Complementary

slackness
&

DEPT OF FUTURES STUDIES

Farkas’ lemma

SHAMEER P H
STRONG DUALITY
THEOREM
• If ZLP or WLP is finite, then both P and D have
finite optimal value and ZLP = WLP
• COROLLARY:
• There are only four possibilities for a dual pair of

DEPT OF FUTURES STUDIES

problems P and D
i. ZLP or WLP are finite and equal
ii.ZLP = ∞ and D is infeasible
iii.WLP = -∞ and P is infeasible
iv.both P and D are infeasible
Complementary
Slackness
• PRIMAL: u = max{cx : Ax ≤ b, x≥ 0}
• DUAL: w = min{by : Ay ≥ c, y ≥ 0}


let ‘s’ be the vector of slack

DEPT OF FUTURES STUDIES



variables of the primal& ‘t’ is

the vector of surplus variables
of dual
• s= b-Ax≥0 and t= yA-c≥0
Principle
• If x* is an optimal solution of Primal (P) and y
* is an optimal solution of Dual (D), then

• xj * tj * =0 for all j &

• yi * si * =0 for all i

DEPT OF FUTURES STUDIES

• (The theorem identifies a relationship
between variables in one problem and
associated constraints in the other
problem.)
proof
Using the definitions of s and t
 cx* = (y*A-t*)x*
 = y*Ax*- t*x*
 = y*(b-s*)-t*x* (since Ax*+s=b)

DEPT OF FUTURES STUDIES

 = y*b-y*s*-t*x*
but by strong duality theorem, cx*=y*b

ie;

cx* = cx*-(y*s*+t*x*)
0= y*s*+t*x*

y*s*=0 and t*x*=0 (Since, y*,x*,s*, t*≥0)

In other words
• Given a dual pair of LPPs have
optimal solutions, then if the kth
constraint of one system holds
inequality (i.e, associated slack or

DEPT OF FUTURES STUDIES

surplus variable is positive) then the
kth component of the optimal
solution of its dual is zero
OR

§ If a variable is positive, then its dual

constraint is tight.
§ If a constraint is loose, then its dual
variable is zero.
 example
• PRIMAL: D U A L:
max z=6x
1 +5x2 M in . W = 5 y 1 + 12y 2
such that: S u ch th a t
 x1+x2≤5 y 1 + 3y 2 ≥6
 3x1+2x2≤12 y 1 + 2y 2 ≥5
y 1 ,y 2 ≥0

DEPT OF FUTURES STUDIES

 x1, x2 ≥0
OR
OR
y 1 + 3y 2 -t1 =6
 x1+x2+S1=5
y 1 + 2y 2 -t2 =5
 3x1+2x2+S2=12 y 1 ,y 2, t1, t2 ≥0
 x1,x2,s1,s2 ≥0

S o lu tio n :
Solution: y 1 = 3 , y 2 = 1 , w = 27
 x1 =2, x2 =3, t1 = 0 , t2 =0
z=27
 S =0, s =0
applications
§ Used in finding an optimal primal solution from
the given optimal dual solution and vice versa
§ Used in finding a feasible solution is optimal for
the primal problem

DEPT OF FUTURES STUDIES

FARKAS’ LEMMA
• Proposed by Farkas in 1902.
• Used to check whether a system of linear
inequalities is feasible or not
• Let A be an m × n matrix, b ∈ Rn+. Then exact

DEPT OF FUTURES STUDIES

one of the below is true:
1)There exists an x ∈ Rn+such that Ax ≤ b; or
2)There exists a y ∈ Rm+ such that y ≥ 0, y A = 0
and yb < 0.
 OR
 Ax ≤ b, x ≥ 0 is infeasible iff yA ≥ 0, y b < 0 is
feasible
Proof:
• Consider the LPP, ZLP =max{0x:Ax≤b, xԐRn+}
 and its dual WLP =min{yb:yA≥0,yԐRm+} .
• As y=0 is a feasible solution to the dual problem,
the only possibilities to occur are i & iii of

DEPT OF FUTURES STUDIES

corollary of strong dual theorem .
I. ZLP = WLP =0. hence {xԐRn+ :Ax ≤b}≠ф and Yb
≥0 for all yԐRm+ with yA ≥0
II.WLP = -∞. hence {xԐRn+ :Ax ≤b}=ф and there
exists yԐRm+ with yA ≥0 and yb˂0.
Variants of Farkas’ Lemma
• There are many variants of Farkas’ Lemma.
• Some are:
a)Either {xԐRn+ :Ax =b}≠ф, or {yԐRm : yA ≥0 ,
yb˂0} ≠ф

DEPT OF FUTURES STUDIES

b)Either {xԐRn :Ax ≤b}≠ф, or {yԐRm+ : yA =0 ,
yb˂0} ≠ф
 
THANK YOU….
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DEPT OF FUTURES STUDIES