Linear and Integer Programming

Basic information


60 hours


Numerical Linear Algebra


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



•    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.


•    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