# Operational Research (Engineering Courses)

10361

### Department

Departamento de Matemática

6.0

### Teacher in charge

Ruy Araújo da Costa

4

Português

### Objectives

In this course Engineering students are introduced to the first concepts of Operations Research. The course will introduce students to the following O.R. subjects: Linear Programming, Project Management, Decision Theory and Simulation.

### Prerequisites

Students should have strong knowledge of Probability Theory and matricial calculus.

### Subject matter

1.

Introduction to Linear Programming
 1.1. Linear Programming Formulations 1.2. The Simplex method 1.3. The Revised Simplex method 1.4. Duality
1.5.   Sensitivity Analysis
2.
Project Management
 2.1. Critical Path Method 2.2. Construction of the Time Chart and Resource Leveling 2.3. Reduction of the project duration 2.4. PERT technique

3.
Decision Theory
 5.1. Decisions under risk and under uncertainty 5.2. Utility. Introduction to the multicriteria decision 5.3. Decision Trees

4.
Simulation
 4.1. Generating random numbers: mixed congruential method, inverse transformation, acceptance-rejection method 4.2. Duration of the simulation/Results precision 4.3. Applications: project management, inventory management, Markov chains, models of visual simulation, introduction to the simulation of queuing systems

### Bibliography

 1 Investigação Operacional (1996), Valadares Tavares et al - Mc Graw Hill 2 Operations Research - An Introduction(1992 - 5ª Ed.) Taha - Prentice Hall 3 Introduction to Operations Research (1990 - 5ªEd.), Hillier, Lieberman - Mc Graw 4 Programação Linear (Vol. 1) (1984), Ramalhete et al - Mc Graw Hill 5 "Elementos de apoio às aulas de Investigação Operacional (B)", "Enunciados de Exercícios de Investigação Operacional (B)", Ruy A. Costa

### Teaching method

Basic concepts will be introduced in lectures ("aulas teóricas") and problems will be solved in problem solving classes ("Aulas práticas").

Moodle e-learning platform will be used to carry out weekly learning activities.

### Evaluation method

For full details please access the pdf file in Documentação de Apoio > Outros
For further information, you should contact Prof. Ruy Costa, ryac@fct.unl.pt .

Students should attend at least 2/3 of the practical lessons.There are 2 Tests during the semester and one Exam afterwards.