LINEAR PROGRAMMING PROBLEM
Obtain the dual linear programming of the following linear programming;
Minimize Z = X1 + 2X2
Subject to the constraints:
(i) 2X1 + 4X2 ≤ 160
(ii) X1 – X2 ≤ 30
(iii) X1 ≥ 10
(iv) X1, X2 ≥ 0
Solution
This is minimization type;
(i) Change all ≤ type by multiplying the constraints on both sides by -1
(ii) Write = type to 2-constraints to type ≥ and ≤, and
(iii) Linear programming problem is written as:
(a) -2X1 – 4X2 ≥ -160
(b) X1 – X2 ≥ 30
(c) X1 – X2 ≤ 30 or –X1 + X2 ≥ -30
(d) X1 ≥ 10
(e) X1, X2 ≥ 0
Let y1, y2, y3, and y4 be dual variables corresponding to 4-constraints so that:
Minimize Zy = -160y1 + 30y2 – 30y3 + 10y4
Subject to constraints:
(i) -2y1 + y2 – y3 + y4 ≤ 1
(ii) -4y1 – y2 + y3 ≤ 0
(iii) y1, y2, y3 and y4 ≥ 0
Let A be the matrix of the linear programming, then;
-2 -4 -2 1 -1 1
A= 1 -1 AT = -4 -1 1 0
-1 1
1 0
Solving graphically,
Minimize Z = X1 + 2X2
Subject to the constraints:
2X1 + 4X2 ≤ 160
X1 – X2 ≤ 30
X1, X2 ≥ 0
In an attempt to make all inequalities equal, change positive signs to negative signs where it applies.
The above becomes;
-2X1 – 4X2 ≥ -160 ------------------------------------------ (a)
X1 – X2 ≥ 30 ---------------------------------------------- (b)
-X1 + X2 ≥ -30 ---------------------------------------------- (c)
X1 > 10 ----------------------------------------------(d)
Solving for equation (a);
-2X1 – 4X2 ≥ -160
To find X1, let X2 = 0
i.e -2X1 – 4X2 = -160
-2X1 – 0 = -160
-2X1 = -160
−160
X1 =
−2
X1 = 80
To find X2, let X1 = 0
-2X1 – 4X2 = -160
0 – 4X2 = -160
-4X2 = -160
−160
X2 =
−4
X2 = 40
Solving for equation (b);
X1 – X2 = 30
To find X1, Let X2 = 0
X1 – X2 = 30
X1 – 0 = 30
X1 = 30
To find X2, Let X1 = 0
X1 – X2 = 30
0 – X2 = 30
X2 = 30
Solving for equation (c):
-X1 + X2 = -30
To find X1, Let X2 = 0
-X1 + X2 = -30
-X1 + 0 = -30
-X1 = -30
X1 = 30
To find X2, let X1 = 0
-X1 + X2 = -30
0 + X2 = -30
X2 = -30
Solving for equation (d);
X1 = 10
i.e X1 = 10
No value for X2
Equation X1 X2
(a)
-2X1 - 4X2 = -160 80 40
(b)
X1 – X2 = 30 30 -30
NOTE:
(i) Plot the data from the table on a graph, by picking the suitable scale.
(ii) (C)
Plot X on the
1
-X1 + X2 = -30 30 -30
horizontal axis
and X2 on the
(d) vertical axis
X1 = 30 10 0
Consider circuit ABCD with equation Z = X1 + 2X2 (Minimize)
X1 X2
A
10 0
B
30 0
C
46.7 16.7
D
10 35
At A, point (10, 0), we have the minimal value.