Complementos de Investigação Operacional

Objectives

The learning objectives or outcomes consist of: (1) the correct understanding of the context, and how to identifying and constructing an operations research problem; (2) the development of the most suitable models to solve the problem; (3) applying the appropriate software for the model resolution; and (4) writing a report for presenting the description of the problem, the model it- self, the chosen FIO solving technique, and provindig robust conclusions to support the decision making process.

Syllabus

1. General introduction 2. Modeling 3. Linear programming extensions 4. Mixed integer linear programming 4.1. Modeling non-linear situations 4.2. The “Branch-and-Bound” method 4.3. The Gomory cutting plane method 4.4. The Branch-and-Cut method 4.5. Dynamic programming for specific problems 5. Combinatorial optimization 5.1. Modeling classical problems 5.2. Specific resolution methods 6. Network optimization 6.1. Minimum cost network flow problem 6.2. Particular cases 6.2.1. Shortest paths problems 6.2.2. Maximum flow problem 6.2.3. Circulation problem 6.2.4. Transportation problem 6.2.5. Assignment problem 6.3. Other network optimization problems 7. Multi- objective optimization 7.1. Multi-objective linear programming 7.2. The bi- objective network flow problem 7.3. Combinatorial analysis with multiple objectives 7.4. Additional topics 8. Metaheuristics 8.1. Concepts 8.2. The construction of a metaheuristic 8.3. Simulated annealing 8.4. Tabu search 8.5. Evolutionary computation

Prerequisites

Fundamentals of Operations Research.

Cross Competence Component

Grade assessment: 10% - Critical and innovative thinking (eg creativity, strategic thinking, approaches to problem solving); - Interpersonal Skills (eg oral presentations, communication and organizational skills, teamwork, etc.).

Laboratorial Component

2 weekly sessions of 1.5h each in TP (Theoretical-Practical Teaching), with a total 45hs. In addition to these, students will have 168h (6 ECTS) -42h = 126h in other (O) working hours, without contact with the teacher. These are hours of autonomous work for exam preparation study and project completion. In this component we mainly use Cplex Software and interface with Excel data sets.

Programming And Computing Component

Cplex programming language and other languages that maybe used as the interface with Cplex and data sets in Excel formats or other.

Ethical Principles

All members of a group are responsible for the group's work. In any assessment, every student shall honestly disclose any help received and sources used. In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.