DE LA SALLE LIPA

COLLEGE OF INFORMATION TECHNOLOGY AND ENGINEERING

EXERCISE #4: DUALITY (OPTIMAL DUAL SOLUTION)

1. To learn how to formulate the dual problem of a LP problem.

II. DISCUSSION
One of the most important discoveries in the early development of linear programming
was the concept of duality. Every linear programming problem is associated with another
linear programming problem called its dual. The relationships between the dual problem and
the original problem (called the primal) prove to be extremely useful in a variety of ways.
Each maximization problem in linear programming has its corresponding dual, a
minimization problem; similarly each minimization problem in linear programming has its
corresponding dual, a maximization problem. It is an interesting feature of the simplex method
that we can use it to solve either the original (primal) problem or the dual; whichever problem
we start to solve, it will also give us the solution to the other problem. The values of the shadow
prices in the optimal solution to the primal problem are always equal to the values of the
structural variables in the optimal solution to the dual problem.
III. SOFTWARE NEEDED

DESCRIPTION QUANTITY
TORA 1

IV. PROCEDURE

1. Run the TORA software then click the button “click here”.
2. Select Linear Programming from the main menu, then click “Go to Input Screen”.
3. Analyze the given LP problem, then enter the number of variables and constraints
found.
4. Enter the coefficients of the objective function and constraints.
5. Click Solve menu, select Solve Problem, then select Algebraic, select Final
Solution, then click the button “Go to Output Screen”.
6. From the displayed result, answer the problems.
7. Do the same procedures for the dual problem then compare the results.

V. PROBLEMS

1. Wild West produces two types of cowboy hats. A type 1 hat requires twice as much labor
time as a type 2. If the all available labor time is dedicated to Type 2 alone, the company
 DE LA SALLE LIPA
COLLEGE OF INFORMATION TECHNOLOGY AND ENGINEERING
INDUSTRIAL ENGINEERING DEPARTMENT
OPERES 3 - LABORATORY EXERCISE MANUAL

can produce a total of 400 Type 2 hats a day. The respective market limits for the two
types are 150 and 200 hats per day. The profit is $8 per Type 1 hat and $5 per Type 2
hat. Determine the number of hats of each type that would maximize profit.

2. The King Concrete Company manufactures bags of concrete mix from beach sand and
river sand. Each pound of beach sand cost 6 cents and contains 4 units of fine sand, 3
units of coarse sand, and 5 units of gravel. Each pound of river sand cost 10 cents and
contains 3 units of fine sand, 6 units or coarse sand, and 12 units of gravel. Each bag of
concrete must contain at least 12 units of fine sand, 12 units of coarse sand, and 10 units
of gravel. Find the best combination of beach sand and river sand which will meet the
minimum requirements of fine sand, coarse sand, and gravel at the least cost.

3. ChemLabs uses raw materials I and II to produce two domestic cleaning solutions, A and
B. The daily availabilities of raw materials I and II are 150 and 145 units, respectively. One
unit of solution A consumes .5 unit of raw material l and .6 unit of raw material II, and one
unit of solution B uses .5 unit of raw material l and .4 unit of raw material Il. The profits per
unit of solutions A and Bare $8 and $10, respectively. The daily demand for solution A lies
between 30 and 150 units, and that for solution B between 40 and 200 units. Find the
optimal production amounts of A and B.

4. The Central Fabric Company purchases bolts of fabric from two large textile mills, A and
B. These fabrics are then sold to the public through fabric stores, discount stores, and
direct mail. When Central receives the bolts, it separates them according to the market in
wich they are sold. Of the fabrics received from mill A, 40 percent are sold in fabric stores,
10 percent in discount stores, and 30 percent by direct mail. The fabrics received from mill
B are 20 percent for fabric stores, 20 percent for discount stores, and 40 percent for direct
mail sales. Of the total purchases made from either mill A or mill B, 20% of the bolts are
unusable and thrown away. For every 1000 bolts purchased from mill A, Central Fabric
realizes a profit of $8,000, for every 1000 bolts purchased from mill B, it realizes a profit
of $6,000. The sales department forecasts that, at most 1,600 bolts can be sold through
fabric shops, 2,800 discount stores, and 2,600 through direct mail in the coming year.
Determine the most profitable number of bolts which Central Fabric should purchase from
mills A and B.

VI. DATA AND RESULTS

Linear Programming Output Summary (Primal Problem):

VII. QUESTIONS

For each problem, list down the values of decision variables, shadow prices and the
objective function value for both primal and dual problem.
 DE LA SALLE LIPA
COLLEGE OF INFORMATION TECHNOLOGY AND ENGINEERING
INDUSTRIAL ENGINEERING DEPARTMENT
OPERES 3 - LABORATORY EXERCISE MANUAL