Duality Concepts, Theorem and

Interpretations
• Dual LPP is a Mirror image of Primal LPP
Construction of Dual LPP:
1. Convert primal to MAXIMIZATION, inequality constraints to
LE types
2. Assign a dual variable for each Primal constraint
3. Each equality constraint to unrestricted sign type variable
4. Dual obj. func. MINIMIZATION oriented
5. Each non negative primal variable to GE type dual constraint
6. Each unrestricted sign type primal variable to equality dual
constraint
7. Cost coeff of primal to RHS of dual
8. RHS of primal to cost coeff of dual
9. Transpose or constraint matrix i.e. aij to aji
• Why to convert and solve dual? – No. of constraints
matters – Practical implication of conversion
Important Theorems:
1. Dual of a dual is Primal
2. If both have feasible solutions, then
Feasible Z <= Feasible w
AND
Optimal Z = Optimal w
3. If primal has unbounded solution, dual has no feasible
solution. If dual has unbounded solution, primal has no
feasible solution
4. Complementary Slackness Theorem:
• Applicable after getting optimal solutions of
both
• If Opt xj > 0, then corresponding jth dual
constraint is binding.
• If jth dual constraint is not binding, then Opt xj = 0
• If Opt yi > 0, then corresponding ith primal
constraint is binding.
• If ith primalc onstraint is not binding, then Opt yi =
0