Introduction to Operational Research
Code
3107
Academic unit
Faculdade de Ciências e Tecnologia
Department
Departamento de Matemática
Credits
6.0
Teacher in charge
Ana Luísa da Graça Batista Custódio
Weekly hours
5
Teaching language
Português
Objectives
Introduction to the scientific area of Operations Research, both in its components of modelling and optimization.
These two components will be approached under different Operations Research thematics, namely Inventory Control, Project Management, Decision Theory, Markov Chains and Simulation.
Since this is an introductory course, some of the subjects will be (or could be, as a student option) detailed in further courses of the curricular plan.
Prerequisites
Students should have basic knowledge of Calculus, Linear Algebra, Probabilities and Statistics. Some knowledge of a programming language, even if not mandatory, will be useful.
Subject matter
1 - Inventory Control (basic deterministic models; extensions of the basic deterministic models).
2 - Project Management (Critical Path Method; Gantt Diagram; Reducing the duration of a project; PERT technique).
3 - Decision Making (Decision under uncertainty and risk; Utility. Introduction to multicriteria decision making; Sequential decisions).
4- Markov Chains in Discrete Time (Definition; Transition probabilities; Decomposition of an homogeneous chain; Limit theorems).
5 - Simulation (Generating of pseudo-random numbers; Applications).
Bibliography
1. "Elementos de apoio às aulas de Introdução à Investigação Operacional", "Enunciados de Exercícios de Introdução à Investigação Operacional", Ruy A. Costa
2. Investigação Operacional, Valadares Tavares et al, McGraw Hill
3 Investigação Operacional-Exercícios e Aplicações, Mourão et al, Verlag Dashofer
4. Introduction to Operations Research, Hillier e Lieberman, McGraw Hill
5. Operations Research - An Introduction, Taha, Prentice Hall
6. Operations Research- Applications and Algorithms, Winston, Brooks/Cole
7. Programação Linear (Vol. 1), Ramalhete et al, McGraw Hill
Teaching method
Classes take place in a computer room, allowing students to acquire and immediately apply knowledge, using informatics when required.
Theoretical notes and a set of exercises are provided to students.
Any questions or doubts will be addressed during the classes, during the weekly sessions specially programmed to attend students or in individual sessions previously scheduled between professor and students.
Students are regularly evaluated, during semester.
Evaluation method
Please contact the responsible, Professor Ana Luísa Custódio (alcustodio@fct.unl.pt).