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Duality And Sensitivity Essay

Decent Essays

6 Duality and Sensitivity
The optimal solution for a linear programming problem can be calculated by utilizing the simplex method. Yet, we may still ponder on whether we have truly discovered the optimal solution of our linear model. Furthermore, we could be concerned on what to do with the surplus of resources at our hands. In addition, the parameters that we utilized to formulate our model may not reflect the actual parameters. Those values may have been simply estimates that would guide us in identify a best possible outcome. Therefore, we are required to conduct further analysis and determine if indeed we have achieved optimization. In linear programming, analyzing the concept of duality and sensitivity is extremely useful. It gives us reassurance that our optimal solution would be feasible in reality. If it was not the best solution, we can now focus on how to reach the optimal solution and optimize our given objective.

The first issue that we may encounter is whether we utilized our surplus of resources wisely as we optimize our objective function. All linear programming problems have an associated linear programming problem called the dual [4]. We call our main problem the primal and the associated problem the dual. Analyzing the relationship of the optimization of both problems will give us good insight in weather resources were utilized wisely. The dual problem can be formulated by alternating our primal problem. If the primal problem’s objective

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