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(Spring19) - MTL 103 Tut4

The document discusses duality theory and the dual simplex method for solving linear programming problems (LPPs). It provides examples of writing the dual of various primal LPPs and solving LPPs using the dual simplex method. It also discusses properties of primal and dual LPPs such as complementary slackness and conditions under which they cannot be unbounded or infeasible.

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Sanskriti Jain
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26 views

(Spring19) - MTL 103 Tut4

The document discusses duality theory and the dual simplex method for solving linear programming problems (LPPs). It provides examples of writing the dual of various primal LPPs and solving LPPs using the dual simplex method. It also discusses properties of primal and dual LPPs such as complementary slackness and conditions under which they cannot be unbounded or infeasible.

Uploaded by

Sanskriti Jain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MTL103: Tutorial Sheet-4

Duality & Dual Simplex Method

1. Write the dual of the following LPP’s

(1) Max 5x1 + 2x2 − x3


subject to
x1 + 5x2 − 2x3 = 0
x1 − 5x2 − 6x3 ≥ 40
x2 + 2x3 ≥ 13
x1 unrestricted, x2 ≤ 0, x3 ≥ 0 .
(2) Min 2x1 + 3x2 + 4x3
subject to
2x1 + 2x2 + 3x3 ≤ 4
3x1 + 4x2 + 5x3 ≥ 5
x1 + 2x2 + x3 = 7
x1 ≥ 0, x2 unrestricted, x3 ≥ 0 .
(3) Min x1 + x2
subject to
x1 + 2x2 ≥ 6
7x1 + 8x2 ≤ 56
x1 ≥ 0, x2 ≤ 0 .

2. Write the dual (D) of the following LPP (P)


Max 5x1 + 2x2 + 3x3
subject to

x1 + 5x2 + 2x3 = 30
x1 − 5x2 − 6x3 ≤ 40
x1 , x2 , x3 ≥ 0.

Solve (D) by solving (P ) and also verify the complementary slackness theorem.

3. The initial simplex tableau of a LPP in the maximization form (no artificial variables
are required) is as follows

XB b x(1) x(2) x(3) x(4) x(5) x(6)


x5 6 4 9 7 10 1 0
x6 4 1 1 3 40 0 1
−12 −20 −18 −40 0 0

1. Write (P ) and (D).


2. Solve (P ) by the simplex method and hence find the optimal solution of the dual
problem.
3. Verify the complementary slackness theorem.

1
4. Consider the following LPP (P )
Min 2x1 + 15x2 + 5x3 + 6x4
subject to

x1 + 6x2 + 3x3 + x4 ≥ 2
2x1 − 5x2 + x3 − 3x4 ≥ 3
x1 , x2 , x3 , x4 ≥ 0.

1. Write the dual (D) of the above LPP (P ).


2. Solve (D) graphically.
3. Utilizing the information in (ii) above and various theorems of duality, obtain an
optimal solution of (P ).

5. Solve the following LPP by the dual simplex method


Min x1 + 2x2 + 3x3 + 4x4
subject to

x1 + 2x2 + 2x3 + 3x4 ≥ 30


2x1 + x2 + 3x3 + 2x4 ≥ 20
x1 , x2 , x3 , x4 ≥ 0.

Obtain the optimal solution of the dual problem from optimal simplex tableau?

6. Let the LPP


Min cT x
subject to

Ax = b
x≥ 0,

have a finite optimal solution. Using duality theory show that the LPP
Min cT x
subject to

Ax = b̄
x≥ 0,

cannot be unbounded, no matter what value the vector b̄ might take.

7. Are the following statements true? Give reasons for your answer

1. The primal LP (P ) and its dual LP (D), both cannot have unbounded solution.
2. The primal LP (P ) and its dual LP (D), both cannot be infeasible.
3. The dual(dual(dual)) of a LPP is the primal LPP.
4. If the primal LP (P ) has unique optimal solution and the dual LP (D) is feasible,
then (D) also has unique optimal solution.

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