(C) DUALITY THEORY

The term “dual” in a general sense implies two/double. The concept of duality is very useful in
mathematics, physics, statistics and engineering.
In context of linear programming duality implies that each LPP can be analyzed in two different
ways. With any given LPP, there exists another LPP called its dual which is related to it and
therefore, may be derived from it. The given problem is called primal. If the primal is a
maximization problem, then its dual is a minimization problem. Similarly, if the primal involves
minimization problem then the dual involves maximization problem. In most LP treatments, the
dual is defined for various forms of the primal depending on the types of the constraints, the
signs of the variables and the sense of optimization.
It is important to note that, in general, either problem can be considered as primal; with the
remaining problem it’s dual. The relationship between the ‘primal’ and ‘dual’ problems is
actually a very intimate and useful one. The optimal solution of either problem reveals
information concerning the optimal solution of the other. If the optimal solution to one is known,
then the optimal solution of the other is readily available. This fact is important because the
situation can arise where the dual is easier to solve than the primal.
Although the idea of duality is essentially mathematical, it has important interpretations.
This can help managers in answering questions about alternative courses of action and their
effect on values of the objective function.
It is an interesting feature of the simplex method that we can use it to solve either the original
problem — the primal — or the dual. Whichever problem we start out to solve, it will also give
us the solution to the other problem. The optimal solutions for the primal and dual problems are
equivalent.
Conversion of primal to dual is done because of many reasons. The dual form of the problem, in
many cases, is simple and can be solved with ease. Moreover, the variables of the dual problem
contain information useful to management for analysis.

The standard form of primal is

Max Z = CTX
Subject to AX ≤ b
And, X ≥ 0

The standard form of dual is

Max Z* = bTY
Subject to ATY ≥ c
And, Y ≥ 0

We now consider the method of deriving the dual to a given primal problem. Before writing to
the dual to an LPP, it is necessary to express it in the standard form if it is not so. By standard
form it is meant that (i) all the variables in the problem should be non-negative; and (ii) all the

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constraints should be of ‘ ≤ ’ type if the problem is of maximization type, and of ‘ ≥ ’ type if it of
the minimization nature. The necessary changes may be made as follows:
When all variables in the LPP are not non-negative
If a variable in an LPP is unrestricted in sign so that it is a ‘free’ variable, then it may be replaced
by the difference of two non-negative variables. While each of the variables introduced is non-
negative, their difference might be positive, negative or zero.
When all constraints are not in the right direction
If a constraint involves an inequality in a direction opposite to the one desired, then it is
multiplied by − 1 throughout and the direction of the inequality is reversed. For example, if a
constraint is given as 7x1 – 5x2 ≥ 4, and the desired inequality direction is ‘ ≤ ’, then we replace
the constraint as − 7x1 + 5x2 ≤ − 4. It is easy to visualize as to why the direction of inequality
reverses on multiplication by − 1 by considering a simple example: as 10 is > 5 but − 10 is < − 5.
On the other hand, if a constraint has an equality sign (=), then, to obtain inequalities, it is
replaced by two constraints involving the inequalities going in opposite directions,
simultaneously. To understand, if A = 20, then neither can we express it as A ≤ 20 nor as A ≥ 20,
since both are incorrect individually. But, if we consider A ≤ 20 and A ≥ 20 together to satisfy,
they can both be satisfied for only one value of A, equal to 20. Accordingly, if the LPP has a
constraint, say x1 + 2x2 = 4, then, it is replaced by two opposite inequalities ( ≤ and ≥ )
constraints: x1 + 2x2 ≤ 4 and x1 + 2x2 ≥ 4.
One of these would be multiplied by − 1 to bring the inequality in the desired direction.
The first inequality with ≤ sign, can be further written as − x1 − 2x2 ≥ − 4, in case of minimization
problem.
The second inequality with ≥ sign, can be further written as − x1 − 2x2 ≤ − 4, in case of
maximization problem.

FEATURES OF PRIMAL AND ITS DUAL

• If the primal is a maximization problem then its dual is a maximization problem and vice
versa.
• If all constraints in the primal involve ≤ ( ≥ ) then all the constraints in its dual involve ≥
( ≤ ).
• The coefficients in the dual’s objective function are the constant terms in the primal’s
constraints and vice versa.
• The number of structural variables in the dual problem is the number of constraints in the
primal and vice versa.
• The variables of the dual problem are different from the variables of its primal.
• Dual of the dual is the primal itself.
• The coefficient matrix of the left sides of the dual’s constraints is the transpose of the
coefficient matrix of the left sides of the primal’s constraints.
• If the ith constraint in the primal is “equal to” type, then the ith variable in the dual is
“unrestricted” in sign.
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 • If the ith variable in the primal is “unrestricted” in sign, then the ith constraint in the dual
is “equal to” type.
• If the primal (dual) has an unbounded solution, then the dual (primal) is infeasible.
• If the primal (dual) has no solution, then dual (primal) must be unbounded or infeasible.
• Primal as well as dual variables are non-negative.

Note
• Dual variables are also known as shadow price, marginal price or equilibrium price.
• If there exists an optimal solution of the primal (dual) problem then there exists an
optimal solution of the dual (primal) problem. Furthermore, the optimal values of the
objective function in both the problems are same.
• The (Zj – Cj)’s corresponding to the slack/surplus variables in the optimal (final) simplex
table for the primal (dual) are the values of the corresponding optimal dual (primal) variables
in the final simplex table for the dual (primal). (We consider only absolute values of Z j – Cj
for finding the solution of another problem related to it.) Of course, we do not consider
artificial variables because they do not correspond to any variables in the primal, and are
introduced for a specific, limited purpose only.

ADVANTAGES OF DUALITY
• The solution may be easier to obtain through its dual than through the original (primal)
problem. This is true for cases in which the number of original variables in the primal
problem is considerably less than the number of slack or surplus variables. For instance, if
the primal problem is a minimization one involving, say, 3 artificial variables would have to
be introduced. The number of iterations required for obtaining the answer would also be
large. On the contrary, the dual, with 7 variables and 3 constraints can be solved
comparatively much more easily.
• To obtain the solution of both (dual and primal) problems, there is no need to solve both
(dual and primal) problems. Solve only primal (dual) problem, the solution of the dual
(primal) problem can be find out through the final optimal table of the primal (dual) problem.
• Duality is not only restricted to LPPs but frequently occurs in economics, physics,
engineering, mathematics and other fields also.
a) In economics, it is used in the formulation of the input and output systems. The
economic interpretation of the dual is found useful in making future decisions in the
activities being programmed.
b) In physics, it is used in the parallel circuit and series circuit theory.
• In game theory, it is used to find the optimal strategies of the other player B when he
minimizes his losses. Then, by duality, we can change the player A’s problem into player B’s
problem and vice-versa. If we solve the problem for one player, the solution to the other can
be easily read-off by using duality properties.

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To illustrate the process of writing the dual problem corresponding to a primal problem
consider a product mix problem in which we must decide how many units of each of three
products we should make each week. Assume that there are 80 hours of machine time available
each week and 480 labor hours available. In addition, 10 tons of raw materials are delivered to
our facility each week. Characteristics of the three products are given in the table below.
TABLE I
RESOURCE CONSUMPTION AND PROFIT BY PRODUCT

Product 1 Product 2 Product 3 The product

Machine (hours per unit) 3 5 4 mix
Labor (hours per unit) 5 6 4 problem
will be the
Raw materials (tons per unit) 1 0.5 0.7
primal
Profit ($ per unit) 1,000 1,200 900 problem
and it is
formulated as follows:
Let x j = Number of units of product j produced each week
and z = Number of $ of weekly profit

Then the primal model in standard form is:

Find x1 , x 2 , x 3 and z to :
Maximize z =1000 x1 +1200 x 2 + 900 x3

s u b je c t :to 3x1 + 5 x2 + 4 x3 ≤ 8 0
5 x1 + 6 x2 + 4 x3 ≤ 4 8 0
1x1 + 0.5 x2 + 0.7 x3 ≤ 1 0
x j ≥ 0 fo r j = 1,2,3
The data matrices are defined as follows:
1000  3 5 4   80 
c =
1200
;
 A =
5 6 4 ; b = 
480  ;
 900
 
 1
 0.5 0.7 
  10 
 
and the dual decision matrix is defined as:
 u1 
u = u 2  ,
 
 u3 
which has one variable for each structural constraint in the primal problem. Note: Do not
assume that the number of dual variables is equal to the number of primal variables

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because it happened in the example. The number of dual variables is always equal to the
number of primal structural constraints. In matrix form the dual model is as follows:
Find u and v to :

Minimize v = [ 80 480 10]u

subject to :
3 5 1  1000
5 6 0.5u ≥ 1200

4 4 0.7  900 

u≥0
Multiplying the matrices gives the dual problem written out term-by-term:
Find u1 , u 2 , u 3 and v to :
Minimize v = 80 u1 + 480 u 2 +10 u3

su b je c t :to 3u1 + 5u 2 + 1u3 ≥ 1 0 0 0

5u1 + 6u 2 + 0.5u3 ≥ 1 2 0 0
4u1 + 4u 2 + 0.7u3 ≥ 9 0 0
ui ≥ 0 fo ri = 1,2,3
Complementary slackness theorem
For optimal feasible solutions of the primal and dual problems, whenever the k th relation of the
either system is slack, the kth variable of the dual is zero. Further, if the kth variable is positive in
either system then the kth relation of its dual is tight i.e. the corresponding value of the slack
variable is zero.

Note.
1. Any constraint satisfied with equality i.e. binding constraint is known as tight.
2. Any constraint satisfied with strict inequality i.e. non-binding constraint is known as slack.
3. Primal slack variable x dual variable = 0.
4. Primal variable x dual surplus variable = 0.

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To illustrate the complementary slackness theorem we shall return to the example primal and
dual problems:
The Primal Problem
Find x1 , x 2 , x 3 and z to :
Maximize z =1000 x1 +1200 x 2 + 900 x3

s u b je c t :to 3x1 + 5 x2 + 4 x3 ≤ 8 0
5 x1 + 6 x2 + 4 x3 ≤ 4 8 0
1x1 + 0.5 x2 + 0.7 x3 ≤ 1 0
x j ≥ 0 fo r j = 1,2,3
The Dual Problem
Find u1 , u 2 , u 3 and v to :
Minimize v = 80 u1 + 480 u 2 +10 u3

s u b je c t :to 3u1 + 5u 2 + 1u3 ≥ 1 0 0 0

5u1 + 6u 2 + 0.5u3 ≥ 1 2 0 0
4u1 + 4u 2 + 0.7u3 ≥ 9 0 0
ui ≥ 0 fo ri = 1,2,3
Suppose that a candidate solution for the primal is given below.
x1* = 2.8571
x2* = 14 .2857
x3* = 0
z * =$20000
If we can find a feasible solution for the dual problem that also satisfies the complementary
slackness condition then we would know (because of the primal-dual theorem) that this solution
is optimal. The usual approach for finding the requisite dual solution is to focus on and use the
complementary slackness conditions to figure out which dual constraints must have no slack, and
which dual variables must be zero.
Since the first, second variables are non-zero; we know that the first and second dual constraints
should have zero slack. Since the second primal constraint has non-zero slackness, then
complementary slackness would require that u 2* = 0 . The first and second dual constraints must
also be satisfied at equality, so they can be simplified to the following:

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 3u1+ 1u3 = 1 0 0 0
5u1+ 0.5u3 = 1 2 0 0

This system has the solution u1* = 200 and u3* = 400 and we note that they satisfy the dual
non-negativity constraints. Finally, we need to verify that this solution which satisfies the
complementary slackness condition is completely feasible for the dual. To do that we need to
check the third dual constraint to verify that 4(200) + 4(0) + 0.7(400) =1080 which is strictly
greater than 900 thereby satisfying the third dual constraint. We may now conclude that not only
is the above candidate primal solution optimal for the primal problem, but the dual solution we
found is also optimal for the dual problem.
To verify the last part of the theorem we will compare the two objective function values. For the
primal problem the objective function is 1000(2.8571) + 1200(14.2857) + 900(0) = 20,000, and
for the dual objective function we get 80(200) + 480(0) + 10(400) = 20,000.

Q1. Find the dual of each of the following problems:

(i) Maximize Z = 20x1 + 30x2 + 50x3
Subject to 20x1 + 30x2 + 50x3 ≤ 10
5x1 + 0x2 + 6x3 ≤ 15
And, x1, x2, x3 ≥ 0
Ans. Minimize Z* = 10y1 + 15y2
Subject to 2y1 + 5y2 ≥ 20
3y1 ≥ 30
5y1 + 6y2 ≥ 50
And, y1, y2 ≥ 0
(ii) Maximize Z = 4x1 + 3x2
Subject to 3x1 − x2 ≤ 2
x1 + x2 ≥ 1
− 4x1 + x2 ≥ 3

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 And, x1, x2 ≥ 0
Ans. Minimize Z* = 2y1 − y2 – 3y3
Subject to 3y1 − y2 + 4y3 ≥ 4
− y1 – y2 – y3 ≥ 3
And, y1, y2, y3 ≥ 0
(iii) Maximize Z = 5x1 + 6x2 + 7x3
Subject to x1 + 2x2 + x3 =10
2x1 + 3x2 + 5x3 ≤ 8
And, x1, x2, x3 ≥ 0
Ans. Minimize Z* = 10y + 8y3
Subject to y + 2y3 ≥ 5
2y + 3y3 ≥ 6
y + 5y3 ≥ 7
And, y3 ≥ 0; y: unrestricted in sign

(iv) Maximize Z = 20x1 + 15x2 + 18x3 + 10x4

Subject to 4x1 − 3x2 + 10x3 + 4x4 ≤ 60
x1 + x2 + x3 =27
−
0x1 x2 + 4x3 + 7x4 ≥ 35
And, x1, x2, x3 ≥ 0, x4: unrestricted in sign
Ans. Minimize Z = 60y1 + 27y2 − 35y3
*

Subject to 4y1 + y2 ≥ 20
− 3y1 + y2 + y3 ≥ 15
10y1 + y2 − 4y3 ≥ 18
4y1 − 7y3 = 10
And, y1, y3 ≥ 0; y2: unrestricted in sign
(v) Minimize Z = x1 + x2 + x3
Subject to x1 − 3x2 + 4x3 = 5
x1 − 2x2 + x3 ≤ 3
2x2 − x3 ≥ 4
And, x1, x2 ≥ 0, x3: unrestricted in sign
Ans. Minimize Z* = 5y1 − 3y2 + 4y3
Subject to y1 − y2 ≤ 1
− 3y1 + 2y2 + 2y3 ≤ 1
4y1 − y3 = 1
And, y2, y3 ≥ 0; y1: unrestricted in sign

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Q2. Find the dual of each of the following problems and, hence, the optimal solution of both
(primal and dual) the problems:
(i) Maximize Z = 20x1 + 30x2
Subject to 3x1 + 3x2 ≤ 36
5x1 + 2x2 ≤ 50
2x1 + 6x2 ≤ 60
And, x1, x2 ≥ 0
Ans. x1 = 3, x2 = 9, Z = 330; y1 = 5, y2 = 5/2, Z* = 330
(ii) Minimize Z = x1 + x2
Subject to 20x1 + 10x2 ≥ 120
50x1 + 80x2 ≥ 740
10x1 + 60x2 ≥ 240
And, x1, x2 ≥ 0
Ans. x1 = 2, x2 = 8, Z = 10; y1 = 3/110, y2 = 1/110, Z* = 10
(iii) Maximize Z = 15x1 + 25x2
Subject to 7x1 + 6x2 ≥ 20
8x1 + 5x2 ≤ 30
3x1 − 2x2 = 18
And, x1, x2 ≥ 0
Ans. Primal is infeasible and dual has no solution

Economic interpretation of dual and primal problems in generalized way

In the maximization primal LP model, we define parameter as follows.
n
Max Z = ∑ c jx j
j=1
n
subject to ∑ aij x j ≤ bi ∀ i=1, 2, ..., m
j=1
and, x j ≥ 0 ∀ j=1, 2, ..., n

Suppose, a company is producing n products with available m resources.

xj → no. of units of jth product to be manufactured.
cj → unit selling price of jth product.
aij → units of ith resource required for manufacturing per unit of jth product.
bi → units of ith resource available.
Z → profit function
By using primal LP problem, the production manager attempts to optimize resource allocation by
determining quantities for each product to be produced that will maximize profit.
But through dual LP problem approach, he attempts to achieve a production plan that optimizes
resource allocation so that each product is produced at that quantity such that its marginal
opportunity cost equals its marginal return. Thus, the main focus of dual is to find for each

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resource its best marginal value or shadow price. This value reflects the scarcity of the resources
i.e. maximum additional prices to be paid to obtain one additional unit of the resources to
maximize profit under the resource constraints. If a resource is not completely used i.e. there is
slack, then its marginal value is zero.
Shadow price = (change in optimal objective function value) / (unit change in the availability of
resource)
So, the dual problem is
m
Min Z = ∑ bi yi
^
i =1
m
subject to ∑ a ji y i ≥ c j ∀ j=1, 2, ..., n
i =1
and, y i ≥ 0 ∀ i=1, 2, ..., m
yi → cost per unit of ith resource also known as shadow price.
m
∑ a y → The total cost per unit of various resources which are required for the manufacturing
ji i
i =1
of 1 unit of jth product.

ECONOMIC INTERPRETATION OF DUAL THROUGH AN EXAMPLE

We noted that the primal and the dual are related mathematically, we can now show that they are
also related in economic sense. Consider the economic interpretation of the dual as follows:
Example: The maximization problem:
Consider the following problem.
Maximize Z = 40x1 + 35x2
Subject to 2x1 + 3x2 ≤ 60 (Raw materials constraint per week)
4x1 + 3x2 ≤ 96 (Capacity constraint per week)
x1, x2 ≥ 0
The optimal solution to this problem gives production of 18 units of x1 and 8 units of x2 per week.
It yields the maximum profit of a Rs. 1000.
Now, to rent the facilities of the firm for one week, the firm has 60 kg of raw material and 96
capacity hours. If we let yl represent the rent per kg of raw material and y2 the rent per capacity
hour, the firm would receive a total rent equal to 60y1 + 96y2. We shall compute the minimum
value of the rent so that the firm will know what minimum offer shall be economically
acceptable to it. The lower limit can be set up after keeping in mind that the alternative to renting
must be at least as favourable as using the capacity itself. The rent of the resources should be at
least equal to the earnings from producing products x1 and x2. We know that production of one
unit of x1 requires 2 kg of raw material and 4 capacity hours. Thus, the total rent for these
amounts of resources should be greater than, or equal to, the profit obtainable from one unit of
the product, i.e. Rs. 40. Hence, 2y1+4y2 ≥ 40

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Similarly, the resources consumed in producing one unit of product x2 are 3 kg of raw material
and 3 capacity hours. The total rent of these resources should equal to at least Rs. 35, the unit
profit of product x2. i.e., 3y1 + 3y2 ≥ 35
Besides, the rent cannot be negative. Therefore, y1 and y2 should both be non negative. In
complete form, the problem can be expressed as:
Minimize: Z* = 60y1 + 96y2
Subject to 2y1 + 4y2 ≥ 40
3y1 + 3y2 ≥ 35
y1, y2 ≥ 0
This problem is absolutely the same as the dual to the given problem. These rates y 1 and y2 are
obtainable from the solution of the dual as y1 = 10/3 and y2 = 25/3. Also, these values can be
obtained from Zj - Cj row of simplex tableau showing optimal solution to the primal problem. As
we have seen, values of the objective function of the primal and the dual are identical. Naturally,
the minimum total rent acceptable to the firm is equal to the maximum profit that it can earn by
producing the output itself using the given resources.
The individual rents of y1 and y2 are called the shadow prices or imputed prices. They indicate
the worth of the resources. These prices, of the two resources, materials and capacity hours, are
imputed from the profit obtained front utilizing their services, and are not derived from the
original cost of these resources.
Now we know that each unit of product x1 contributes Rs. 40 to the profit. The imputed price of
material and capacity is respectively, Rs. 10/3 per kg and 25/3 per hour, we can find the total
imputed cost of the resources used in making a unit of the product x1 as
2kg at Rs. 10/3 per kg i.e., 2 x 10/3 = 20/3 Rs.
4 hours at Rs. 25/3 per kg. = 4 x 25/3 = 100/3 Rs.
The total cost is 120/3 = 40 Rs.
Thus, the total imputed cost of producing one unit of product x1 equals the per unit profit
obtainable from it.
Similarly, from each unit of product x2, the total imputed cost of resources employed would be:
3kg at Rs.10/3 per kg = 3 x 10/3 = 10 Rs.
3 hours at Rs. 25/3 per hour 3 x 25/3 = 25 Rs.
The total cost is 10 + 25 = 35 Rs.
This obviously equals the profit per unit of the product. This proves that the valuation of the
resources is such that their total value equals the total profit obtained at the optimum level of
production.
The shadow prices are also called the marginal value products or marginal profitability of the
resources. Thus, if there were a market for renting resources, the firm would be willing to take
some materials if the price of the material were less than Rs. 10/3 per kg, and capacity hours, if
the price is less than Rs. 25/3 per hour.

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If we denote marginal profitability of resources as MPR and the marginal profitability of capacity
as MPC, respectively i.e. the shadow prices of the two resources, then the dual of the given
problem would be as follows:
Minimize H = 50 MPR + 96 MPC
Subject to 2MPR + 4MPC ≥ 40
3MPR + 3MPC ≥ 35
MPR, MPC ≥ 0
Now let us consider the economic significance of the surplus variables S1 and S2 in the dual. The
numerical values of these variables can be obtained from the Z j − Cj row in the optimal solution
of the primal. The value of S1 in the optimal solution represents the opportunity cost of the
product x1 while the value of S2 represents the opportunity cost of product x2. Production of an
additional unit of x1 will give the firm a profit of Rs. 40 and, at the same time, the firm would use
up resources worth 2 x 10/3 + 4 x 25/3 = Rs. 40. Thus, the net effect of producing one unit of
product would be 40 − 40 = 0. Similarly, for product x2 the opportunity cost equals zero.
Further if x1, x2 is a feasible solution to the primal and y1, y2 is the feasible solution to its dual
then c1x1 + c2x2 ≤ b1y1 + b2y2 i.e. [profit obtained is less than or equal to the rents to be paid].
This would induce the producer to rent the resources rather than produce the goods himself.
The concept of dual and shadow prices help us in determining the upper and lower bounds for
changes in requirement vectors and coefficients in the objective function. Such that the
feasibility of the LPP is not disturbed.

Q3. Show that the following LPP has an unbounded solution by using the principle of
duality.
Maximize Z = 4x + 2y
Subject to x + y ≥ 3
x – y ≥2
And, x, y ≥ 0
Q4. Write the dual of the LPP
Maximize Z = 3x + 2y
Subject to x ≤ 4
y ≤6
x + y≤ 5
And, x, y ≥ 0
Also, find an optimal solution of the dual problem.
Ans. Optimal solution is 14.

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