4.

1 Duality
Every linear programming problem (LPP) has a corresponding second LPP commonly
referred to as the dual. The LPP formulated in the previous chapters are considered as the initial or
primal problems because they were formulated directly from the descriptions of the problem.
Duality gives theoretical explanations to the complex procedures of special cases LPP solutions.
The uses and purposes of duality will be explained through the sample problems.

4.1.1 Formulating the Dual

Consider the following procedures to formulate the dual of a primal LPP:
1. Write the primal problem to its standard (canonical) form.
1.1 If the problem is a maximization, all constraints are in the form.
1.2 If the problem is a minimization, all constraints are in the form.
1.3 If the problem has mixed constraints, consider the following rules to change to standard
form:
Inequality involved Rules
or 1. Multiply both sides of the inequality by (1)
then reverse the symbol.
= 2. Form two inequalities, one with symbol and
the other with symbol, then use rule 1.
2. Consider the following correspondence between the primal and the dual to write the objective
function and the constraints of the dual.
a. If the objective of the primal problem involves maximization, its dual problem involves
minimization and vice versa.
b. The number of constraints in the primal problem is equal to the number of decision variables
in the dual problem and vice versa.
c. The constants in the constraints of the primal are the coefficients in the objective function of
the dual.
d. The coefficients in the objective function of the primal are the constants in the constraints of
the dual.
e. The inequality signs in the constraints of the primal and dual are reversed.
f. The coefficients in the constraints of the primal and dual are transposes of each other; that is
the ith row coefficients of the primal constraints is the ith column coefficients of the dual
constraints.

Examples: Write the dual problem of each of the following LPPs:

 90 Duality

1. Min C = 5x1 + 9x2

Subject to 3x1 + 2x2 6
5x1 + x2 10
x1 + 10x2 9
x1, x2 0
Standard form Its dual is
Min C = 5 x1 + 9 x2 Max P = 6 y1 + 10 y2 + 9 y3
Subject to 3 x1 + 2x2 6 Subject to 3y1 + 5y2 + 2y3 5
5 x1 + x2 10 2y1 + y2 + 10y3 9
2 x1 + 10x2 9 y1, y2, y3 0
x1, x2 0

2. Max P = x1 + 9x2 + 15x3

Subject to 3x1 + 2x2 11
x1 + x2 + x3 15
8x2 + 7x3 25
x1, x 2, x3 0
Chapter 4

Standard form Dual

Max P = x1 + 9x2 + 15x3 Min C = 11y1 15y2 + 25y3
Subject to 3x1 2x2 11 Subject to 3y1 y2 + 0y3 1
x1 x2 x3 15 2y1 y2 + 8y3 9
8x2 + 7x3 25 y2 + 7y3 15
x1, x2, x3 0 y1, y2, y3 0

3. Min 2x1 3x2

Subject to x1 + 2x2 12
4x1 2x2 3
6x1 x2 = 10
x1, x2 0

Standard form Dual

Min 2x1 3x2 Max 12y1 + 3y2 + 10y3 10 y4
Subject to x1 2x2 12 Subject to y1 + 4y2 + 6y3 6y4 2
4x1 2x2 3 2y1 2y2 y3 + y4 3
6x1 x2 10 y1, y2, y3, y4 0
6x1 + x2 10
x1, x2 0

Write the dual of the following LPP

1. Max 3x1 + x2 + 5x3 + 3x4

Subject to 3x1 + x2 + 2x3 = 30
2x1 + x2 + 3x3 + x4 15
2x2 + 3x4 25
x1, x2, x3, x4 0
Standard Form: Dual:
_______________________________ _________________________________
Subject to Subject to
_______________________________ __________________________________
 Duality 91

_______________________________ __________________________________
_______________________________ __________________________________
_______________________________ __________________________________
_______________________________ __________________________________
2. Min 2x1 + 2x2 x3
Subject to x1 + x2 2x3 6
2x1 x2 + x3 5
2x1 + x2 = 10
x 1, x2, x3 0
Standard Form: Dual:
_____________________________________ _________________________________________
Subject to Subject to
_______________________________ __________________________________
_______________________________ __________________________________

Chapter 4
_______________________________ __________________________________
_______________________________ __________________________________
_______________________________ __________________________________

4.1.2 Solutions of Dual Problems

In the following examples, we will determine and interpret the solutions of the dual
problems, then compare its solutions with its primal.

The correspondence between the primal and the dual solutions

1. The optimum value of the objective function is the same for the primal and dual solutions.
2. The primal variables (decision variables of the primal problem) are the slack variables of the
dual.
3. The dual variables (decision variables of the dual problem) are the slack variables of the primal.
4. Solutions of the decision variables of primal and dual:
For maximization or minimization, the solution of the dual variable is the value in the Zj row
of the optimum solution of the primal corresponding to the artificial variable (or slack
variable if the artificial variable is not present in the constraint).

Consider the following problems:

1. Maximization Problem
Mavic Photography and Printing Press produces photo banners
and photo streamers. A piece of banner yields a profit of P150 and a
piece of streamer yields P160. In processing a photo copy, the banners
and streamers passes into two machines (Machine I and Machine II).
Machine I produces a photo banner in 3 hours and 2.5 hours a piece of
photo streamer. Machine II produces a piece of photo banners in 2 hours
and 3 hours a piece of photo streamer. The maximum number of hours
machine I can be used in a month is 300 hours and 280 hours for
machine II. How many pieces of banners and streamers should be
produced to maximize the profit?
 92 Duality

Primal Model: Dual Model:

Max 150x1 + 160x2 Min 300y1 + 280y2
Subject to 3x1 + 2.5x2 300 Subject to 3y1 + 2y2 150
2x1 + 3x2 280 2.5y1 + 3y2 160
x1 , x2 0 y 1 , y2 0

Table 4.1 Final Tableau of the Primal Problem.

Cj 150 160 0 0
Ci Solution Quantity x1 x2 S1 S2
150 x1 50 1 0 3/4 5/8
160 x2 60 0 1 1/2 3/4
Zj 17100 150 160 65/2 105/4
Cj Zj 0 0 65/2 105/4

Table 4.2 Final Tableau of the Dual Problem.

Chapter 4

Cj 300 280 0 M 0 M
Ci Solution Quantity y1 y2 S1 A1 S2 A2
300 y1 65/2 1 0 3/4 3/4 1/8 1/2
280 y2 105/4 0 1 5/8 5/8 3/4 3/4
Zj 17100 150 160 50 50 60 60
Cj Zj 0 0 50 M 50 60 M 60

Note the correspondence between Tables 4.1 and 4.2 with respect to the properties
listed above.

Interpreting the Dual Variables

In the correspondence between the primal and dual solutions, property 1 states that the
objective function values of the primal and dual are equal, thus we say that
150x1 + 160x2 = 17100
where 17100 - maximum profit,
150 - profit per piece of photo banner,
160 - profit per piece of photo streamer,
x1 = no. of photo banners to be produced,
x2 = no. of photo streamers to be produced;
and
300y1 + 280y2 = 17100
where 17100 - minimum cost of operating machines I and II,
300 - no. of hours machine I is available,
280 - no. of hours machine I is available.
Thus, y1 = cost per hour of operating machine I,
y2 = cost per hour of operating machine II

2. Minimization Problem
The nutritionist of a school has asked a dietitian to develop a snack that grade school
students can eat. The dietitian intends to mix two separate products together to make the snack; she
has obtained the following information:
Nutrient Product A Product B Amount Required(grams)
Protein 2 1 Maximum of 6
Carbohydrates 5 4 Minimum of 20
 Duality 93

How many grams should each product contain to minimize the cost if Product A costs P2 and
product B costs P10?

Primal Model: Dual Model:

Min 2x1 + 10x2 Max 6y1 + 20y2
Subject to 2x1 + x2 6 Subject to 2y1 + 5y2 2
5x1 + 4x2 20 y1 + 4y2 10
x1, x2 0 y1, y2 0
Table 4.3 Final Tableau of the Primal Problem.
Cj 2 10 0 0 M
Ci Solution Quantity x1 x2 S1 S2 A2
2 x1 4/3 1 0 4/3 1/3 1/3
10 x2 10/3 0 1 5/3 2/3 2/3
Zj 36 2 10 14 6 6
Cj Zj 0 0 14 6 M6

Table 4.4 Final Tableau of the Dual Problem.

Cj 6 20 0 0

Chapter 4
Ci Solution Quantity y1 y2 S1 S2
20 y2 6 0 1 1/3 2/3
6 y1 14 1 0 4/3 5/3
Zj 36 6 20 4/3 10/3
Cj Zj 0 0 4/3 10/3

Interpreting the solutions:

The objective function of the primal is 2x1 + 10x2 = 36
where 36 - minimum total cost of products A and B .
P2 - cost of product A, P10 - cost of product B.
x1 = amount of protein in grams, x2 = amount of carbohydrates in grams.

The objective function of the dual is 6y1 + 20y2 = 36

where 36 - maximum amount of the mixture.
6 - amount of protein, 20 - amount of carbohydrates .
y1 = marginal amount of protein in grams (amount in which the cost can be decreased).
y2 = marginal amount of carbohydrates in grams.

4.1.3 Shadow Price

Definition

The shadow price or dual price with a primal constraint tells how much the
optimal objective function value can be improved as the value of the right-hand
value (RHV) of its associated constraint is increased. It is the price per unit of the
resource of linear programming.

The shadow price is directly derived form the optimal dual variable values. It is equal to the
optimal dual variable value, which can be found in the Zj row corresponding to the artificial variable
of the constraint (or the slack/surplus variable if artificial variable is not present) in the final tableau
of the primal problem.

Example: Determine the shadow prices of the given problems above.

94 Duality

The shadow prices of the Mavic linear problem (maximization) are 65/2 and 105/4.
For the Dietitian linear problem (minimization), the shadow prices are 14 and 6.

Answer the following questions:

1. Why do we have to study and discuss duality?
2. What are the purposes of duality?
3. Give other applications of duality.