Cursos / 1º Ciclo / / Faculty of Economy and Business Management :: Business Management
INVESTIGAÇÃO OPERACIONAL - 2017/2018
2º curricular year
Semestralidade: 2nd semester
ECTS: 6
Teachers
Leading Teacher: Prof. Doutora Maria José Faria
Assistant Professor: Prof. Doutora Maria José Faria
Class type and School hours
Orientação Tutorial : 1 Horas
Teórico-prática : 2 Horas
Teaching Language
Portuguese
Main Aims/Objectives
It is intended to:
a) Bringing to attention the importance of operations research across different areas;
b) Promoting the development of the skill of translating into a mathematical language problems presented in a non-mathematical language;
c) Promoting the development of the skill of performing mathematical analysis of problems in the areas of economy and management, with the aim of obtaining the best solutions.
Specific Aims/Objectives
It is intended that the students understand and know how to apply the methods of linear programming to solve optimization problems in management.
Skills to be acquired
By the end of the course the student should be capable of:
a) Identifying problems from different areas that are prone to being formulated, and indeed formulate them, in the mathematical language of linear programming;
b) Performing sensitivity analysis and reoptimization, using matrix methods and duality;
c) Identifying transportation and assignment problems, choosing adequate procedures to solve them.
Teaching Procedures
The contents are presented following an expository methodology. When appropriate, texts are made available that further develop the subjects. The student is presented with problems that he or she must solve, being assisted during the tutorials.
Programme
1. Introduction to Operations Research (OR)
1.1 Mathematical modelling and optimization
1.2 Methodology of OR
2. Introduction to Linear Programming (LP)
2.1 Typical examples
2.2 Mathematical Formulation of LP problems
2.3 Graphical representation and solution of LP problems
2.4 Particular cases
2.5 Additional examples
3. The simplex method
3.1 Standard form of LP problems
3.2 Fundamentals of the simplex method
3.3 The primal simplex algorithm
3.4 Geometrical interpretation
3.5 Resource classification
3.6 Artificial initial solution: two-phase method
3.7 Special cases
4. Duality
4.1 The dual problem
4.2 Primal-dual relations
4.3 Economical interpretation of the dual problem
5. Sensitivity analysis
6. Transportation models and their variants
6.1 The transportation problem
6.2 Properties
6.3 Simplex method for the transportation problem
6.4 The assignment problem
Evaluation Type
The continuous assessment comprises two written examinations with the duration of about one hour each. The first one covers the first half of the course contents and takes place approximately half way through the semester and the second one covers the second half of the course contents and takes place towards the end of the semester.
Teaching Resources
The didactic resources that should be available to the students are the books in the course bibliography and room for study, individually and in small groups.
Sustainability Objectives
Keywords
Operations Research
Operational Research
Linear programming
Mathematical Programming
Main Bibliography
Author | Hill, Manuela |
---|---|
Title | Investigação Operacional - Vol. 1 |
Edition | 3.ª ed. |
Place | Lisboa |
Editor | Sílabo |
Year | 2015 |
Author | Hillier, Frederick; Lieberman, Gerald |
Title | Introdução à Pesquisa Operacional |
Edition | 9.ª ed. |
Place | Lisboa |
Editor | McGraw-Hill |
Year | 2012 |
Author | Vanderbei, Robert J. |
Title | Linear Programming: Foundations and Extensions |
Edition | 4. ed. |
Place | New York |
Editor | Springer |
Year | 2014 |
Complementary Bibliography
Author | Bazaraa, Mokhtar; Jarvis, John; Sherali, Hanif |
---|---|
Title | Linear Programming and Network Flows |
Edition | 4.ª ed. |
Place | New York |
Editor | John Wiley |
Year | 2010 |
Author | Rardin, Ronald L. |
Title | Optimization in Operations Research |
Edition | 2.ª ed. |
Place | Harlow, United Kingdom |
Editor | Pearson |
Year | 2016 |