Dual Simplex

Algorithm and Post

Optimal Analysis
Group 1-C
Siddharth Aggarwal (2012ABPS435H)
Ashish Garg (2012ABPS551H)
Abhishek Goyal (2012A4PS142H)
Yash Pratap Singh (2011B2A4632H)

What is a dual problem

This is derived from the concept of solving the
linear programming problems starting with an
infeasible solution.
This is a problem defined directly from its primal
counterpart.
The conversion from one of the problems to
other is such that the optimal solution of one is
also an optimal for the other.

Conversion of a primal problem into

its dual
Add all the slack and surplus variables where ever
required in the primal equations.
If any unconstrained variable is there in any of the
original constraint equations replace it by (+x&-x) there
it self before we proceed to calculating its dual.
Graphically, the dual has a point corresponding to each
edge of a primal graph.

Dual

primal graphs

Relationships between Primal and

Dual Problems
problem

primal Problem

i
Constraint
Variable
Objective function
sides
Minimizati
on 0
Variable
0
Unrestrict
s
ed
Constrain

ts

dual

i
Right
Maximizati
on
Constrain

ts
0
Variable
0
Unrestricts
ed

Example
Minimize
subject to
In standard form:
Minimize
MR + 0s2=0
subject to
=3

4x1 + 2x2 x3=0

x1 + x2 + 2x3 3
2x1 2x2 + 4x3 5
x1, x2, x3 0.
4x1 + 2x2 x3 + 0s1 +
x1 + x2 + 2x3 s1 + R
2x1 2x2 + 4x3 + s2

=5

Minimize
MR + 0s2=0
subject to
= 3.y1

4x1 + 2x2 x3 + 0s1 +

x1 + x2 + 2x3 s1 + R
2x1 2x2 + 4x3 + s2 =

5..y2
x1, x2, x3, s1, R, s2 0
Maximize
subject to

3y1 + 5y2=0
y1 + 2y2 4
y1 2y2 2
2y1 + 4y2 1

Dual Simplex Algorithm

Dual simplex, unlike primal simplex, starts with an
infeasible solution and these solutions are better than
the optimal feasible solution.
The feasibility is restored in final step and thus the
solution is obtained.
Thus, we move towards feasibility and optimality.
Why Dual Simplex?
When there is in the constraint equations, artificial
variables are required. More variables, more iterations,
more chances of error.

When can Dual Simplex be applied?

If the objective function is like
If the objective function is like
Easy way to remember:
Take all terms to one side. Use Maximization. If the
coefficients of all terms is positive, we can apply dual
simplex.

Dual Simplex Procedure

1. Ensure that the objective function is maximization. If
not, make it Maximization.
2. Convert all inequalities to .
3. Add slack variables in the constraint equations to
convert them into equalities.
4. Form the matrix. It should be an optimal matrix.
5. If there is an constraint, replace it by two
inequalities.
e.g.:

In the usual Simplex method, leaving variable is

determined first, then entering variable.
In Dual Simplex, entering variable is determined
first, then leaving variable.
Leaving variable:
Most value on the RHS. It is the pivot row.
Entering variable:
, where is the pivot row element.

Minimize

subject to

Objective function for Dual Simplex:

Maximize
Constraint equations made compatible for Dual Simplex:

x1

x2

x3

s1

s2

s3

RHS

s1

-3

-1

-1

-3

s2

-3

-1

-6

s3

2/3

The starting solution is infeasible if at least one of

the right-hand sides of the inequalities is .

x1

x2

x3

s1

s2

s3

RHS

s1

-4

-2/3

-1/3

-1

x2

-1

1/3

-1/3

s3

2/3

1/3

1/3

2/3

-4

5/4=1.
25

(1/3)/
(2/3)=0.5

x1

x2

x3

s1

s2

s3

RHS

x3

-3/2

1/2

3/2

x2

-3

-1/2

-1/2

3/2

s3

-2

1/2

1/2

-9/2

Feasible and
optimal

All
positive

Post Optimal Analysis

Making changes in the parameters of the model and finding the

new optimal solution.

Changes affecting feasibility

1) The right hand side of the constraints are changed.
2) A new constraint is added to the model.
)Changes affecting optimality
1) Changes in the original objective coefficients
2) Addition of a new economic activity (variable) to the
model

Changes affecting feasibility

Maximize

z = 3x1+ 2x2 + 5x3

Subjected to
x1 + 2x2 + x3 430
3x1 + 2x3 460
x1 + 4x2
420
x1, , x2 , x3 0

Basic

x1

x2

x3

s1

s2

s3

RHS

s1

430

s2

460

s3

420

-3

-2

-5

s1

-1/2

-1/2

200

x3

1.5

0.5

230

s3

420

9/2

-2

5/2

1150

x2

-1/4

1/2

-1/4

100

x3

3/2

1/2

230

s3
z

2
4

0
0

0
0

-2
1

1
2

1
0

20
1350

optimal

The right hand side of the

constraints are changed
[New right-hand
side of tableau in
iteration i]

1/2

Example 1

= [Inverse in
iteration i]

-1/4

[New right hand

side of
constraints]

600

140

1/2

640

320

-2

590

30

Solution
is
feasible

The associated optimum value is

1880.

The slack capacity of operation 3 (s3=20) is shifted to the capacity of

operation 1

Example 2:

1/2

-1/4

450

110

1/2

460

230

-2

400

-40

Solution
is not
feasible

Basic

x1

x2

x3

s1

s2

s3

RHS

x2

-1/4

1/2

-1/4

100

x3

3/2

1/2

230

s3

-2

-40

1370

Basic

x1

x2

x3

s1

s2

s3

RHS

x2

-1/4

1/2

-1/4

100

x3

3/2

1/2

230

s3

-2

20

1350

The optimum solution remains the same as in the original model.

This means that the proposed shift in capacity allocation is not
advantageous because it simply shifts surplus capacity from op3 to
op1.

A new constraint is added to the

model
Situation 1
Example
redundant

3x1+

x2+

x3

500

Situation 2

x1

Example
X2
-1/4

x2
1

x3

3x10+

s1
1/2

s2

3x-1/4
2+

s3
0

x3

s4
0

RHS

100500

X3

3/2

1/2

230

S3

-2

20

s4

500

1350

coefficients of basic variables

to zero

A new constraint is added to the

model

x1

x2

x3

s1

s2

s3

s4

RHS

x2

-1/4

1/2

-1/4

100

x3

3/2

1/2

230

s3

-2

20

s4

9/4

-3/2

1/4

-30

1350

x1

x2

x3

s1

s2

s3

s4

RHS

x2

1/3

-1/6

90

x3

3/2

1/2

230

s3

-1

2/3

-4/3

60

s1

-3/2

-1/6

-2/3

20

11/2

13/6

2/3

1330

optimal

Changes Affecting Optimality:

Changes in the original objective coefficients
Example 1: New pricing policy : $2, $3, $4 respectively
for train, truck and car toys, respectively.
Maximize z = 2x1+ 3x2 + 4x3
(New objective coefficients of basic x2, x3 and s3) = (3, 4, 0)

1. Compute dual values using

(Optimal dual values) = (Row vector of objective coefficients of optimal basic variables)
x (optimal primal
inverse)

New Dual variables:

(y1, y2, y3) = (3,4,0)

= (3/2, 5/4, 0)

2. Substitute the new dual values in

(z equation coefficient of variable x) = (Left-hand side of dual constraint) (Righthand side of dual constraint)

to determine the new reduced costs (z-row

coefficients)
Minimize
Subjected to

z = 2x1+ 3x2 + 4x3

y1 + 3y2 + y3 2

2y1 + 2y3 3
y1 + 4y2 4
y1, , y2 , y3

Reduced cost of x1 = y1 +3y2 + y3 -2 = 3/2 + 3(5/4) + 0 -2 = 13/4

Reduced cost of s1 = y1 - 0 = 3/2
Reduced cost of s2 = y2 - 0 = 5/4

Changes in the original objective

coefficients
Example 2: Maximize z = 6x1+ 3x2 + 4x3
(y1, y2, y3) = (3,4,0)

1/2

-1/4

1/2

-2

= (3/2,
5/4, 0)
1

Reduced cost of x1 = y1 +3y2 + y3 -6 = 3/2 + 3*5/4 + 0

-6 = -3/4
Reduced
costx1of s1x2= yx3
Basic
s1 3/2s2
1 - 0 =
x2

-1/4

0
2
1

Reduced
cost3/2of s20 = y
x3

1/2

-1/4

-0=
5/41/2
0

s3

RHS

100

230

s3

-2

20

-3/4

3/2

5/4

1220

Basic

x1

x2

x3

s1

s2

s3

RHS

x2

-1/4

1/2

-1/4

100

x3

3/2

1/2

230

s3

-2

20

-3/4

3/2

5/4

1220

Basic

x1

x2

x3

s1

s2

s3

RHS

x2

1/4

-1/8

1/8

102.5

x3

3/2

-1/4

-3/4

215

x1

-1

1/2

1/2

10

3/4

13/8

3/8

1227.5

Addition of a new economic activity

(variable) to the model
Given that (y1, y2, y3)=(1,2,0)
Toy- remote control car (x4): $4, assembly times (1, 1, 2)
on (op1, op2, op3)
Reduced cost of x4= y11/2+y2 +-1/42y3 40 = -1 1
1/4
0

1/2

-2

x4 constraint column=

1
2

= 1/2

Basic

x1

x2

x3

x4

s1

s2

s3

RHS

x2

-1/4

1/4

1/2

-1/4

100

x3

3/2

1/2

1/2

230

s3

-2

20

-1

1350

Addition of new activity example

continued
Basic

x1

x2

x3

x4

s1

s2

s3

RHS

x2

-3/4

-1/2

-1/4

95

x3

1/2

-1/2

220

x4

-2

20

-1

1370

Basic

x1

x2

x3

x4

s1

s2

s3

RHS

s1

-3/4

-1/2

-1/4

95

x3

5/4

-1

1/2

-1/4

125

x4

7/2

1/2

210

21/4

5/2

3/4

1465

The new solution is z=$1465, which improves the original

revenues by $115. Therefore, introduction of new product is

1. When do we use Dual Simplex

algorithm?

2. How does Dual Simplex method

proceed?
a) Better than optimal and Infeasible to optimal and
feasible
b) Feasible and non-optimal to optimal and feasible

3. Difference between Sensitivity

and Post-optimal analysis.

4. When does feasibility change?

a) Changes in the objective function coefficients
b) Changes in the right hand side
c) Addition of new activity
d) All of the above

5. If new constraint is added, what

will change?
a) Feasibility
b) Optimality
c) No change
d) Both

Thank You!