ADVANCED POWER

SYSTEM OPTIMIZATION
(ELL776)

-DR YASHASVI BANSAL

ASSISTANT PROFESSOR
DEPARTMENT OF ELECTRICAL ENGINEERING
IIT DELHI-110016

© Dr Yashasvi Bansal, IIT Delhi, 2025

 UNIT 2:
LINEAR PROGRAMMING

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DUALITY

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 DUAL PROBLEM 4

• The dual problem is defined systematically from the primal (or original) LP model.
• The optimal solution of one problem automatically provides the optimal solution to the other.
How the dual is constructed from the (equation form) primal?

1. A dual variable is assigned to each primal (equation) constraint and a dual constraint is assigned to each primal variable.

2. The right-hand sides of the primal constraints provide the coefficients of the dual objective function.

3. The dual constraint corresponding to a primal variable is constructed by transposing the primal variable column into a row
with (i) the primal objective coefficient becoming the dual right-hand side and (ii) the remaining constraint coefficients
comprising the dual left-hand side coefficients.

4. The sense of optimization, direction of inequalities, and the signs of the variables in the dual are governed by the rules in
Table.

© Dr Yashasvi Bansal, IIT Delhi, 2025

 How is the dual constructed from the (equation form) primal? 5

EXAMPLE

Dual variable is
assigned to each
primal (equation)
constraint

The right-hand sides of the primal constraints provide the

coefficients of the dual objective function.

The dual constraint corresponding to a

primal variable is constructed by
transposing the primal variable column
into a row with
(i) the primal objective coefficient
becoming the dual right-hand side
(ii) the remaining constraint coefficients
comprising the dual left-hand side
coefficients.

© Dr Yashasvi Bansal, IIT Delhi, 2025

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PROBLEM
Write the dual problem for the following primal:

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PROBLEMS
Write the dual problem for the following primal:

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RULES FOR CONSTRUCTING DUAL PROBLEM

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DUALITY THEOREMS

• Theorem 1: The dual of the dual is the primal.

• Theorem 2: Any feasible solution of the primal gives an f value greater than or at least equal to the w
value obtained by any feasible solution of the dual.
• Theorem 3: If both primal and dual problems have feasible solutions, both have optimal solutions and
minimum f = maximum w.
• Theorem 4: If either the primal or the dual problem has an unbounded solution, the other problem is
infeasible.

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PRIMAL DUAL RELATIONSHIPS

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SCHEMATIC REPRESENTATION OF THE
STARTING AND GENERAL SIMPLEX TABLEAUS

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OPTIMAL DUAL SOLUTION

Method 1

Method 2

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EXAMPLE

• Write primal
• Write dual
• Obtain optimal tableau of primal
Optimal Tableau of Primal

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METHOD-1

Starting primal basic variables x4 R

z-equation coefficients
Original objective coefficient
Dual variables
Optimal dual values
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METHOD-2

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RELATIONSHIP BETWEEN INVERSE MATRIX

AND BASIC MATRIX

Inverted basic matrix => inverse in the optimum tableau.

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RELATIONSHIP BETWEEN PRIMAL AND

DUAL OBJECTIVE VALUES

For any pair of feasible primal and dual solutions,

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SIMPLEX TABLEAU COMPUTATIONS

• Formula 1: Constraint column computations

• Formula 2: Objective z-row computations.

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ECONOMIC INTERPRETATIONS
OF DUALITY

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ECONOMIC INTERPRETATIONS OF
DUALITY
LP problem can be viewed as a resource allocation model that seeks to maximize
revenue under limited resources.
Write dual

Primal problem has n economic activities and m resources. The coefficient cj in the primal represents the revenue
per unit of activity j and resource i with availability bi is consumed at the rate aij units per unit of activity j

© Dr Yashasvi Bansal, IIT Delhi, 2025

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ECONOMIC INTERPRETATION OF DUAL

VARIABLES
For any two primal and dual feasible solutions, the values of the objective functions, when finite,
must satisfy the following inequality:

In terms of the resource allocation model, z represents $ revenue, and b i represents available
units of resource i. Thus, dimensionally, z = w (at optimum) implies

This means that the dual variable, yi, represents the worth per unit or dual (or shadow) price of
resource i.
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EXAMPLE
• Write dual of the following primal

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 ECONOMIC INTERPRETATION OF DUAL
23

CONSTRAINTS

(reduced cost of activity j)

revenue per unit of activity j is in dollars per

(imputed cost of all the unit.
resources needed to
produce one unit of
activity j) Dual variable yi represents as the imputed cost per unit of resource i

The maximization optimality condition says that it is economically advantageous to increase the level of an
activity if its unit revenue exceeds its unit imputed cost.
© Dr Yashasvi Bansal, IIT Delhi, 2025
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EXAMPLE
• Write dual of the following primal

Toy trains becomes attractive economically only if its unit imputed cost is strictly less than its unit
revenue.
Achieve this:
• By increasing the unit price.
• By decreasing the imputed cost of the consumed resources

© Dr Yashasvi Bansal, IIT Delhi, 2025