MATHEMATICS HONOURS
Semester – 6
DSE – 3
(linear Programming & Game Theory)
Lecture Note – 7
By
Dr. Nanigopal Mandal
Department of Mathematics
Ramakrishna Mission Residential College
(Autonomous)
Narendrapur, Kolkata – 700103
1
DUALITY THEOREMS
In this section, we consider a few theorems on duality which help us to find the relations
between the solutions of the primal-dual problems.
Theorem – 1: (Weak Duality Theorem)
Theorem – 2:
2
Theorem – 3: (Basic Duality Theorem)
3
Theorem – 4: (Fundamental Theorem of Duality)
Proof: Condition Necessary
Let a feasible solution 𝑥̅0 (𝑣̅0 ) be an optimum solution to the primal (dual) problem. Then, it
follows from Theorem – 3 that there exists a feasible solution 𝑣̅0 (𝑥̅0 ) to the dual (primal)
problem such that 𝑐̅𝑥̅0 = 𝑏̅ 𝑇 𝑣̅0 .
This proves the necessary condition.
Condition Sufficient: The proof follows from Theorem – 2.
Remark: The Theorem – 4 is commonly known as duality theorem. It is the most important
result in mathematical programming.
In a slightly different form, it can be restated in the following manner:
A feasible solution 𝑥̅0 to the primal problem is optimal if and only if there exists a feasible
solution 𝑣̅0 to the dual problem such that 𝑐̅𝑥̅0 = 𝑏̅ 𝑇 𝑣̅0 .
Theorem – 5: (Existence Theorem – 1)
There exists a bounded (finite) optimal solution to a LPP if and only if there exists a feasible
solution to both primal and its dual.
4
Theorem – 6: (Existence Theorem – 2)
Theorem – 7: (Existence Theorem – 1)
Theorem – 8: (Complementary slackness)
5
6
DUALITY AND SIMPLEX METHOD
7
Example – 1: Use duality to solve the following LPP:
8
9
Example – 2: Use duality to solve the following LPP:
10
Example – 1: Find the optimal solution of the following LPP using duality:
11
Example – 2: Find the optimal solution of the following LPP using duality:
12
Example – 3: Find the optimal solution of the following LPP using duality:
13
End of Lecture – 7
14
