parent has the ability to spread the number of non - zero
is small. There are implementations of the simplex
method for solving linear programming problems with
sparse matrices restriction. There were several different
variants of the simplex method that takes into account
the particularities of the various special classes of linear
programming problems.
II. Methodology
Simplex: a linear-programming algorithm that
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can solve problems having more than two decision
a) Steps
Year
i. Initialization
22 Transform all the constraints to equality by introducing slack, surplus, and artificial variables
as follows:
Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I
Table I
b) Test for optimality: Case 1: Maximization problem;
the current Basic Feasible solution is optimal if every
coefficient in the objective function row is
nonnegative.
Case 2: Minimization problem; the current Basic
Feasible solution is optimal if every coefficient in the
objective function row is non positive Iteration.
c) Step 1: determine the entering basic variable by
selecting the variable (automatically a non-basic
variable) with the most negative value (in case of
maximization) or with the most positive (in case of
minimization) in the last row (Z-row). Put a box
around the column below this variable, and call it
the “pivot column.
d) Step 2: Determine the leaving basic variable by
applying the minimum ratio test as following:
• Pick out each coefficient in the pivot column
that is strictly positive (>0).
• Divide each of these coefficients into the right
hand side entry for the same row.
• Identify the row that has the smallest of these
ratios.
• The basic variable for that row is the leaving
variable, so replace that variable by the entering
variable in the basic variable column of the next
simplex tableau. Put a box around this row and
call it the “pivot row”.
© 2015 Global Journals Inc. (US)
variables. The simplex technique involves generating a
series of solutions in tabular form, called tableaus. By
inspecting the bottom row of each tableau, one can
immediately tell if it represents the optimal solution.
Each tableau corresponds to a corner point of the
feasible solution space. The first tableau corresponds to
the origin. Subsequent tableaus are developed by
shifting to an adjacent corner point in the direction that
yields the highest (smallest) rate of profit (cost). This
process continues as long as a positive (negative) rate
of profit (cost) exists.
e) Step 3: Solve for the new Basic Feasible solution by
using elementary row operations (multiply or divide
a row by a nonzero constant; add or subtract a
multiple of one row to another row) to construct a
new simplex tableau, and then return to the
optimality test. The specific elementary row
operations are:
Divide the pivot row by the “pivot number” (the
number in the intersection of the pivot row and pivot
column).
For each other row that has a negative
coefficient in the pivot column, add to this row the
product of the absolute value of this coefficient and the
new pivot row.
For each other row that has a positive
coefficient in the pivot column, subtract from this row the
product of the absolute value of this coefficient and the
new pivot row.
III. Dual Simplex Method
Simplex method starts with a non-optimal but
feasible solution whereas dual simplex method starts
with an optimal but infeasible solution.
Simplex method maintains the feasibility during
successive iterations whereas dual simplex method
maintains the optimality.
Steps involved in the Dual Simplex Method are:
 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

All the constraints (except those with equality
(=) sign) are modified to ‘less-than-equal-to’ sign.
Constraints with greater-than-equal-to’ sign are
multiplied by -1 through out so that inequality sign gets
reversed. Finally, all these constraints are transformed to
equality sign by introducing required slack variables.
Modified problem, as in step one, is expressed
in the form of a simplex tableau. If all the cost
coefficients are positive (i.e., optimality condition is
satisfied) and one or more basic variables have negative
values (i.e., non-feasible solution), then dual simplex
method is applicable.
transformed to equality sign by introducing required
slack variables.
b) Modified problem, as in step one, is expressed in
the form of a simplex tableau. If all the cost
coefficients are positive (i.e., optimality condition is
satisfied) and one or more basic variables have
negative values (i.e., non-feasible solution), then
dual simplex method is applicable.
c) Selection of exiting variable: The basic variable with
the highest negative value is the exiting variable. If
there are two candidates for exiting variable, any

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one is selected. The row of the selected exiting
Steps involved in the dual simplex method are: variable is marked as pivotal row.

a) All the constraints (except those with equality (=)
sign) are modified to ‘less-than-equal-to’ sign.
Constraints with greater-than-equal-to’ sign are
multiplied by -1 through out so that inequality sign
Year
d) Selection of entering variable: Cost coefficients,
corresponding to all the negative elements of the
pivotal row, are identified. Their ratios are calculated 23
after changing the sign of the elements of pivotal

Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

gets reversed. Finally, all these constraints are row, i.e.,

 Cost Coefficients 
ratio =  
 − 1 × Elements of pivotal row 
Graph 1
The column corresponding to minimum ratio is • If one problem has feasible solutions and a
identified as the pivotal column and associated decision bounded objective function (and so has an optimal
variable is the entering variable. solution), then so does the other problem, so both
e) Pivotal operation: Pivotal operation is exactly same the weak and the strong duality properties are
as in the case of simplex method, considering the applicable
pivotal element as the element at the intersection of
• If one variable has feasible solutions but an
pivotal row and pivotal column.
unbounded objective function (no optimal
f) heck for optimality: If all the basic variables have solutions), then the other problem has no feasible
nonnegative values then the optimum solution is solutions
reached. Otherwise, Steps 3 to 5 are repeated until
the optimum is reached. • If one variable has no feasible solutions, then the
other problem either has no feasible solutions or an
IV. Duality Method unbounded objective function.
• Every linear program has another linear program Relations between Primal and Dual
associated with it: Its ‘dual’. The dual complements • Weak duality property If x is a feasible solution to the
the original linear program, the ‘primal’. The theory primal, and y is a feasible solution to the dual, then;
of duality provides many insights into what is
cx ≤ y*b. Strong duality property If x* is an optimal
happening ‘behind the scenes.
solution to the primal, and y* is an optimal solution
V. Duality Theorem to the dual, then; cx* = y*b
The following are the only possible relationships • Given an LP in general form, called the primal, the
between the primal and dual problems: dual is defined as follows;
Table II

© 20 15 Global Journals Inc. (US)

 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

• Complementary Slackness; A pair, x, π, respectively feasible in a primal-dual pair is optimal if and only if:
ui = πi (a’ix - bi) = 0 for all I (1); vj = (cj - π’Aj) xj = 0 for all j (2)
Idea of the Primal and Dual Algorithm; Suppose we have a dual feasible solutionπ. If we can f ind a primal
feasible solution x such that; xj = 0 whenever cj – π’Aj > 0 then: Ai x = bi for all i and hence;
(1) holds because x is a feasible solution to the primal (2) holds because xj = 0 whenever cj – π’Aj = 0. Thus the
complementary slackness relations hold, and hence x and π are optimal solutions to the primal problem (P) and the
dual problem (D).
• Complementary Solutions; At each iteration, the simplex method identifies x, a BFS for the primal, and a
complementary solution y, a BS for the dual (which can be found from the row coefficients under slack
variables). For any primal feasible (but suboptimal) x, its complementary solution y is dual infeasible, with
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cx=y*b; For any primal optimal x*, its complementary solution y* is dual optimal, with cx*=y*b Insight;
Year

24
Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

Graph 2

Graph 3

© 2015 Global Journals Inc. (US)

 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

a) Implementation and Experimental Results

Primal Problem

Max z = 3x1+5x2
subject to
x1<=4
2x2<=12
3x1+2x2<=18
x1,x2>=0

2015
First iteration

Year
Cj X 3 5 0 0 0
X b X1 X2 H1 H2 H3 25
0 H1 4 1 0 1 0 0

Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

0 H2 12 0 2 0 1 0
0 H3 18 3 2 0 0 1
Zj 0 0 0 0 0 0
Zj-Cj -3 -5 0 0 0

Second Iteration

Cj X 3 5 0 0 0
X b X1 X2 H1 H2 H3
0 H1 4 1 0 1 0 0
5 X2 6 0 1 0 1/2 0
0 H3 6 3 0 0 -1 1
Zj 30 0 5 0 2 1/2 0
Zj-Cj -3 0 0 2 1/2 0

Third Iteration

Cj X 3 5 0 0 0
X b X1 X2 H1 H2 H3
0 H1 2 0 0 1 1/3 - 1/3
5 X2 6 0 1 0 1/2 0
0 H3 2 1 0 0 - 1/3 1/3
Zj 36 3 5 0 1 1/2 1
Zj-Cj 0 0 0 1 1/2 1

Solution Comprobation
Z*=36 X1+H1=4 2(2)=4
X1*=2 2X2+H2=12 2(6)=12
X2*=6 3X1+2X2+H3= 3(2)+2(6)=18
Z*=3(2)+5(6)=36

© 20 15 Global Journals Inc. (US)

 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

b) Implementation and Experimental Results

Dual Problem

Min W = 4Y1+12Y2+18Y3
subject to
Y1+3Y3>=3
2Y2+2Y3>=5
Y1,Y2,Y3>=0

First iteration
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Cj X 4 12 18 0 0 M M
Year

X b Y1 Y2 Y3 H1 H2 A1 A2
M A1 3 1 0 3 -1 0 1 0
M A2 5 0 2 2 0 -1 0 1
26 Zj 5M M 2M 5M -M -M M M
Zj-Cj M-4 2M-12 5M-18 -M -M 0 0
Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

Second Iteration

Cj X 4 12 18 0 0 M M
X b Y1 Y2 Y3 H1 H2 A1 A2
18 Y3 1 1/3 0 1 - 1/3 0 1/3 0
M A2 3 - 2/3 2 0 2/3 -1 - 2/3 1
Zj 3M+18 -2/3M+6 2M 18 2/3M-6 -M -2/3M+6 M
Zj-Cj -2/3M+2 2M-12 0 2/3M-6 -M -5/3M+6 0

Third Iteration

Cj X 4 12 18 0 0 M M
X b Y1 Y2 Y3 H1 H2 A1 A2
18 Y3 1 1/3 0 1 - 1/3 0 1/3 0
12 A2 1 1/2 - 1/3 1 0 1/3 - 1/2 - 1/3 1/2
Zj 36 2 12 18 -2 -6 2 6
Zj-Cj -2 0 0 -2 -6 2-M 6-M

Solution Comprobation
W*=36 Y1+3Y3-H1+A1=3 0+3(1)-0+0=3
Y1*=0 2Y2+2Y3-H2+A2=5 2(3/2)+2(1)-0+0=5
Y2*=3/2
Y3*=1 Z*=3(2)+5(6)=36

© 201
5 Global Journals Inc. (US)
 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

c) Implementation and Experimental Results

Dual Simplex Problem

Max Z = -4Y1-12Y2-18Y3
subject to
-Y1-3Y3<=-3
-2Y2-2Y3<=-5
Y1,Y2,Y3>=0

First iteration

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Cj X -4 -12 -18 0 0

Year
X b Y1 Y2 Y3 H1 H2
0 H1 -3 -1 0 -3 1 0
0 H2 -5 0 -2 -2 0 1 27
Zj 0 0 0 0 0 0

Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

Zj-Cj 4 12 18 0 0

Second iteration

Cj X -4 -12 -18 0 0
X b Y1 Y2 Y3 H1 H2
0 H1 -3 -1 0 -3 1 0
-12 Y2 2 1/2 0 1 1 0 - 1/2
Zj -30 0 -12 -12 0 6
Zj-Cj 4 0 6 0 6

Third iteration

Cj X -4 -12 -18 0 0
X b Y1 Y2 Y3 H1 H2
-18 Y3 1 1/3 0 1 - 1/3 0
-12 Y2 2 1/2 - 1/3 1 0 1/3 - 1/2
Zj -36 -2 -12 -18 2 6
Zj-Cj 2 0 0 2 6

Solution Comprobation
Z*=36 -Y1-3Y3+H1=-3 -2(0)-3(1)+0=-3
Y1*=0 -2Y2-2Y3+H2=5 -2(3/2)-2(1)-0+0=-5
Y2*=3/2
Y3*=1 Z*=-4(0)-12(3/2)-18(1)=-36

VI. Analysis of Results • The ability to reach optimal solutions based on

different scenarios of linear programming and
• You can see at the output of experimental results algebraic conditions required.
are proven solutions using equations models of
• The results are obtained from tabular models which
primal, dual and dual simplex Methods.
work the basic operations column line, to generate
• Interesting to see how the values of the dual the inverse matrix iteratively.
problem can be found in the Zj- Cj row of the primal
• Mathematical models are solved shown three
model.
different linear programming techniques and in all
cases the solution is reached in Z * = 36.

© 20 15 Global Journals Inc. (US)

 Comparison of Alternative Solutions in Linear programming Modeling using the Dual Simplex
Method and Duality Method from Primal Problem, Establishing Implementation through
the Simplex Methodology

VII. Conclusions 7. Barnes, J, W, and R. M. Crisp, “Linear

Programming: A Survey of General Purpose
It is important to show the importance knowing Algorithms,” AIIE Transactions, 7 (3), pp.212-221,
of these important linear programming methods as September 1975.
alternative optimal solutions from a feasible basic 8. Barr, R, S, F, Glover, and D. Klingman, “The
solution or when there are already optimality. In Alternative Basis Algorithm for Assignment
everyday life can be in any of these scenarios and Problems,” Mathematical Programming, 13(1),
certainly this research paper help in making pp.1-13, 1977.
administrative decisions and engineering at the
management level as complementary tools, where you
can go from one to another depending on the
knowledge , skills and interests of your responsible
2015

established.
Year

For young people who are in the process of

learning methodology mathematical programming,
28 knowing the different criteria and rules that each of
these three methods have will help them understand
and manage properly solve their modeling. Also
Global Journal of Researches in Engineering ( G ) Volume XV Issue I Version I

knowing where to find the dual values may allow

determining future economic investments without going
to perform the method of duality.
Many real life problems can be treated using
the dual simplex algorithm where an initial optimality to
the actual feasibility of resources and goals, many goals
can be adjusted with the methodologies presented in
this investigation is determined.
The possibility of creating your own code, can
flow as a software tailored look that strengthens the
cognitive process in abstract and complex problem to
practice problem solving large-scale solutions in
polynomial time given.

References Références Referencias

1. Ahuja R. K., T. L., Magnanti, and J. B. Orlin,
Networks Flows: Theory, Algorithms, and
Applications; Prentice–Hall, Englewood Cliffs, NJ,
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2. Higle, J. L. and S. W. Wallace, “Sensitivity Analysis
and Uncertainty in Linear Programming,” Interfaces,
33(4), pp. 53-66, 2003.
3. Akgul, M., “A note on Shadow Prices in linear
Programming” Journal of the Operations Research
Society, 35 (5), pp. 425-431, 1984.
4. Ali A, R, Helgason, J, Kennington, and H, Lall,
“Primal Simplex Network Codes: state-of-the art
Implementation Technology,” Networks, 8, pp,
315-339, 1978.
5. Asher, D, T, “A Linear Programming Model for the
allocation of R and D efforts,” IEEE Transactions on
Engineering Management, EM-9(4), PP.154-157,
December 1992.
6. Ballinski, M. L. “A Competitive (Dual) Simplex
Method for Assignment Problem” Mathemetical
Programming, 34(2), pp. 125-141, 1986).

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