Thm.

(Complementary Slackness) If x* and y* are

primal and dual optimal, respectively, then
(i) if yi* > 0, then ti* = 0 and if xj * > 0 then sj* = 0;
(ii) if ti * > 0, then yi * = 0 and if sj* > 0 then xj* = 0,
where t* and s* are vectors of surplus and slack
variables, respectively.

Minimize c1 x1+ c2 x2 + " + cn xn Maximize b1 y1+ b2 y2 + " + bm ym

subject to subject to
a11 x1 + a12 x2 + … + a1n xn ≥ b1 a11 y1 + a21 y2 + … + an1 ym ≤ c1
a21 x1 + a22 x2 + … + a2 n xn ≥ b2 a12 y1 + a22 y2 + … + an 2 ym ≤ c2
! !
am1 x1 + am 2 x2 + … + amn xn ≥ bm a1n y1 + a2 m y2 + … + anm ym ≤ cn
x1 ≥ 0, … , xn ≥ 0 y1 ≥ 0, … , ym ≥ 0
 Recall Example 1
James produces two commodi0es, y1 and y2. These two
products are processed through 2 machines. Maximum
hours available are 120 and 180 for machines 1 and 2,
respec0vely. Profit is P45 for y1 and P55 for y2. Determine
the op0mal y1 and y2 that should be manufactured in order
to maximize profit.

y1 y2
Machine 1 6 4 120
Machine 2 3 10 180
Profit 45 55
Determining the dual solution from the primal solutions:

Max. 45y1 + 55y2

subj. to
6y1 + 4y2 ≤ 120
3y1 + 10y2 ≤ 180
y1, y2 ≥ 0

y1* = 10; y2* = 15; VOF (y) = 1,275

Min 120 x1 + 180 x2

subj. to
6x1 + 3x2 ≥ 45
4x1 + 10 x2 ≥ 55
x1, x2 ≥ 0
x1* = 95/16 or 5.9375 ; x2* = 3.125; VOF (x) = 1,275
y1* = 10 implies t1* = 0.
y2* = 15 implies t2* = 0

VOF(y*) = 45(10) + 55 (15) = 1275.

x1* = 95/16 implies s1* = 0

x2* = 25/8 implies s2* = 0

VOF(x*) = 120 (95/16) + 180 (25/8) = 1275.

Determining the dual solution from the primal solutions:

Max. y1 - y2
subj. to
-4y1 + 3y2 ≤ 3
y1 - y2 ≤ 3
y1, y2 ≥ 0

y1* = 3; y2* = 0; VOF (y) = 3

Min 3x1 + 3x2

subj. to
-4x1 + x2 ≥ 1
3x1 - x2 ≥ -1
x1, x2 ≥ 0
x1* = 0; x2* = 1; VOF (x) = 3
Example:

JRB manufactures tables (x1), chairs (x2) and benches

(x3) and derives a per unit profit of P6, P8 and P7,
respectively. Only two resources are consumed in
manufacturing: wood (300 board feet in inventory) and
labor (110 hours available). JRB uses 30 board ft to
produce a table; 20 board ft for a chair and 25 board ft
for a bench. He also uses 5 hours of labor to produce
a table, 10 hours for a chair, and 7 hours for a bench.
 Maximize π = 6x1 +8x2 + 7x3
subject to 30x1 + 20x2 + 25x3 ≤ 300 (wood)
5x1 +10x2 + 7x3 ≤110 (labor)
x1, x2, x3 ≥ 0
x1* = 10; x2* = 0; x3 = 60/7 or 8.5714 VOF (x) = 120

Minimize C = 300y1 +110y2

subject to 30y1 + 5y2 ≥ 6
20y1 +10y2 ≥ 8
25y1 + 7y2 ≥ 7
y1, y2 ≥ 0
y1* = 1/30 or 0.0333; y2* = 1; VOF (y) = 120
Interpretation of the dual variables:
(1) The coefficients in the dual objective function are
the shadow prices/opportunity costs/accounting or imputed
prices of the constraints in the primal problem.

Max 45y1 + 55y2

subj. to
6y1 + 4y2 ≤ 120
3y1 + 10y2 ≤ 180
y1, y2 ≥ 0

Min 120x1 + 180x2

•  x1 and x2 are valuation of the resources.

Total gross profit = total imputed value or opportunity cost

of the resources in the plant
(2) Dual constraints:
6x1 + 3x2 ≥ 45
4x1 + 10x2 ≥ 55

Note that 6 and 3 are resource requirements of y1.

Total opportunity cost of producing y1 should at least be as

large as the gross profit of the product.

If yi > 0 implies ti = 0; and if ti > 0 implies yi = 0.

 (3) If an additional unit of resource 1 is made available,
then optimal solution becomes

y1** = 10.21 y2** = 14.94 VOF (y**) = 1280.94

VOF (y**) - VOF (y*) = 1280.94 - 1275 = 5.94 = 95/16 = x1

Similarly if 1 unit of resource 1 is lost, optimal solution becomes:

y1*** = 9.79 y2*** = 15.06 VOF(y***) = 1269.06
VOF (y***) - VOF (y*) = 1269.06 - 1275 = -5.94 = -95/16 = -x1

•  x1 is the effect of additional or reduction of 1 unit of

resource 1 on gross profit.
(4) Consider the dual problem:
Min 120x1 + 180x2
subject to
6x1 + 3x2 ≥ 45
4x1 + 10x2 ≥ 55
x1, x2 ≥ 0

Optimal solutions: x1* = 95/16, x2* = 25/8 VOF (x*) = 1275

y1* = 10, y2* = 15
Consider a 1 peso increase in price of y1.
Optimal solution: x1** = 6.15 x2** = 3.04 VOF (x**) = 1285
VOF (x**) - VOF(x*) = 1285 - 1275 = 10

Consider a 1 peso decrease in the price of y1.

Optimal solution: x1*** = 5.73 x2*** = 3.21 VOF(x***) = 1265
VOF(x***) - VOF(x*) = 1265 - 1275 = -10 = y1*
Example 1

Solve the following linear programming problem by

solving the dual problem:

min G = 6y1 + 20y2 + 3y3 + 20y4

subject to
3y1 + 6y2 - y3 + 2y4 ≥ 4
-4y1 + 2y2 + y3 + 5y4 ≥ 2
yi ≥ 0 i = 1, ...., 4
Example 2:
Given the problem:
max c0 = x1 + 2x2
subject to
x1 + x2 ≤ 10
-2x1 + x2 ≤ 4
x1, x2 ≥ 0

(a) Solve the problem and its dual.

(b)  How will the value of the objective function in the
primal change when the first constraint is changed
to x1 + x2 ≤ 11?