| Center |
| Faculty of Mathematics |
| Departament |
| Statistics and Operational Research |
| Lecturers in charge |
| Sin datos cargados |
| Met. Docent |
| In the theoretical classes the teacher will introduce the concepts and methods of Linear Programming, with examples and exercises to be solved by the students. In the practical classes, the students will model linear problems, solve them with a commercial code and interpret the results. |
| Met. Avaluació |
| In a written final test the students will be asked to solve problems and questions related to the theoretical part of the subject and answer some questions related to the practical part. Attending practical sessions and presenting the work set in them will be taken into account in the marking. |
| Bibliografia |
| - Bazaraa, M., Jarvis, J. y Sherali, H.: Linear Programming and Network Flows, 1990, Wiley (2nd edition). - Vanderbei, R.J.: Linear Programming. Foundations and Extensions, 2001, Kluwer (Second edition). - Winston, W.L.: Introduction to Mathematical Programming: Applications and Algorithms, 1995, Duxbury Press (Second edition). - Schrage, L.: Optimization Modelling with LINDO (1997). Duxbury Press. (5ªedición) - Williams, H.: Model Building in Mathematical Programming. Wiley 1990. |
| Continguts |
| Theory 1. An introduction to Operations Research. The Linear Programming Model 2. Convex sets 3. Polyhedra. Extreme points and extreme directions 4. The Simplex Method. Basic Simplex Algorithm 5. Initial solution and Convergence 6. Duality Theory 7. Dual Simplex Algorithm 8. Sensitivity Analysis Practicals 1. Graphical resolution of models in R2 2. Modelling linear problems 3. Resolution of problems with commercial codes 4. Interpretation of results |
| Objetius |
| - To introduce the field of Operations Research and, in particular, the area of Mathematical Programming. - To introduce the Linear Programming model, its mathematical foundations and the basic tools for solving problems and interpreting results: Simplex Algorithm, Duality, Post-optimal Analysis. - The aim of the practicals is that students get used to modelling linear problems, solving them by using a commercial code and interpreting the results. |
| URL de Fitxa |