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Pesquisa Operacional usando GLPK

Pesquisa Operacional usando GLPK

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Published by Fabricio Barros

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Published by: Fabricio Barros on Jun 15, 2012
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01/08/2013

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ORMS1020
Operations Research
with GNU Linear Programming Kit
Tommi Sottinen
August 27, 2009
 
Contents
1.1 What is Operations Research. . . . . . . . . . . . . . . . . . . 61.2 History of Operations Research*. . . . . . . . . . . . . . . . . 81.3 Phases of Operations Research Study. . . . . . . . . . . . . . . 10
2.1 Example towards Linear Programming. . . . . . . . . . . . . . 132.2 Solving Linear Programs Graphically. . . . . . . . . . . . . . . 15
with GNU MathProg. . . . . . . . . . . . . . . . 243.4 Advanced MathProg and
*. . . . . . . . . . . . . . . . . 32
4.1 Matrix Algebra. . . . . . . . . . . . . . . . . . . . . . . . . . . 404.2 Solving Linear Systems. . . . . . . . . . . . . . . . . . . . . . . 484.3 Matrices as Linear Functions*. . . . . . . . . . . . . . . . . . . 50
5.1 Form of Linear Program. . . . . . . . . . . . . . . . . . . . . . 555.2 Location of Linear Programs’ Optima. . . . . . . . . . . . . . 615.3 Karush–Kuhn–Tucker Conditions*. . . . . . . . . . . . . . . . 645.4 Proofs*. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
 
CONTENTS
6.1 Towards Simplex Algorithm. . . . . . . . . . . . . . . . . . . . 686.2 Simplex Algorithm. . . . . . . . . . . . . . . . . . . . . . . . . 75
7.1 Big M Algorithm. . . . . . . . . . . . . . . . . . . . . . . . . . 877.2 Simplex Algorithm with Non-Unique Optima. . . . . . . . . . 947.3 Simplex/Big M Checklist. . . . . . . . . . . . . . . . . . . . . 102
8.1 Sensitivity Analysis. . . . . . . . . . . . . . . . . . . . . . . . . 1038.2 Dual Problem. . . . . . . . . . . . . . . . . . . . . . . . . . . . 1218.3 Primal and Dual Sensitivity. . . . . . . . . . . . . . . . . . . . 136
10.1 Transportation Algorithm. . . . . . . . . . . . . . . . . . . . . 16810.2 Assignment Problem. . . . . . . . . . . . . . . . . . . . . . . . 17910.3 Transshipment Problem. . . . . . . . . . . . . . . . . . . . . . 184
11.1 Integer Programming Terminology. . . . . . . . . . . . . . . . 19111.2 Branch-And-Bound Method. . . . . . . . . . . . . . . . . . . . 19211.3 Solving Integer Programs with GNU Linear Programming Kit. 199

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