Extra Credit Explain the dual values: Explain the constraints in the dual: Explain

Complementary slack: Explain the value of the dual equals the value of the primal:

Thomas Botting

1505997

Dual values:
Every maximization problem has a dual minimization problem. Dual values identify the value
of 1 unit of our production provided our constraints. For example, consider
Max 300A
A < 100
Objective value= 30 0000
A = 100
Dual price of A = 300
In this optimization problem the producer is maximizing the profit of making automobiles (A)
subject to the constraint that he can make less than or equal to 100. The obvious answer to
this is to make 100 automobiles, and $30 000 profit. The dual price, $300, is how much the
producer would be willing to pay to relax his production constraint by 1 automobile (A < 101)
that the producer could then sell. The dual value can therefore be defined as the value of
producing the next unit of output.
Constraints in the dual:
Constraints in the dual are constructed by the limits in the primal. Consider;
Primal: Max Z = 1X1 + 2X2
4X1+2X2 <= 3
2X1+7X1 <=5
5X1+3X2 <= 3
X1 > 0 X2>0
The dual would be constructed through using the limits of the primal constraints as its
minimization optimal function.
Dual: Min W = 3Y1 + 5Y2 + 3Y3
The constraints are then constructed using the rows of constraints from the primal.
4Y1 + 2Y2 + 5Y3 >= 1
2Y1 + 7Y2 + 3Y3 >= 2
Y1>0 Y2>0 Y3>0
The variables denoted Yn are dependent on the primal function, but not the same.

Complementary Slack:
Complementary Slack is 0 in both the primal and the dual of an optimization problem if the
related constraint holds with strict inequality.
Consider the optimization problem;

Primal: Min 2W
Constraint 1:
Constraint 2:
Non-Negativity:

4W >= 20
6W >= 11
W >= 0

Objective Value
W

= 10
=5

Constraint 1: Dual Price = 0.5, Slack = 0

Constraint 2: Dual Price = 0, Slack = 19
In this problem the second constraint has a Slack value of 19. This means that in minimizing
2W subject to constraints 1 and 2, constraint 2 is surplus by 19 units. This makes sense if
we consider that W = 5, 6(5) = 30, 30 - 11 (limit of constraint 2) = 19.
Thus, only constraint 1 holds with strict inequality, its slack value is 0, thus it has a dual price
as the producer would value relaxing the constraint, in this case 0.5 per unit. Notice that
Constraint 2 does not have a dual price as it is already in surplus, and thus the producer
would not value relaxing the constraint.
Value of the dual equals the value of the primal
The opportunity cost or foregone profit associated with a dual price is at least as big as the
profit of producing that unit. Therefore, the value of the dual equals the value of the primal,
as the value of the primal is the value of producing each unit in maximizing profit or
minimizing cost.
Consider the last example, in which;
Min 2W
4W >=20
Objective Value = 10
W=5
Constraint 1: Dual Price = 0.5, Slack = 0
The value (cost) of producing each unit of W is 0.5 (5/10), the producer would be willing to
pay 0.5 for 1 unit of W to be produced. Thus, the value of the dual is the value of the primal.