Dual Problem
1. **State the problem:**
We want to derive the dual problem of the given primal linear program:
$$\min \{-x_1 + 2x_2 - 38x_3\}$$
subject to
$$3x_1 - 4x_2 + 5x_3 \leq -6$$
$$-7x_1 + 8x_2 - 9x_3 \geq 10$$
$$11x_1 - 12x_2 + 13x_3 = 14$$
with variable constraints:
$$x_1 \geq 0, \quad x_2 \leq 0, \quad x_3 \text{ free}$$
2. **Recall the dual formulation rules:**
- Each primal constraint corresponds to a dual variable.
- Inequality constraints \(\leq\) correspond to dual variables \(\geq 0\).
- Inequality constraints \(\geq\) correspond to dual variables \(\leq 0\).
- Equality constraints correspond to free dual variables.
- Primal variables with sign restrictions affect the dual constraints:
- If primal variable \(x_j \geq 0\), dual constraint \(\leq\).
- If primal variable \(x_j \leq 0\), dual constraint \(\geq\).
- If primal variable free, dual constraint equality.
3. **Assign dual variables:**
Let dual variables be \(y_1, y_2, y_3\) corresponding to the three constraints in order.
- Since first constraint is \(\leq\), \(y_1 \geq 0\).
- Second constraint is \(\geq\), so \(y_2 \leq 0\).
- Third constraint is equality, so \(y_3\) is free.
4. **Form the dual objective:**
Primal RHS vector is \([-6, 10, 14]^T\), so dual objective is:
$$\max \{-6y_1 + 10y_2 + 14y_3\}$$
5. **Form dual constraints:**
The coefficient matrix \(A\) is:
$$\begin{bmatrix}3 & -4 & 5 \\ -7 & 8 & -9 \\ 11 & -12 & 13\end{bmatrix}$$
Dual constraints come from:
$$A^T y \leq c$$
where \(c = [-1, 2, -38]^T\) is the primal objective coefficients.
But the inequalities depend on primal variable signs:
- For \(x_1 \geq 0\), dual constraint is \(\leq\):
$$3y_1 -7y_2 + 11y_3 \leq -1$$
- For \(x_2 \leq 0\), dual constraint is \(\geq\):
$$-4y_1 + 8y_2 - 12y_3 \geq 2$$
- For \(x_3\) free, dual constraint is equality:
$$5y_1 - 9y_2 + 13y_3 = -38$$
6. **Summary of dual problem:**
$$\max \{-6y_1 + 10y_2 + 14y_3\}$$
subject to
$$3y_1 -7y_2 + 11y_3 \leq -1$$
$$-4y_1 + 8y_2 - 12y_3 \geq 2$$
$$5y_1 - 9y_2 + 13y_3 = -38$$
with
$$y_1 \geq 0, \quad y_2 \leq 0, \quad y_3 \text{ free}$$
7. **Answer to multiple choice:**
The dual has 3 variables \(y_1, y_2, y_3\) with:
- \(y_1 \geq 0\) (non-negative)
- \(y_2 \leq 0\) (non-positive, but not non-negative)
- \(y_3\) free
So the dual has 3 variables, 1 of them free.
**Final answer:** The dual problem has 3 variables, 1 of them is free.