Learning Results
The course concentrates on mathematical programming modeling and solving, addressing decision support
techniques. It includes an introductory approach to decision theory and to linear programming, involving the
mathematical modeling of problems within management. Besides the theoretical underlying contents, appropriate
software (Microsoft Excel e WINQSB) will also be introduced in order to solve large scale problems.
A number of problems within management science will be studied during the course. These problems are used for
bringing motivation for studying mathematical modeling from both technical and resolution stand points. With this
goal, we will give strong attention to the discussion of solutions using sensitivity and parametric analysis. We are
intended to link the use of quantitative analytic techniques with the decision making process, from both
probabilistic and deterministic perspectives.
Program
1 – Introduction to mathematical modeling
2 – Decision Analysis
2.1 – Decision making process with and without experimentation
2.2 – Decision trees
2.3 – Sensitivity analysis using decision trees
2.4 – Utility theory
2.5 – Decision analysis applications
3 – Linear Programming
3.1 – Properties and resolution of a linear model
3.2 – Dual Model. Primal/Dual Properties
3.3 – Sensitivity analysis and parametric analysis
3.4 – Economic interpretation of solutions
3.5 – Software for solving linear formulations
4. – Linear programming applications
4.1 – Transportation, assignment and projects’ selection (divisible) problems
5. – Integer programming
5.1 – Definitions and interpretation of integer variables. Properties
5.2 – Some modeling techniques resorting to integer variables
5.3 – Software for solving integer linear programs
5.4 – Integer programming applications
Internship(s)
NAO
Bibliography
– J.J. Júdice, P.C. Martins, M.M.B. Pascoal e J.P. Santos, Programação Linear, Departamento de Matemática da
Universidade de Coimbra, 2006.
– M. Ramalhete, J. Guerreiro e A. Magalhães, Programação Linear – Volume I, McGraw Hill, 1984.
– M. Ramalhete, J. Guerreiro e A. Magalhães, Programação Linear – Volume II, McGraw Hill, 1985.
– F.S. Hillier and G.J. Lieberman, Introdução à Pesquisa Operativa, McGraw Hill, 2006.
– R. Bronson e G. Naadimuthu, Investigação Operacional, 2ª edição, McGraw Hill, 2000.
– Elementos de apoio pedagógico elaborados pelo docente da disciplina.