DUAL SIMPLEX METHOD BY AMALENDU BAG ASST PROFESSOR, DEPARTMENT OF COMPUTER STUDIES RCM, BHUBANESWAR

INTRODUCTION
The final table of the giving optimal solution of the primal also contains optimal solution of its dual in itself and conversely If either the primal on the dual problem has finite optimal solution, then the other problem also has a finite optimal solution. The optimal value of the objective function in both the problems are same i.e. Max Z = Min Zw

INTRODUCTION

If either problem has an unbound optimum solution, then other problem has no feasible solution at all. Both the problem may be infeasible

COMPARISON OF SOLUTIONS TO THE PRIMAL AND ITS DUAL

Problem 1 Max Z = 40x1 + 50x2 Subject to 2x1 + 3x2 3 8x1 + 4x2

and

x1 , x2

DUAL OF THE LPP

Min Zw = 3w1 + 5w2 Subject to 2w1 + 8w2 40 3w1 + 4w2

50

and

w1 , w2

SOLUTION OF THE PRIMAL PROBLEM

The Standard LPP is given by Max Z = 40x1 + 50x2 Subject to 2x1 + 3x2 + x3 =3 8x1 + 4x2

+ x4 = 5
,x4 0

and

x1 , x2,x3

SIMPLEX TABLE

SOLUTION

Since all Zj - Cj 0 , therefore we achieved the optimum basic feasible solutions. x1 = 3/16 , x2 = 7/8, Max Z = 205/4

DUAL SIMPLEX TABLE

The standard dual problem is given by Max Zw = -Zw = -3w1 - 5w2 Subject to 2w1 + 8w2 w3 + w5 40 3w1 + 4w2

w4

+ w6 =

50 and

w1 , w2 ,

w3 , w4 , w5, w6 0

APPLYING TWO PHASE METHOD(PHASE-I)

The standard dual problem is given by Max Zw = -w5 w6 Subject to 2w1 + 8w2 w3 + w5 40 3w1 + 4w2

w4

+ w6 =

50 and

w1 , w2 ,

w3 , w4 , w5, w6 0

PHASE-I :CONTINUED

PHASE-I(CONTINUED)
Since all Zj - Cj 0 , an optimum basic feasible solution to the auxiliary LPP is obtained. Further, the final table does not contain any artificial Variable.

PHASE-II
Now Consider the actual costs associated with the original variable . The new objective Function is Max Zw = -3w1 - 5w2

PHASE-II(CONTINUED)

PHASE-II(CONTINUED)
Since all Zj - Cj 0 , an optimum basic feasible solution to the dual of LPP is obtained W1 =15, W2=5/4 ,Min Zw = - Zw =205/4 The original solution of the LPP is given by

x1 = 3/16 , x2 = 7/8, Max Z = Min Zw = 205/4 since the value of Zj - Cj of W3 and W4 is 3/16 Ans. and 7/8 respectively.

PROBLEM 2

Apply principle of Duality to solve the following LPP Max Z = 5x1 + 12x2 + 4x3 Subject to x1 + 2x2 + x3 5 2x1 - x2 + 3x3 =2

and

x1 , x2 , x 3

SOLUTION
The standard LPP is given by Max Z = 5x1 +12x2 +4x3 Subject to x1 +2x2 +x3 5 2x1 -x2 +3x3 2 -2x1 +x2 -3x3 -2 and x1 , x2, x3 0

SOLUTION
The dual of the LPP is given by Min Zw= 5w1 +2w2 -2w3 Subject to w1 +2w2 -2w3 5 2w1 -w2 +w3 12 w1 +3w2 -3w3 4 and w1,w2 ,w3 0

SOLUTION
The dual of the LPP is given by Min Zw= 5w1 +2(w2 -w3) Subject to w1 +2(w2 -w3 ) 5 2w1 (w2 - w3) 12 w1 +3(w2 -w3 ) 4 and w1,w2 ,w3 0

SOLUTION
Let w4 = w2 -w3 The dual of the LPP is given by Min Zw= 5w1 +2 w4 Subject to w1 +2 w4 5 2w1 w4 12 w1 +3 w4 4 and w1 0 and w4 is unrestricted

SOLUTION
Let w4 = w4 w4 where w4 ,w4 0 The dual of the LPP is given by Min Zw= 5w1 +2 (w4 w4 ) Subject to w1 +2 (w4 w4 ) 5 2w1 (w4 w4 ) 12 w1 +3 (w4 w4 ) 4 and w1 ,w4 ,w4 0

SOLUTION
The dual of the LPP is given by Min Zw= 5w1 +2 w4 2w4 -M w8 M w9 M w10 Subject to w1 +2 w4 2w4 w5 + w8 =5 2w1 w4 +w4 w6 + w9 =12 w1 +3 w4 3w4 w7 + w10 =4 and w1 ,w4 ,w4 ,w5 , w6 , w7 ,w8 , w9 , w10 0

SIMPLEX TABLE

SOLUTION
Since all Zj - Cj 0 , an optimum basic feasible solution to the dual of LPP is obtained W1 =29/5, W4=0 , W4=2/5 W1 =29/5, W2 = W4 - W4=0-2/5= -2/5 Min Zw = - Zw =131/5

SOLUTION
Basic Variable in starting dual solution Negative of the corresponding optimal solution in net evaluation Corresponding Primal variables

w8

w9

w10

9/5-M

8/5-M

0-M

x1 -M

x2 -M

x3 -M

SOLUTION
Therefore the required solution of the given LPP is x1 M = 9/5-M , x2 M = 8/5-M , x3 M=0-M x1 =9/5 , x2 =8/5 , x3=0 Max Z =131/5

Ans

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