Duality Theory
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Duality Theory
Primal ( Dual)
Maximize Z = c1x1 + c2x2 +...+cnxn
subject to
a11x1 + a12x2 +...+ a1nxn ≤ b1
a21x1 + a22x2 +...+ a2nxn ≤ b2
. . . .
. . . .
. . . .
am1x1 + am2x2 +...+amnxn ≤ bm
and x1,x2...,xn ≤ 0
Dual (Primal)
Maximize Z = b1y1 + b2y2 +...+bmym
subject to
a11y1 + a21y2 +...+am1ym ≥ c1
a12y1 + a22y2 +...+ am2ym ≥ c2
. . . .
. . . .
. . . .
a1ny1 + a2ny2 +...+ amnym ≥ cn
y1, y2..., ym ≥ 0.
Maximize Z = c1x1 + c2x2 +...+cnxn
subject to
a11x1 + a12x2 +...+ a1nxn ≤ b1
a21x1 + a22x2 +...+ a2nxn ≤ b2
. . . .
. . . .
. . . .
am1x1 + am2x2 +...+amnxn ≤ bm
and x1,x2...,xn ≤ 0
Dual (Primal)
Maximize Z = b1y1 + b2y2 +...+bmym
subject to
a11y1 + a21y2 +...+am1ym ≥ c1
a12y1 + a22y2 +...+ am2ym ≥ c2
. . . .
. . . .
. . . .
a1ny1 + a2ny2 +...+ amnym ≥ cn
y1, y2..., ym ≥ 0.