Linear and Integer Programming

Basic information

Workload: 

60 hours

Prerequisite: 

Numerical Linear Algebra

Syllabus: 

Origins and fundamentals and modeling of Operational Research problems. Linear Programming. Simplex method. Duality. Dual and primal-dual simplex method. Sensitivity analysis. Transport problem and applications. Introduction to integer programming. Modeling problems for optimization in different contexts including administration, production, logistics, environment, resource allocation, etc.

Teaching Plan

Bibliography

Mandatory: 

•    TAHA, Hamdy A; Operational Research; 8th. Edition; São Paulo; Pearson Prentice Hall, 2008, 359p.
•    Hillier, F.S; Lieberman, G. Introduction to Operations Research. Bookman, 2013.
•    Emerson Colin. "Operations Research: 170 applications in strategy, finance, logistics, production, marketing and sales" LTC.

Complementary: 

•    Wayne L. Winston; Operations Research, Applications and Algorithms.
•    ARENALES, Marcos; ARMENTANO, Vinicius; MORABITO, Reinaldo; YANASSE, Horácio; Operations Research for Engineering Courses; Rio de Janeiro: Editora Campus (Elsevier), 2008. 526p.
•    Ackoff, Russell Lincoln. Fundamentals of Operations Research.
•    Bertsimas D., Tsitsiklis J.N., Introduction to Linear Optimization, Dynamic Ideas, Athena Scientific, 1997.
•    Weintraub, A., Romero, C., Bjørndal, T., Epstein, R. (Eds.), “Handbook of Operations Research in Natural Resources” Springer