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Dual 2
Dual 2
Dual 2
z cX
A X b,
X 0, b 0
where
C c1
c2
a11
a
21
x1
x
2
. . cn , X .
.
xn
a12
a22
.
.
.
.
am1
a1n
a2 n
.
.
b1
b
2
b .
.
bm
am 2
amn
Letting
Y y1 y2 . . ym
Y A c,
Y unrestricted in sign
z cX
subject to A X b,
X 0, b 0
w Yb
subject to Y A c,
Y unrestricted in sign
z c X (1)
and
A X b,
X 0, b 0
(2)
w Yb
and
(3)
Y A c,
(4)
Y unrestricted in sign
Y AX Y b w
Postmultiplying the inequality (4) by the nonnegative vector X we get
YA X c X z
Thus we get
w z
z* c X * Y * b w *
zw
must hold, impossible as by assumption either
z or w
Example (1)
Consider the LPP
Maximize
subject to
z 50 x1 30 x2 10 x3
2 x1 x2
2 x2
4 x1
x3 6
x1 , x2 , x3 0
30
y3 10
y1 , y2 , y3 unrestricted in sign
x1 x2 x21
Primal
x1 x2 1
x1
y1 y2 y2 1
y1 y2 1
y1
Dual
Y cBB
cBB
-1
-1
z j c j 0 for all j
1
That is cBB A c 0
or
YA c
So Y is feasible.
The optimal solution of the primal is
1
z* cBB b Yb w
And hence by the corollary, Y is the optimal
solution of the dual.
Q.E.D.
In words,
Example (3)
Consider the following LPP
Maximize z 2 x1 4 x2 4 x3 3x4
subject to
x1 x2 x3
x1 4 x2
4
x4 8
x1 , x2 , x3 , x4 0
(a) Write the dual.
(b) Verify that B=(A2,A3) is optimal.
(c) Find the associated optimal dual solution.
Solution:
(b) B A
2
B
1 1
A3
4 0
0
1
C B 4 4
1/ 4
1 / 4
0
4
1
1
0 2 4 2 2 0
1
1/ 4
1 / 4
1
1 2
z 4 c4 C B B A4 c4 4
1
0
4
1
1 / 4 0
(3)
1 / 4 1
0
0 3 3 0
1
1 / 4 4
2
0
1 / 4 8
2
x1 0, x2 2, x3 2, x4 0 And Max z = 16
w 4 y1 8 y2
subject to
y1 8 y2 2
y1 4 y2 4
y1
4
y2 3
y1 , y2 unrestricted in sign
(c)
CBB 4 4
-1
4 0
0
1
1/ 4
1/ 4