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d'd'l ul &llBno

? ilun

J(

.'4

- !-^-,r'F 'etafinn nf pc lint of from loss( or economic fromthe the loss variable dualvariable the clual of the The interpretation in the activities futuredecisions usefulin making view provesextremely programmed. being

1 Questions SelfAssessment StateYes or No of computation. the amount reduces always 1. DualL.P.P V f\t primal L.P.P. to L.P.P thedual lo reverse v 2. lt is possible 4.3 Formulationof dual Problem L.P.P thefollowing Consider
Maximize Z = C/1 *gryz + . . .t CnXn

to the constraints Subject

Q r t X t + a 1 2 X zt . . . + Q t n X n 3b 1 dn Xr + a22Xz* . . . * 1znXr3 bz * . . . * Q m n X n Sb ^ QmX t t * On2XZ 2r 0 . Xr.Xz,...,X

guidelines: we adoptthe following a dual problem, To construct i. The maximization Proble problem in the dual and vice versa in of constraints es in the primalb ii. (s) tvoe of constraints the dual and viceversa. .,cn in the objectivefunction of the primal c., cz. iii.*Td "*ffoients function of the dual' ..,b' in the objective becomeb.,,bz,. of the primalbecomsc1, br, b2,...,b, in the constraints iv. The constants of the dual c2,...,cn in the constraints the dual will have m v. lf the primal has n variablesand m constraints anCn constraints variables in both the primaland dual are non-negative vi. The variables will be Thenthe dual Problem subjecttotheconstraints W = b r Y r + b z Y z+ . . . + b m Y n Minimize * C r ? r r Y r + d z tY z + . . . O i l Y ^ 2 Cz + az2Yz+ . . . * Am2Y^2 ArzYr
Q t n Y tt 3 2 n Y z + . . . t 8 m n Y ^ 2 c n

., Y^2 0' Yr,Yz

Q3

'Zx'tY

0Z > zxgL+ Lxy+ gL <zx ' txt o1 Pa[qns OL - zxew zxooz + LxooL JolenporllaluM :6 elduex3
'zI tLI 0 < $i OL> tfit+zIZ+L'tg

lenp slr aroJolaqyulol

pe[qng o1 z L > r t r 7 , = e+ f iz l g + L i z ,iz, +eigL +zt{97+ rlgl = 1y1xey s! ualqoJo prepuelsslr ut st ualqoJd ueru6aq1 :uo! los
0? 'zx'lx

Z, <zx1+ vx7 9L < zxz+ Lx 0z <zxg+ txg

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uollezlullultxlo1 pue slule4suoJ lo ad& ,<,, uleluqJ lsnul ll uJalqoJd prepuep aql 1o adfi ,,;,, uleluoc lsnur uollezluJxeuJol d'd"l lo tlJJoJ

Solution: First 3xr- 10xz>15isconverted + llxzs -ls to "s" typeas -3x1 Thereforeitsdualis MiniZ = -15h + 20yz -3yt * 4yz> 1oo Subject to 10y,+15Y2>200 Yt, Yz, > 0 Example4: Wher, "="Sion. the constraints contain Writethe dualof MaxZ = 4oxt+ 30xz subject to l0xr +6 xz< 15 +6 x22-10 5x1
h * Xz=9 Xt*Xz>10
X1,X2 , 2 0

Solution: FirstSxr- 7xz2 -10 fs rewritten as -5x1+7;z< 10 SecondlY Xr + Xz= 9 is writtenas Xr+xzs9 Xr * Xz> 9 this is sameas -X1 -x2S-9 ThereforeGiven problemis maxZ=40xr+30x2 subjectto 10xt + 6 xz s 15 - Sxt +7 xzS 10 xt +x239 'X1 - x 2 2' 9
X1,X2 , 2 0

Thereforeitsdualis :: -s g ly r " M i nW i =-1Syt+10y2+gy Subject to 1Oy,-Syr+yrt-9t">40

6yr*7yt*Yst-Ys">39 Yt, Yz,yst - ys" > 0 Letys| - yr" = y,

zI 0 < rI u61sq pa:r,4lsarun 9L=zl-tfie ZL=zi-Li? ol pe[qng zI g LioL = xeY\ ll Lst uolqord ;enPeq1 gL=zI-LA sentbt'oN pue Z'oN slulPrlsuo3 'ol'l "' < zI - LIc s/ tule/rsuoce I L gL->zr+Lrt-

fu)"' @"'

E)"' 0)"'

9L>zr-rie zL>zI-LAg
sl lenpololoJaqi o < ,r'*' ,,zx'vx

9- 1 ,r'x + r'X - LxJO 9- < [(,,2x - fx )+ tx] o1lcefqns 0L < (rr', - rzx)g+txg LxZ L = / x?uJ ,rrxgL- rrxgL + s]l ' sl uljoJpJepuels 01 ,r'x - ,'x= zx la:uollnlos u61su! patolrtsaruns!zx 0 <Lx 9 >zx + Lx o1Pefqns OL<zx ge+ rxg zxgL+LxzL=/xvw Jo lenp aql allrAt :g eldtuelg

s! ef u6ts ut palculseJun 'zI 'LI 0< + trtg Oe<efi + zA!0, <eI + 2fi9- IIOL

o1pa[qnE

efi + zl g- LAg L = 1fi xe]/l sawoceq lenp oql uaa

Example 6: Writethedualof thefollowing L. P. P = minimize Z 3xr Zxz+ 4xs subject to 3x1+ 5x2+ 4xs2 7
6x1+ xz + 3xs2 4 7xr - 2xz- xs3 10 X r ' 2 X z+ S x s 23 4x1 + 7xz- 24> 2,
X,t, Xz, X32 0

Solution: Sincethe problem is of minimization all constraints should be of -1 > type.We multiply the thirdconstraint throughout by so that-7xr + 2xz+
xg2 -10 )F>

Let y1 with the above five , yz, ys,y+ and ys be the dual variablesassociated constraints.Then the dual problemis given by: Maximize W = 7y, + 4 yz- 10 ys+ 3 h + 2ys Subject to 3yt * 6yr- 7 yt* h + 4yss 3 5y, * Yz + 2ys - 2yo + 7ys = -2 4y,*3yr*Ys+SYq-2ys34 Yt, Yz,Yg,Yq,Ys2 0 Self AssessmentQuestions2 Fillin the blanks

1. The coefficients variable of decision sin thp objective function becomes quantities of on righthandsid-e T\ VICL__ t' r 2. "<"constraints changes to - t -typJn qurl rp i problem. 3. Forevery there L.P.P exists a uniqueD*.A 4.4 Economic interpretationof duality problem programming The linear can be thought of as a resource allocation model in which the objective is to maximize revenueor profitsubjectto problem limitedresources. Lookingat the from this point of view, the associated offersinteresting dual problem economic interpretations of the L.Presource model. allocation primal We consider of the general herea representation anddualproblems in whichthe primal takestheroleof a resource allocation model.

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L*l l=[

w r = r AK 'q >lxtc K=t

'suoqcunl 'filgenbeut aq] entlce[qo eLll{s;1es}snu 'ollu4uaq/v\ bulrnolloj 'suo[nlos alqtseal lenp pue leuud ornl Aue lo; ApealcocuaH Jo sanlenor.{l 'luelrodtutfuen st uotlezltutldo osues eql eJaH:aloN Jo 'uorlenba dtqsuotletal aql 'ulnutldo aql lV lctJlse se sploLl (ualqotd uotleztuttutuJ aql ut sn!e^ antlca[qg)> (ualqord uol]ezlullxeu aql ul anle^ antpefqg) 'suotlnlos Jolted Auelo3 lenp pue leulld a;qlseal :solqepenleng lo uolleleldlelu! 3!tuouoaZ L'f'? 'rq '[fi;n1pe Jo]runted sltunttealel eql ]e paunsuocsl sl fil;lqelle^e unutxeu asoq/n '! ecJnosau 'f firn4ce ;o llun .red 1llord aLll slueseldat 'socJnoseJuI pue sollln[ce ctLuouoco letllrd eql ut tc luotcuJeocaql u seq ue;qotd ;euud oLll 'lapou uo[ecolle acJnosal enoqe oql uoJJ l/) '" "'Z' l, = ! '0 < ti
l=!

Ll'""'Z'l,=[ '0<tx

' Ur " ' ' Z ' l = trt[eK [ " C< o1pafqns

' t l t' " ' ' Z ' r = ' ! qt t t n " K !

u

l=l'

ol lcelqns

't .n ' t' 9 7 7 S=rn

l=t

rx.rc K==

l=l

"=itrur,,r imo

"r,..J,r" i-BWi

This meansthat the dual variables yi, represent the worth per unit oJ= hadowpricesand Jesource i [variant simplex multipliersl. Withthe samelogic,the inequality z < w associated with any two feasible primal anddualsolutions is interpreted < (worth as (profit) of resources) Thisrelationship implies thatas longas the totalreturn fromall the activities is lessthanthe worthof the resources, the corresponding primal and dual solutions are not optimal. have been explqited completely, ryhigllran happenonty when the in
Economically the system is said to remainunstable(non optimal)when the input (worthof the resources) exceedsthe output (return). Stabilityoccurs onlywhen the two quantities are equal. Self AssessmentQuestions3 StateTrue or False

1. Dualvariables represent theworth / unitof resource. I 2. Optimality is reached whenthe resources are notfullyutilized.f 3. At optimum, therelationship holds as a strict equation T 4.5 Sensitivityanalysis
In linearprogramming, all model parameters are assumedto be constant; but in real life situations, the decisionenvironment is always dynamic. Therefore, it is importantfor the management to know how profitwould be

affected by an increase or decrease in the resource Ievet, ffiTnin-ge lii the technological process, and bv a chalgi,.tl$g_"gr@
.Such an investigation is known as Sensitivity analysisor post opfirnality analvsis. results of sqnsitivity analysis establish upper anO lower .The bounds for input parqmetervalues within which they can vary without

major changes in thecurrent optimar sorutionl .causing For_e.9.: produces luminous lamps three types of lamps A, B And C. These lamps are processed on threemachines X, y andZ. thefulltechnology and inputrestrictions aregivenin thefollowing table

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'9

08
L L
,

/t

001
L

awll alqeue^V

z
t
/

t
ZL llun rod luord

z
OL

c a
V
lcnpord

z
eul

zv{
aulqcew

tt/u

Consider the finalsimplextableof the aboveproblem cj

Ca Basic variables B
X1

12
X1

3
X2

1
Xs

0
Xa

0
Xg

0
Solutionvalues
X6

b (=xa)

12

1 16

3 16 _ 7 16 11 I
15 16 15 16

1 8 5 8
I 4

73 8 35 8
177 4

3 0
z1

X2

0 0 12 0

13 16
17 8
27 16

0 1

X6

0 3 0

3 I

0 0

zj- cj

11 16

1
8

From the above final simplex table, we note that profit contributionfor productC is Rs 1, which is not greaterthan its . Thus to bringx3into the 4 basis,its profitcontribution rate c; must exceednr 3 to make zj-cjvalue 16 negativeor zero. (i.e.z1-c1 S 0) Specifically lf c1"-cj> zj_c;,then a new optimal solution mustbe derived lf c1.c1- zj - cj, then alternative optimalsolutionexist. < lf cy-cj zj-c;, then current optimal solution remains unchanged ln this case ce = 1 a(rdzs- c3 - 11 ,n"n

t6

l 1

C3.-1>"

t6 ,

C-r . ) 1 1* 1 = 2 7 16 16

X3corl be introducedinto the basis if its contributionrate ca increase upto

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g= |-9.

I sL I
er I I _-st L I
Itn*tunu'ecua

'eartfi ' ,x alqelJen ctseq-uou oql ol 6u;puodsoJJo

f (e ) ( g u) I
urur wnu,, t = G '11.) lu'[t-Jt L s | l LL l ,rnr,'u 'acua

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')

r'A ( -t^:;+l vl> o= " { ' , " : t t , J , n r t u t,y > [0.

c- z)

wnwrur
/nora

xopul aql ul outpuodsolJoc aql ^q /v\oJ uMoL,ls se Mol 'x aql ut sluarcuJa-oc sn lal fu1uetc tz qceaapl^lppue (uunlocrx) V lcnpotdlo asecaql Japtsuoc alqepe^ clseg e to /O ugabueq3 Z'S'; '1eut1do aq le6uol '* sasearcul ou llrMuotlnlos }! I lualrns aql uaql leqi puo,{eq
oc

su lseal}e

Xs 73 8 35 8
177 4

Xt

XB

x4 146 3 - 10 354 11

3 t6
-7 16 11 I

/rsa \ to how the numberof hoursof ratio I = lindicates The least positive 1 1 [ ) ratio(-10) indicates to The leastnegative machine M1can be decreased. Mr canbe increased of machine of hours howmuchthe number 4.5.4 Calculating the range 354 - 746 Lower limit= loo 11 11 U p p e r l i m i t1 = 0 0 -( - 1 0 ) =1 1 0 for Mr Hence the rangeof hours ' is1 1 ryto 110, By the sameway the range

Mzand Mscan be calculated of hoursfor machine its interest rarelyrestricts to the numerical The management of a company it is interested the impact Actually in knowing solution. valuesof an optimal valueson the optimal Sucha solution. in the inputparameter of changes process analysis. is knownas sensitivity 4 SelfAssessment Questions Fillin the blanks r^ e t out on [- [ f^aLsimplex table. is carried 1. Sensitivity analysis in@ 2. lt helpsus to studythe effectof chanSes <-l<u^g-[on function. objective and ; of sensi(iveanalysis establishesVr, fpp + ,il-a=t.^.i I tor inPutParamet"r,urlr5

+'Az 9 < zAe + tA t's L<zAv 't zAzL + rIg = l/\ osrtururyl suollsano leuluJal ol sJorr\srrv 'romo; 'reddq 'E ecunoq 'ecrnosag slenal t 't leulJ ? suollsano luaussossv fles enrl 'g enrl 't aslBJ'z t suollsano luolussassvl|es lencl'e z suollsano luaussassv ilas oN 't sa^ 'z L suollsano luaussassv flas

0?zA+tA

sol puBsovs oI sJoAsuvg't

'0 ( zX'rx 'B zx -tx? I 'g pe[qnS >.x + tx7'Zr> zxt + rxt O1 't zx rxz = z QZtu) + lxel/l '0(zx'0<lx'09

<zxV + rxg :OOt, =zxf + lxg :OS!t zx9 + fxe :OOZ >zx7 + txg o1pe[qns zxV+rxt=zazlulxeyl 'Z 0< zxtx ZL >zxg + txy 9) zxz+ vx slurerlsuoC ol palqns zxg+ ,xL=Z azrurxey\l 'Jo 't lenp oLllailrM

suollsono leuluJal z't

'{lenqcagoeJor! salqeuen crruouocoar{l ol sn dtaq osle Aeql 'd'd'-l ;eur6lrour penlo^ul laldJa}ur uolletnclm aLll ecnpar ol sn dgaqAaqI 'suelqord Eurruruerbo.r lunoure Jo Jaurl len6 e slstxa aJaql uegqotd Oututurerbord Jeaurt ftane JoJ

g'? rfuetuuns

- 80yo w = 200yr+ 150y,- 100ya 2 . Minimise >3 S.t SYt* 3Yr- SYt- BYo + Syr- 4Yt 4Yo>4 4y,t Ys,Y+2 0 Yz, Y't, + 8y2+ 8y3 w = 12y,t 3 . Minimise S.t 4y't* 4Yr* 4Yt>2 3 y r* y z - y z 2 1 Ys,> 0 Yt,Yz,