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Published byLiana Butter Modified over 3 years ago

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**Another example Max z=5x1+12x2+4x3-MR S.t. x1+2x2+x3+x4=10**

2x1-x2+3x3+R=8 X1,x2,x3,x4,R >=0. The optimum table is in next slide, find the dual problem and its optimal solution

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basic x1 x2 x3 x4 R sol z 3/5 29/5 -2/5+M 54+4/5 1 -1/5 2/5 12/5 7/5 1/5 26/5 Answer y1=29/5 y2= -2/5

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Dual Price Z=W Z is the dollars and W should also be the dollars. W= ∑bi yi bi represents the number of units available of resource i. Therefore Dollars= unit of resource i X yi Hence yi= dollars/unit of resource I So yi or dual price or shadow price of a resource I is the worth per unit of resource i.

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Dual Price Each dual price is associated with a constraint. It is the amount of improvement in the objective function value that is caused by a one-unit increase in the RHS of the constraint. It is also called Shadow Price.

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More on Dual Price: A dual price can be negative, which shows a negative ( or worse off) contribution to the objective function value by an additional unit of RHS increase of the constraint.

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Primal and Dual in LP Each linear program has another associated with it. They are called a pair of primal and dual. Primal and dual have equal optimal objective function values. The solution of the dual is the dual prices of the primal, and vice versa.

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