Professional Documents
Culture Documents
3LODU7RUPRV-XDQ
$QWRQLR/RYD5XL]
GHODSUHVHQWHHGLFLyQ(GLWRULDO8QLYHUVLWDW3ROLWqFQLFDGH9DOqQFLD
'LVWULEXFLyQ7HOIZZZODOLEUHULDXSYHV5HIBBB
,PSULPH %\SULQW3HUFRPVO
'HSyVLWR/HJDO9
,6%1
4XHGDSURKLELGDODUHSURGXFFLyQODGLVWULEXFLyQODFRPHUFLDOL]DFLyQODWUDQVIRUPDFLyQ
\HQJHQHUDOFXDOTXLHURWUDIRUPDGHH[SORWDFLyQSRUFXDOTXLHUSURFHGLPLHQWRGHOD
WRWDOLGDGRGHFXDOTXLHUSDUWHGHHVWDREUDVLQDXWRUL]DFLyQH[SUHVD\SRUHVFULWRGHORV
DXWRUHV
,PSUHVRHQ(VSDxD
Ë1',&(
5(62/8&,Ï1'(02'(/26&21(/62)7:$5('(
237,0,=$&,Ï1/,1*2
%,%/,2*5$)Ë$
(-(5&,&,2635238(6726
&$62635È&7,&26
ÍNDICE
,17(535(7$&,Ï1(&21Ï0,&$'(/$69$5,$%/(6'8$/(6
(1(/Ï37,02
$/*25,7026,03/(;'8$/
$1È/,6,63267Ï37,02
$1È/,6,6'(6(16,%,/,'$'
5.6.1 ANÁLISIS DE SENSIBILIDAD DE COEFICIENTES DE LA
FUNCIÓN OBJETIVO
5.6.2 ANÁLISIS DE SENSIBILIDAD DE SEGUNDOS MIEMBROS DE
LAS RESTRICCIONES
5.6.3 INTRODUCCIÓN DE UNA NUEVA VARIABLE
352*5$0$&,Ï13$5$0e75,&$
5.7.1 PROGRAMACIÓN PARAMÉTRICA DE COEFICIENTES EN LA
FUNCIÓN OBJETIVO
5.7.2 PROGRAMACIÓN PARAMÉTRICA DEL SEGUNDO MIEMBRO
DE LAS RESTRICCIONES..............................................................
%,%/,2*5$)Ë$
&$62635È&7,&26
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
&$3Ë78/2
INTRODUCCIÓN A LA
INVESTIGACIÓN OPERATIVA
$1(;2$17(&('(17(6'(/$,19(67,*$&,Ï123(5$7,9$
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
/$720$'('(&,6,21(6
/D WRPD GH GHFLVLRQHV HVWUDWpJLFDV HV OD SULQFLSDO UHVSRQVDELOLGDG GHO JHUHQWH
GHXQDHPSUHVD(OSURFHVRGHWRPDGHGHFLVLRQHVJHQHUDOPHQWHHPSLH]DFXDQ
GRVHGHWHFWDXQSUREOHPD&RQRFLGRHOSUREOHPDHOJHUHQWHRHOUHVSRQVDEOHHQ
OD WRPD GH GHFLVLRQHV GHEH SURFHGHU D GHILQLUOR GH PDQHUD FODUD \ IRUPXODU HO
REMHWLYR VHJXLGDPHQWH LGHQWLILFD ODV UHVWULFFLRQHV HYDO~D ODV DOWHUQDWLYDV \ VHJX
UDPHQWHHOPHMRUFXUVRGHDFFLyQTXHOROOHYDUiDODVROXFLyQySWLPD
(O SURFHVR GH WRPD GH GHFLVLRQHV VH SXHGH KDFHU GH PDQHUD FXDOLWDWLYD R
FXDQWLWDWLYD 6L VH KDFH EDMR HO HQIRTXH FXDOLWDWLYR HO JHUHQWH HVWi FRQILDQGR HQ VX
MXLFLRSHUVRQDORHQVXH[SHULHQFLDSDVDGDHQVLWXDFLRQHVVLPLODUHV6LVHKDFHEDMRHO
HQIRTXH FXDQWLWDWLYR QR QHFHVDULDPHQWH GHEH WHQHU H[SHULHQFLD HQ FDVRV VLPLODUHV
SHURVLGHEHKDFHUXQDQiOLVLVH[KDXVWLYRHVSHFLDOPHQWHVLODGHFLVLyQLQYROXFUDXQD
JUDQ FDQWLGDG GH GLQHUR XQ FRQMXQWR GH YDULDEOHV PX\ JUDQGH R VH WUDWD GH XQ SUR
EOHPDDOWDPHQWHUHSHWLWLYRHQFX\RFDVRHOGHVDUUROORGHXQSURFHGLPLHQWRFXDQWLWD
WLYRDKRUUDUiWLHPSRYDOLRVRDOJHUHQWH
/DKDELOLGDGSDUDUHVROYHUSUREOHPDVPHGLDQWHHODQiOLVLVFXDQWLWDWLYRHVSURSLRGH
FDGDJHUHQWHSHURSXHGHDGTXLULUVHRDXPHQWDUVHFRQODH[SHULHQFLD(VWDKDELOLGDG
SXHGH DGTXLULUVH PHGLDQWH HO HVWXGLR GH ODV KHUUDPLHQWDV PDWHPiWLFDV TXH RIUHFH OD
,QYHVWLJDFLyQ 2SHUDWLYD \ TXH SHUPLWHQ PD[LPL]DU OD HIHFWLYLGDG HQ OD WRPD GH GHFL
VLRQHV\DTXHSHUPLWHQFRPSDUDU\FRPELQDULQIRUPDFLyQFXDOLWDWLYD\FXDQWLWDWLYD
5(6(f$+,67Ï5,&$'(/$,19(67,*$&,Ï123(5$7,9$
+DFHU XQ XVR ySWLPR GH ORV UHFXUVRV GLVSRQLEOHV HV XQ SUREOHPD WDQ DQWLJXR
FRPR OD KXPDQLGDG 6LQ HPEDUJR HO LQLFLR UHDO GH OD ,QYHVWLJDFLyQ 2SHUDWLYD VH
UHPRQWDDODpSRFDGHOD6HJXQGD*XHUUD0XQGLDOHQGRQGHVXUJLyODQHFHVLGDG
XUJHQWHGHDVLJQDUUHFXUVRVHVFDVRVDODVGLIHUHQWHVRSHUDFLRQHVPLOLWDUHV\DODV
DFWLYLGDGHVGHQWURGHFDGDRSHUDFLyQHQODIRUPDPiVHIHFWLYD3RUHVWHPRWLYR
ODV DGPLQLVWUDFLRQHV PLOLWDUHV DPHULFDQD H LQJOHVD KLFLHURQ XQ OODPDPLHQWR D XQ
JUDQQ~PHURGHFLHQWtILFRVSDUDTXHDSOLFDUDQHOPpWRGRFLHQWtILFRDORVSUREOHPDV
HVWUDWpJLFRV\WiFWLFRVTXHWHQtDQSODQWHDGRV$GLFKRVFLHQWtILFRVVHOHVSLGLyTXH
KLFLHUDQ LQYHVWLJDFLRQHV VREUH ODV RSHUDFLRQHV PLOLWDUHV (O HVIXHU]R GH HVWH
HTXLSRGHFLHQWtILFRVTXHIXHURQHOSULPHUHTXLSRGH,QYHVWLJDFLyQ2SHUDWLYDORJUy
HOp[LWRGHPXFKDVDFFLRQHVEpOLFDV
(OLQLFLRIRUPDOGHOD,QYHVWLJDFLyQ2SHUDWLYDWXYROXJDUHQ,QJODWHUUDDILQDOHVGH
FXDQGR OD HVWDFLyQ GH LQYHVWLJDFLyQ GH %DZGVH\ EDMR OD GLUHFFLyQ GH $
5RZHIXHHQFDUJDGDGHOGHVDUUROORGHSROtWLFDVySWLPDVSDUDHOQXHYRVLVWHPDGH
GHWHFFLyQPLOLWDUOODPDGRUDGDU3RFRGHVSXpVVHSUHVHQWyXQHVWXGLRGHODVIDVHV
GH ODV RSHUDFLRQHV QRFWXUQDV HQ OR TXH VHUtD XQ PRGHOR SDUD ORV HVWXGLRV
SRVWHULRUHVGHOPLVPRWLSR
0iV WDUGH GHELGR D ODV H[WUHPDV QHFHVLGDGHV GH SHUVRQDO TXH VH SODQWHDURQ
GXUDQWHODJXHUUD\DODFRPSOHMLGDGGHORVQXHYRVVLVWHPDVGHGHIHQVD\DWDTXH
TXHVHLQWURGXMHURQSDUHFLyLQGLFDGRHOHPSOHRGHFLHQWtILFRVHQHOHVWXGLRJOREDO
GH ORV SUREOHPDV SODQWHDGRV /D ILQDOLGDG HUD FRQVHJXLU OD Pi[LPD HILFLHQFLD
SRVLEOH $Vt HQ $JRVWR GH HO ItVLFR 306 %ODFNHWW GH OD 8QLYHUVLGDG GH
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
0DQFKHVWHU IXH UHVSRQVDELOL]DGR GH IRUPDU XQ JUXSR GH WUDEDMR SDUD HVWXGLDU HO
VLVWHPDGHGHIHQVDDQWLDpUHDJREHUQDGRSRUUDGDU(VWHJUXSRHVWDEDFRQVWLWXLGR
SRUWUHVSVLFyORJRVGRVItVLFRVPDWHPiWLFRVXQDVWURItVLFRXQRILFLDOGHOHMpUFLWR
XQWRSyJUDIRXQItVLFR\GRVPDWHPiWLFRV)XHMRFRVDPHQWHGHQRPLQDGRHO³FLUFR
GH %ODFNHWW´ VLHQGR JHQHUDOPHQWH DGPLWLGR TXH HQ pO VH GDEDQ WRGDV ODV
FDUDFWHUtVWLFDVGHORVJUXSRVTXHWUDEDMDQHQ,QYHVWLJDFLyQ2SHUDWLYD
*UXSRGHWUDEDMRLQWHUGLVFLSOLQDU
(PSOHRGHPRGHORVPDWHPiWLFRV
3XQWRGHYLVWDGHDQiOLVLVGHVLVWHPDV
8QRGHORVSULPHURVHVIXHU]RVGHHVWHJUXSRIXHGLULJLGRDOHVWXGLRGHODWDTXH
DpUHR D ORV VXEPDULQRV /DV ERPEDV HVWDEDQ SURJUDPDGDV SDUD HVWDOODU D XQD
SURIXQGLGDG GH XQRV WUHLQWD PHWURV DUJXPHQWDQGR TXH DO GLYLVDU HO VXEPDULQR DO
ERPEDUGHURVHVXPHUJLUtD'DGRTXHGHVGHHOLQVWDQWHHQTXHIXHUDORFDOL]DGRHO
ERPEDUGHURKDVWDHOGHOODQ]DPLHQWRGHODERPEDWUDQVFXUULUtDQDSUR[LPDGDPHQWH
GRVPLQXWRVXQRVWUHLQWDPHWURVHUDDSUR[LPDGDPHQWHODSURIXQGLGDGDOFDQ]DGD
SRU HO VXEPDULQR HQ VX SUHFLSLWDGD LQPHUVLyQ 3HUR DXQTXH HO UD]RQDPLHQWR HUD
YiOLGR ORV UHVXOWDGRV REWHQLGRV FRQ HVWD SROtWLFD HUDQ PX\ OLPLWDGRV &XDQGR HO
JUXSR GH %ODFNHWW IXH HQFDUJDGR GHO HVWXGLR VX SULPHUD GHFLVLyQ FRQVLVWLy HQ OD
REVHUYDFLyQ GLUHFWD GH OD VLWXDFLyQ DFRPSDxDQGR D ORV ERPEDUGHURV HQ VXV
PLVLRQHV GH DWDTXH D VXEPDULQRV 7UDV XQ HOHYDGR Q~PHUR GH REVHUYDFLRQHV
OOHJDURQ D OD FRQFOXVLyQ FRQ HO DQiOLVLV GH ORV GDWRV GH ORV DWDTXHV GH TXH VH
SURGXFtDQODVVLJXLHQWHVFLUFXQVWDQFLDV
D 'HELGRDODIDOWD GHSUHFLVLyQ GHO ERPEDUGHR PX\ SRFDV GH ODVERPEDV
H[SORWDEDQFHUFDGHVXREMHWLYRDWUHLQWDPHWURVGHSURIXQGLGDG
E /D SUHFLVLyQ DXPHQWDED FXDQGR HO VXEPDULQR QR KDEtD WHQLGR WLHPSR GH
VXPHUJLUVHSHURHQHVHFDVRODVERPEDVHVWDOODEDQDGHPDVLDGDSURIXQ
GLGDG\QRSURGXFtDQJUDQGHVGDxRV
(QGHILQLWLYDODSURIXQGLGDGGHWUHLQWDPHWURVHUDDGHFXDGDFXDQGRHOVXEPD
ULQR GLYLVDED FRQ DQWHODFLyQ DO ERPEDUGHUR SHUR OD IDOWD GH SUHFLVLyQ LPSHGtD
REWHQHUUHVXOWDGRV<FXDQGRODSUHFLVLyQHUDEXHQDODSURIXQGLGDGDTXHHVWDED
SURJUDPDGDODH[SORVLyQHUDLQDGHFXDGDSXHVHVWRVyORRFXUUtDFXDQGRHOVXEPD
ULQRVHPDQWHQtDFHUFDQRDODVXSHUILFLH
$ OD YLVWD GH ORV GDWRV HVWDGtVWLFRV VREUH OD SUHFLVLyQ GHO ERPEDUGHR \ OD
LQPHUVLyQ GH ORV VXEPDULQRV VH OOHJy D OD FRQFOXVLyQ GH TXH OD DOWHUQDWLYD PiV
DGHFXDGD HUD RSWDU SRU FDXVDU GDxRV FXDQGR HO VXEPDULQR HVWXYLHUD HQ OD
VXSHUILFLH$VtVHKL]R\ORVUHVXOWDGRVPHMRUDURQGHIRUPDHVSHFWDFXODU(QHVWH
WUDEDMR \D HVWDEDQ LQFOXLGRV ORV DVSHFWRV TXH FDUDFWHUL]DQ D ORV HVWXGLRV GH
,QYHVWLJDFLyQ2SHUDWLYD
7RPDGHGDWRV
(PSOHR GH PRGHORV PDWHPiWLFRV SDUD HO DQiOLVLV GH OD VLWXDFLyQ TXH HQ
HVWHFDVRHUDVLPSOHPHQWHHVWDGtVWLFR
2EWHQFLyQGHODVSROtWLFDVySWLPDVTXHFRUUHVSRQGHQDOPRGHOR
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
GH VXV LQVWDODFLRQHV LQGXVWULDOHV HVWLPXODURQ OD LPSODQWDFLyQ GH OD ,QYHVWLJDFLyQ
2SHUDWLYD 6LU &KDUOHV (OOLV UHVSRQVDEOH GXUDQWH OD JXHUUD GHO JUXSR GH ,QYHVWL
JDFLyQ 2SHUDWLYD GHO (MpUFLWR IXH QRPEUDGR DVHVRU FLHQWtILFR HQ HO &RPLWp GHO
&DUEyQFUHDQGRXQJUXSRGH,QYHVWLJDFLyQ2SHUDWLYD$QiORJDVFLUFXQVWDQFLDVVH
GLHURQHQORVVHFWRUHVQDFLRQDOL]DGRVGHODHOHFWULFLGDG\HOWUDQVSRUWH(QHOVHFWRU
SULYDGR OD LQGXVWULD LQJOHVD PDQWLHQH LQVWLWXFLRQHV FRRSHUDWLYDV GH LQYHVWLJDFLyQ
SRUORTXHODGLIXVLyQGHQXHYRVPpWRGRVHVWiPHQRVPHGLDWL]DGDSRUHOVHFUHWR
LQGXVWULDO 4XL]iV GHELGR D HOOR FDVL LQPHGLDWDPHQWH OD LQGXVWULD GHO DFHUR \ OD
WH[WLO LQWURGXMHURQ JUXSRV GH ,QYHVWLJDFLyQ 2SHUDWLYD 2WUR DVSHFWR LPSRUWDQWH HQ
HVWHFRQWH[WRHVTXHHOGHVDUUROORGHOD2UJDQL]DFLyQ,QGXVWULDOWUDGLFLRQDOHQ*UDQ
%UHWDxD KDEtD VLGR PiV OLPLWDGR \ FRQ OD H[FHSFLyQ GHO (VWXGLR GHO 7UDEDMR HUD
WRGDYtDXQDQRYHGDGHQORVFtUFXORVLQGXVWULDOHV3RUHOORWRGDYtDFLHUWRVFDPSRV
FRPRODJHVWLyQGHLQYHQWDULRVVHLGHQWLILFDQFRQOD2UJDQL]DFLyQGHOD3URGXFFLyQ
HQ (VWDGRV 8QLGRV \ FRQ OD ,QYHVWLJDFLyQ 2SHUDWLYD HQ ,QJODWHUUD $Vt WRGD XQD
VHULH GH PHWRGRORJtDV GH FDUiFWHU FXDQWLWDWLYR VH GLIXQGLHURQ HQ OD LQGXVWULD GH
HVWH~OWLPRSDtVEDMRODGHQRPLQDFLyQ\FRQHOSUHVWLJLRGHOD,QYHVWLJDFLyQ2SHUD
WLYD
'HVGH OD GpFDGD GH VH KDEtD LQWURGXFLGR HO XVR GH OD ,QYHVWLJDFLyQ
2SHUDWLYDHQODLQGXVWULDORVQHJRFLRV\ODDGPLQLVWUDFLyQS~EOLFDGHVGHHQWRQFHV
HVWDGLVFLSOLQDVHKDGHVDUUROODGRFRQUDSLGH]
8Q IDFWRU LPSRUWDQWH GH OD LPSODQWDFLyQ GH OD ,QYHVWLJDFLyQ 2SHUDWLYD HQ HVWH
SHULRGR HV OD PHMRUD GH ODV WpFQLFDV GLVSRQLEOHV HQ HVWD iUHD 0XFKRV GH ORV
FLHQWtILFRVTXHSDUWLFLSDURQHQODJXHUUDVHFHQWUDURQHQODE~VTXHGDGHUHVXOWD
GRV VXVWDQFLDOHV HQ HVWH FDPSR XQ HMHPSOR VREUHVDOLHQWH HV HO PpWRGR 6LPSOH[
SDUD UHVROXFLyQ GH SUREOHPDV GH 3URJUDPDFLyQ /LQHDO GHVDUUROODGR HQ SRU
*HRUJH 'DQW]LJ 0XFKDV GH ODV KHUUDPLHQWDV XWLOL]DGDV HQ OD ,QYHVWLJDFLyQ 2SH
UDWLYDFRPROD3URJUDPDFLyQ/LQHDOOD3URJUDPDFLyQ'LQiPLFD7HRUtDGH&RODV\
7HRUtDGH,QYHQWDULRVIXHURQGHVDUUROODGRVDOILQDOGHORVDxRV
8Q VHJXQGR IDFWRU LPSRUWDQWH SDUD HO GHVDUUROOR GH HVWH FDPSR IXH HO
DGYHQLPLHQWR GH OD UHYROXFLyQ GH ODV FRPSXWDGRUDV 3DUD PDQHMDU ORV FRPSOHMRV
SUREOHPDVUHODFLRQDGRVFRQHVWDGLVFLSOLQDJHQHUDOPHQWHVHUHTXLHUH XQQ~PHUR
GHFiOFXORVWDQHOHYDGRVTXHOOHYDUORVDFDERDPDQRHVFDVLLPSRVLEOH3RUORWDQ
WRHOGHVDUUROORGHODFRPSXWDGRUDGLJLWDOIXHXQDJUDQD\XGDSDUDOD,QYHVWLJDFLyQ
2SHUDWLYDVXGHVDUUROOR\SRVWHULRULPSODQWDFLyQ
(Q OD GpFDGD GH ORV OD DSDULFLyQ GH ORV FRPSXWDGRUHV SHUVRQDOHV 3&¶V
FDGDYH]PiVUiSLGRVDVtFRPRODSUROLIHUDFLyQGHEXHQRVSDTXHWHVGH6RIWZDUH
SDUDUHVROYHUSUREOHPDVGH,QYHVWLJDFLyQ2SHUDWLYDSXVRODWpFQLFDDODOFDQFHGH
PXFKDVSHUVRQDV
'(),1,&,Ï1'(,19(67,*$&,Ï123(5$7,9$,2
6HKDQSURSXHVWRGLVWLQWDVGHILQLFLRQHVGH,QYHVWLJDFLyQ2SHUDWLYD$XQTXHQR
H[LVWH XQD JHQHUDOPHQWH DFHSWDGD SRGHPRV FLWDU FURQROyJLFDPHQWH DOJXQDV GH
ODVPiVVLJQLILFDWLYDV
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
0256(\.,0%$//
³OD ,QYHVWLJDFLyQ 2SHUDWLYD HV XQ PpWRGR FLHQWtILFR SDUD SURSRUFLRQDU D ORV
GHSDUWDPHQWRVHMHFXWLYRVEDVHVFXDQWLWDWLYDVSDUDODWRPDGHGHFLVLRQHVUHODWLYDV
DODVRSHUDFLRQHVEDMRVXFRQWURO´
3RUVXSDUWH$&.2))\6$6,(1,ODGHILQHQFRPR
³DSOLFDFLyQGHPpWRGRVFLHQWtILFRVDODPHMRUDGHODHIHFWLYLGDGGHODVRSHUDFLRQHV
GHFLVLRQHV\JHVWLyQ3DUD HOOR VHXWLOL]DUiQ PHGLRV WDOHV FRPR DQiOLVLV GH GDWRV
FUHDFLyQ GH PRGHORV PDWHPiWLFRV \ VH SURSRQGUiQ DSUR[LPDFLRQHV LQQRYDGRUDV
ORV SURIHVLRQDOHV GH OD ,QYHVWLJDFLyQ 2SHUDWLYD REWLHQHQ LQIRUPDFLyQ VREUH XQD
EDVHFLHQWtILFDTXHRULHQWDHOSURFHVRGHWRPDGHGHFLVLRQHV$GHPiVHOORVVRQORV
HQFDUJDGRVGHGHVDUUROODUHOVRIWZDUHQHFHVDULRVLVWHPDVVHUYLFLRV\SURGXFWRV´
([LVWHQ RWUDV PXFKDV FRQFHSWXDOL]DFLRQHV GH OD ,QYHVWLJDFLyQ 2SHUDWLYD WDOHV
FRPR
$SOLFDFLyQGHOPpWRGRFLHQWtILFRDORVSUREOHPDVUHODWLYRVDODGLUHFFLyQ\
JHVWLyQGHJUDQGHVVLVWHPDV
(V HO PpWRGR FLHQWtILFR SDUD D\XGDU HQ OD WRPD GH GHFLVLRQHV D ORV
GHSDUWDPHQWRVHMHFXWLYRV
(VODFLHQFLDGHGHFLGLUODPHMRUIRUPDGHGLVHxDU\RSHUDUORVVLVWHPDV
(QWRGDVHVWDVGHILQLFLRQHVHVGHVWDFDEOHODYLVLyQGHOD,QYHVWLJDFLyQ2SHUDWLYD
FRPR XQD GLVFLSOLQD GH D\XGD D OD WRPD GH GHFLVLRQHV TXH WLHQH FRPR REMHWLYR
GHWHUPLQDU OD PHMRU IRUPD GH RSHUDU ORV VLVWHPDV VX FDUiFWHU LQWHUGLVFLSOLQDU \
FLHQWtILFR
&$5$&7(5Ë67,&$6'(/$,19(67,*$&,Ï123(5$7,9$
x /D ,QYHVWLJDFLyQ 2SHUDWLYD DVSLUD D GHWHUPLQDU OD PHMRU VROXFLyQ R
VROXFLyQySWLPDGHXQSUREOHPDGHGHFLVLyQFRQODUHVWULFFLyQGHUHFXUVRV
OLPLWDGRV
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
x &RPRWpFQLFDSDUDODUHVROXFLyQGHSUREOHPDVOD,QYHVWLJDFLyQ2SHUDWLYD
GHEHYLVXDOL]DUVHFRPRXQDFLHQFLD\FRPRXQDUWH
&RPR $UWH GHELGR DO p[LWR TXH VH DOFDQ]D HQ WRGDV ODV IDVHV DQWHULRUHV \
SRVWHULRUHVDODVROXFLyQGHXQPRGHORPDWHPiWLFRGHSHQGHGHODFUHDWLYLGDG\
ODKDELOLGDGSHUVRQDOGHORVDQDOLVWDVHQFDUJDGRVGHWRPDUODVGHFLVLRQHV
(Q XQ HTXLSR GH ,QYHVWLJDFLyQ 2SHUDWLYD HV LPSRUWDQWH OD KDELOLGDG DGH
FXDGDHQORVDVSHFWRVFLHQWtILFRV\FUHDWLYRV6LVHGHVWDFDXQDVSHFWR\QRHO
RWURSUREDEOHPHQWHVHLPSHGLUiODXWLOL]DFLyQHIHFWLYDGHOD,QYHVWLJDFLyQ2SH
UDWLYDHQODSUiFWLFD
x /D ,QYHVWLJDFLyQ 2SHUDWLYD HQ OD ,QJHQLHUtD VH HPSOHD SULQFLSDOPHQWH HQ
ORV DVSHFWRV GH FRRUGLQDFLyQ GH RSHUDFLRQHV \ DFWLYLGDGHV GH OD
RUJDQL]DFLyQ R VLVWHPD TXH VH DQDOLFH PHGLDQWH HO HPSOHR GH PRGHORV
TXH GHVFULEDQ ODV LQWHUDFFLRQHV HQWUH ORV FRPSRQHQWHV GHO VLVWHPD \ GH
pVWHFRQVXHQWRUQR
x (Q OD ,QYHVWLJDFLyQ 2SHUDWLYD OD SDUWH GH ³,QYHVWLJDFLyQ´ VH UHILHUH D TXH
DTXt VH XVD XQ HQIRTXH VLPLODU D OD PDQHUD HQ ODTXH VH OOHYD D FDER OD
LQYHVWLJDFLyQ HQ ORV FDPSRV FLHQWtILFRV HVWDEOHFLGRV /D SDUWH GH
³2SHUDFLRQHV´HVSRUTXHHQHOODVHUHVXHOYHQSUREOHPDVTXHVHUHILHUHQD
ODFRQGXFFLyQGHRSHUDFLRQHVGHQWURGHXQDRUJDQL]DFLyQ
x /D ,QYHVWLJDFLyQ 2SHUDWLYD XVD HO PpWRGR FLHQWtILFR SDUD LQYHVWLJDU HO
SUREOHPDHQFXHVWLyQ(QSDUWLFXODUHOSURFHVRFRPLHQ]DSRUODREVHUYD
FLyQFXLGDGRVD\ODIRUPXODFLyQGHOSUREOHPDLQFOX\HQGRODUHFROHFFLyQGH
GDWRVSHUWLQHQWHV
x /D ,QYHVWLJDFLyQ 2SHUDWLYD DGRSWD XQ SXQWR GH YLVWD RUJDQL]DFLRQDO 'H
HVWD PDQHUD LQWHQWD UHVROYHU ORV FRQIOLFWRV GH LQWHUpV HQWUH ORV FRPSR
QHQWHVGHODRUJDQL]DFLyQGHIRUPDTXHHOUHVXOWDGRVHDHOPHMRUSDUDOD
RUJDQL]DFLyQFRPSOHWD
x /D ,QYHVWLJDFLyQ 2SHUDWLYD LQWHQWD HQFRQWUDU XQD PHMRU VROXFLyQ OODPDGD
VROXFLyQ ySWLPD SDUD HO SUREOHPD EDMR FRQVLGHUDFLyQ (Q OXJDU GH
FRQWHQWDUVHFRQPHMRUDUHOHVWDGRGHODVFRVDVODPHWDHVLGHQWLILFDUODV
PHMRUHVDFFLRQHVSRVLEOHV
x /D ,QYHVWLJDFLyQ 2SHUDWLYD WLHQGH D UHSUHVHQWDU HO SUREOHPD FXDQWLWDWLYD
PHQWHSDUDSRGHUDQDOL]DUOR\HYDOXDUORVHJ~QFULWHULRVREMHWLYRVFRPXQHV
HQODRUJDQL]DFLyQ
7e&1,&$6'(,19(67,*$&,Ï123(5$7,9$$3/,&$&,21(6
/DV GLIHUHQWHV WpFQLFDV TXH HVWiQ HQJOREDGDV EDMR HO QRPEUH GH WpFQLFDV GH
,QYHVWLJDFLyQ 2SHUDWLYD IXHURQ GHVDUUROODGDV SDUD OD UHVROXFLyQ GH SUREOHPDV
FRQFUHWRVTXHGHWHUPLQDQVXVFDPSRVGHDSOLFDFLyQ
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
D&RQWUROGH,QYHQWDULRV
7LHQHQ FRPR FDUDFWHUtVWLFD UHVROYHU SUREOHPDV GH ORJtVWLFD GH DOPDFHQHV
UHODFLRQDGRFRQGRVGHFLVLRQHV
- ¢FXiQWRKDGHSHGLUVHHQFDGDRFDVLyQ"\
- ¢FXiQGRGHEHSHGLUVHGLFKDFDQWLGDG"
'HPRGRTXHVHPLQLPLFHHOFRVWHWRWDO
6H REWLHQH HO PRGHOR GH HILFDFLD TXH SHUPLWD HO HTXLOLEULR HQWUH ORV FRVWHV GH
FRPSUD \ ORV GH GHWHULRUR GH LQYHQWDULRV 6H GHWHUPLQDQ ORV FRVWHV GH PDQWHQL
PLHQWRGHLQYHQWDULRFRVWHGHRUGHQDUFRVWHXQLWDULRGHIDOWDGHVWRFN
$SOLFDFLRQHVGHODWHRUtDGHLQYHQWDULRV
/DFRPSUDySWLPDDSURYHHGRUHV
/DSURGXFFLyQGHVHDGDFRQORVFRVWHVPtQLPRVGHLQYHQWDULRV
/DSURJUDPDFLyQGHODSURGXFFLyQUHODFLRQDGRFRQHOFRVWHWRWDOGHSURGXF
FLyQFRQHOQLYHOGHVHDGRGHVHUYLFLRDFOLHQWHV
7HQHU HO QLYHO ySWLPR GH H[LVWHQFLDV GH VHJXULGDG SUHYLQLHQGR FXDOTXLHU
UXSWXUDGHH[LVWHQFLDGXUDQWHHODxR
&RQVLGHUDUODFDQWLGDGHFRQyPLFDGHRUGHQDUXQSHGLGRHQHOSXQWRH[DFWR
HQTXHGHEDSHGLUVH
7LHPSRHQWUHSHGLGRV
E7HRUtDGH&RODV
6X FDUDFWHUtVWLFD HV HO Q~PHUR GH FOLHQWHV TXH OOHJD D VROLFLWDU FLHUWR VHUYLFLR
VHJ~Q IXQFLRQHV GH GLVWULEXFLyQ SUREDELOtVWLFDV WDQWR HQ WLHPSRV GH OOHJDGD GHO
FOLHQWHFRPRGHOVHUYLFLRGHODOtQHDGHHVSHUDGHOFHQWURGHOVHUYLFLR/DFRODVH
JHQHUDUi HQ IXQFLyQ GHO WLHPSR SURPHGLR GH OOHJDGD \ HO WLHPSR SURPHGLR GH
VHUYLFLR
/DVGHFLVLRQHVDWHQHUHQFXHQWDVRQ
¢&XiO HV HO Q~PHUR GH LQVWDODFLRQHV TXH GHEHUiQ RSHUDU SDUD TXH PHMRUH HO
VHUYLFLRDORVFOLHQWHV"
7HQLHQGRHQFXHQWDHOWLHPSRSURPHGLRTXHSDVDQORVFOLHQWHVHQHOVLVWHPDHO
WLHPSRSURPHGLRGHHVSHUDHQHOVHUYLFLR
$SOLFDFLRQHVGHORVPRGHORVGHWHRUtDGHFRODV
- 1~PHURySWLPRGHFDMDVGHSDJR\GHWHUPLQDFLyQGHOSHUVRQDO
- 1~PHUR GH VHUYLGRUHV SURFHVDGRUHV HWF SDUD TXH HO UHQGLPLHQWR GHO
VLVWHPDLQIRUPiWLFRVHDySWLPR
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
(YDOXDFLyQGHUHWUDVRVHQHOVHUYLFLR
&RVWHVGHRSHUDFLyQ
F3URFHVRGHVXVWLWXFLyQRUHHPSOD]R)LDELOLGDG
2SHUDFLyQTXHSXHGHUHDOL]DUVHGHPDQHUDSUHYHQWLYDRFRUUHFWLYD\DVHDSRU
YHMH]GHVJDVWHRSRUIDOORJHQHUDOGHXQFRPSRQHQWHGHXQVLVWHPD
$SOLFDFLRQHVGH)LDELOLGDG
3RGHUDGTXLULUPiTXLQDV\RHTXLSRGHLQQRYDFLyQWHFQROyJLFDTXHSHUPLWD
RSWLPL]DUORVUHFXUVRVKXPDQRVPDWHULDOHV\HFRQyPLFRV
(QFDVRGHTXHVHDSRVLEOHUHXWLOL]DUHOHTXLSRRODPDTXLQDULDSURSRUFLR
QDUOH HO VHUYLFLR QHFHVDULR HYLWDQGR DVt HO PDQWHQLPLHQWR GH WLSR FRUUHF
WLYR
(YDOXDU OD FRQYHQLHQFLD SDUD OD RUJDQL]DFLyQ HO WHQHU XQ HTXLSR TXH VHD
GHXVRRFDVLRQDOTXL]iVHDPiVUHQWDEOHDOTXLODUORGXUDQWHFLHUWRWLHPSR
6L OD PiTXLQD IDOOD FRQ IUHFXHQFLD QR VH XWLOL]D UHVXOWDUi FRQYHQLHQWH
YHQGHUOD R UHFXSHUDU SDUWH GH VX LQYHUVLyQ FRPHUFLDOL]iQGROD FRPR
FKDWDUUD
G7HRUtDGH-XHJRV
7LHQH FRPR FDUDFWHUtVWLFD DO PHQRV GRV FRPSHWLGRUHV TXH WLHQHQ YDULDV
DFFLRQHV D VHOHFFLRQDU (O ILQ HV GHWHUPLQDU OD VHOHFFLyQ VLJXLHQWH GH DFXHUGR D
SUREDELOLGDGHVWHQLHQGRHQFXHQWDODSULPHUDVHOHFFLyQGHORVFRPSHWLGRUHV&DGD
FRPELQDFLyQ GH ODV GHFLVLRQHV GH ORV FRQWULQFDQWHV WLHQH XQ YDORU HVSHUDGR GHO
MXHJR¢&XiOHVODGHFLVLyQTXHRSWLPL]DHOMXHJRRFRPSHWHQFLD"
$SOLFDFLRQHVGHOD7HRUtDGH-XHJRV
&RQRFHUGHPDQHUDILDEOHODOHDOWDGGHORVFOLHQWHVGHODHPSUHVDIUHQWHD
ODDSDULFLyQGHRWUDPDUFDXRWURSURGXFWR
0HGLUODHIHFWLYLGDGGHODVFDPSDxDVSXEOLFLWDULDVHQFRPSDUDFLyQFRQODV
DQWHULRUHVOOHYDGDVDFDER
H0RGHORVGH2SWLPL]DFLyQGH5HGHV
/RV SUREOHPDV GH UHGHV VXUJHQ HQ JUDQ YDULHGDG GH VLWXDFLRQHV 6RQ
SUREOHPDV TXH SXHGHQ UHSUHVHQWDUVH PHGLDQWH XQ JUDIR \ TXH HQ JHQHUDO
GLVSRQHQ GH XQ DOJRULWPR HVSHFtILFR SDUD REWHQHU OD VROXFLyQ ySWLPD 'LFKR
DOJRULWPRVDFDSDUWLGRGHODHVWUXFWXUDHVSHFLDOGHOSUREOHPD
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
$SOLFDFLRQHVGHORV0RGHORVGH5HGHV
- 3UREOHPDGH7UDQVSRUWH
- 3UREOHPDGH$VLJQDFLyQ
- 3UREOHPDGHOD5XWD0iV&RUWD
- 3UREOHPDGHOÈUEROGH([SDQVLyQ0tQLPD'LVHxRGHUHGHVGHWHOHFRPX
QLFDFLRQHVUHGHVGHWUDQVSRUWH
- 3UREOHPD GHO )OXMR 0i[LPR D &RVWH 0tQLPR 0D[LPL]DU HO IOXMR GH XQD
UHGGHWUDQVPLVLyQGHGDWRV
I*HVWLyQGH3UR\HFWRV3(57&30
$SOLFDFLRQHVGHOD*HVWLyQGH3UR\HFWRV
- 2EWHQFLyQGHOSOD]RySWLPRGHHQWUHJDGHXQSUR\HFWR
- (VWXGLRGHODUHODFLyQHQWUHHOSOD]RGHHQWUHJD\HOFRVWHGHOSUR\HFWR
- (QXQFRQWH[WRGHUHFXUVRVOLPLWDGRVREWHQHUXQFDOHQGDULRGHHMHFXFLyQ
IDFWLEOHGHVHUHMHFXWDGRFRQORVUHFXUVRVGLVSRQLEOHVHQODRUJDQL]DFLyQ
- 3HUPLWLUUHDOL]DUXQVHJXLPLHQWR\XQFRQWURO³RQOLQH´GHOSUR\HFWR
J6LPXODFLyQ
(VWH SURFHVR UHTXLHUH HO XVR GH OD FRPSXWDGRUD SDUD OD UHVROXFLyQ GH
SUREOHPDVDSOLFDQGRXQRRPiVSURFHVRVGH,2SDUDGDUXQDVHULHGHDOWHUQDWLYDV
/D FRPSXWDGRUD PXHVWUD ORV UHVXOWDGRV JHQHUDGRV SRU Q~PHURV DOHDWRULRV TXH
SRGUtDQ KDEHUVH REWHQLGR VL VH KXELHUDQ XVDGR FLHUWDV OtQHDV GH FULWHULRV GH
GHFLVLyQ
$SOLFDFLyQGHOD6LPXODFLyQ
,QWHJUDFLyQGHORVHVIXHU]RVGHPHUFDGRFRPELQDFLyQGHSURGXFWRVGLV
WULEXFLyQVXPDGRDXQDSHUIHFWDVLQFURQL]DFLyQGHHVIXHU]RVHPSOHDQGR
XQVLPXODGRUGHPHUFDGRV
$QDOL]DU ORV OXJDUHV ySWLPRV GRQGH GHEDQ VLWXDUVH ORV DOPDFHQHV TXH
SHUPLWDPLQLPL]DUORVFRVWHVGHGLVWULEXFLyQ
(YDOXDUODVDOWHUQDWLYDVGHLQYHUVLyQPiVUHQWDEOHVGHODHPSUHVD
6LPXODUUHJODVGHGHFLVLyQGHRSHUDFLRQHVGHIDEULFDFLyQTXHOOHYHQDOD
SURJUDPDFLyQ\HOFRQWUROHIHFWLYRGHODSURGXFFLyQ
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
K3URJUDPDFLyQPDWHPiWLFD
/D FDUDFWHUtVWLFD SULQFLSDO GH ORV SUREOHPDV TXH DERUGD OD SURJUDPDFLyQ
PDWHPiWLFDHVODWRPDGHGHFLVLRQHVHQXQFRQWH[WRHQHOTXHORVUHFXUVRVHVWiQ
GLVSRQLEOHVHQODRUJDQL]DFLyQHQFDQWLGDGHVOLPLWDGDVPDWHULDVSULPDVLQYHUVLyQ
KRUDVPiTXLQD KRUDVKRPEUH FRQ HO REMHWLYR GH GHWHUPLQDU OD DVLJQDFLyQ GH
HVWRVUHFXUVRVOLPLWDGRVGHODPDQHUDPiVHILFLHQWHSRVLEOHFRQHOFRVWHPtQLPR
PtQLPRWLHPSRPtQLPRGHGHVSHUGLFLRVWUDEDMRPiVHILFLHQWH
$SOLFDFLRQHVGHOD3URJUDPDFLyQ0DWHPiWLFD
$VLJQDFLyQGHWUDEDMDGRUHVSDUDVLWXDUORVHQHOWUDEDMRDGHFXDGR\DTXH
VHORJUDUiHOWLHPSRySWLPRHQIXQFLyQGLUHFWDDVXVKDELOLGDGHV
$VLJQDFLyQFRUUHFWDGHODVyUGHQHVGHIiEULFDSDUDODVPiTXLQDVPLQLPL]D
FRVWRV\GDUHOWLHPSRGHHQWUHJDGHOSURGXFWR
'LVWULEXFLyQySWLPDGHDFWLYRVILMRV/DPiTXLQDTXHGHEHGHXWLOL]DUVHHQ
HOOXJDUTXHVHQHFHVLWHHOWLSRGHWUDQVSRUWHTXHQHFHVLWDODFRPHUFLDOL
]DFLyQGHOSURGXFWR
/DSURJUDPDFLyQPDWHPiWLFDHVODWpFQLFDGH,QYHVWLJDFLyQ2SHUDWLYDTXHPiV
VHKDXWLOL]DGR\VHXWLOL]DSDUDREWHQHUODVROXFLyQySWLPDDSUREOHPDVFRPSOHMRV
&RPR SDUWH GH OD SURJUDPDFLyQ PDWHPiWLFD KD\ TXH GHVWDFDU OD 3URJUDPDFLyQ
/LQHDODODTXHGHGLFDUHPRVHOJUXHVRGHODDVLJQDWXUD,QYHVWLJDFLyQ2SHUDWLYD,GH
OD WLWXODFLyQ ,QJHQLHUR HQ ,QIRUPiWLFD (O DOJRULWPR TXH HVWXGLDUHPRV GXUDQWH HO
FXUVR TXH SHUPLWH UHVROYHU SUREOHPDV TXH VH SXHGHQ DERUGDU PHGLDQWH OD
SURJUDPDFLyQ OLQHDO $OJRULWPR 6LPSOH[ KD VLGR FRQVLGHUDGR SRU SUHVWLJLRVRV
FLHQWtILFRVFRPRuno de los diez algoritmos de mayor influencia en el desarrollo y la
práctica de la ciencia y la ingeniería en el siglo XX 1DVK)
L3URFHVR&RPELQDGR
(VWH SURFHVR KDFH XVR GH PiV GH XQD GH ODV WpFQLFDV GH ,QYHVWLJDFLyQ
2SHUDWLYD\DTXHHOSUREOHPDQHFHVLWDGHPiVGHXQDKHUUDPLHQWDSDUDOOHJDUDOD
VROXFLyQLQWHJUDOGHOPLVPR
$SOLFDFLRQHVGHORV3URFHVRV&RPELQDGRV
3XHGHSUHVHQWDUVHHOFDVRGHDOJ~QSUREOHPDGH&RQWUROGHOD3URGXFFLyQTXH
UHTXLHUD HO XVR GH OD 3URJUDPDFLyQ PDWHPiWLFD 7HRUtD GH ,QYHQWDULRV DVt FRPR
7HRUtDGH&RODV/RXVXDOVHUtDUHVROYHUXQRDXQRVLJXLHQGRVHFXHQFLDVOyJLFDV
\FRPELQDUVyORGRQGHKD\DLQWHUHODFLRQHVSDUDREWHQHUXQDVROXFLyQySWLPD
)$6(6'(/$$3/,&$&,Ï1'(/$67e&1,&$6'(,19(67,*$&,Ï1
23(5$7,9$
/DVHWDSDVRSDVRVGHXQHVWXGLRGH,QYHVWLJDFLyQ2SHUDWLYDVRQODVVLJXLHQ
WHV
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
3DVR'HILQLFLyQGHOSUREOHPD
4XL]iV OD SDUWH PiV LPSRUWDQWH GH WRGR HO SURFHVR VHD OD GHILQLFLyQ GHO
SUREOHPD 8QD UHVSXHVWD LQFRUUHFWD D XQD SUHJXQWD FRUUHFWD QR VXHOH WHQHU
FRQVHFXHQFLDV IDWDOHV \D TXH VH SXHGHQ KDFHU UHYLVLRQHV \ H[SORUDU RWUDV
DOWHUQDWLYDV 6LQ HPEDUJR OD UHVSXHVWD FRUUHFWD D XQD SUHJXQWD LQFRUUHFWD
SXHGH VHU GHVDVWURVD (V LPSRUWDQWH TXH HO SUREOHPD HVWp FODUDPHQWH GHILQLGR
DQWHVGHLQYHUWLUXQDJUDQFDQWLGDGGHWUDEDMR\HQHUJtDHQUHVROYHUOR
$ODKRUDGHGHILQLUHOSUREOHPDHODQDOLVWDGHEHHQIUHQWDUVHDXQRRPiVGH
ORVIDFWRUHVVLJXLHQWHV
- GDWRVLQFRPSOHWRVFRQIOLFWLYRVRGLIXVRV
- GLIHUHQFLDVGHRSLQLyQ
- SUHVXSXHVWR
- OtPLWHGHWLHPSRSDUDWRPDUODGHFLVLyQ
- FXHVWLRQHVSROtWLFDV
- HOGHFLVRUQRWLHQHXQDLGHDILUPHGHTXpTXLHUHUHDOPHQWH
3DUDWUDWDUFRQHVWRVSUREOHPDVXQEXHQSODQGHWUDEDMRHVHOVLJXLHQWH
1. ObservaU
(O DQDOLVWD GHEH UHDOL]DU XQ HVIXHU]R SDUD FRQWHPSODU HO SUREOHPD GHVGH
GLIHUHQWHV SXQWRV GH YLVWD GH PRGR TXH WHUPLQH HQWHQGLHQGR HO SUREOHPD WDQ
ELHQRPHMRUTXHODVSHUVRQDVGLUHFWDPHQWHLPSOLFDGDV
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
3DVR0RGHODGRPDWHPiWLFR0RGHOL]DFLyQ
/D PRGHOL]DFLyQ HV XQ SURFHGLPLHQWR TXH UHFRQRFH \ YHUEDOL]D XQ SUREOHPD
SDUD SRVWHULRUPHQWH FXDQWLILFDUOR WUDQVIRUPDQGR ODV H[SUHVLRQHV YHUEDOHV HQ
H[SUHVLRQHVPDWHPiWLFDV
/D PRGHOL]DFLyQ HV XQ artH TXH PHMRUD FRQ OD SUiFWLFD (O SURFHVR GH OD
PRGHOL]DFLyQGHXQSUREOHPDFRQVWDGHFXDWURSDVRVTXHVHLOXVWUDQHQODVLJXLHQ
WHILJXUD
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
6LQ HPEDUJR XQD GHILQLFLyQ LQFRUUHFWD GH ODV YDULDEOHV GHFLVLyQ SXHGHQ
EORTXHURFRPSOLFDUHOUHVWRGHODPRGHOL]DFLyQ
3DUD LGHQWLILFDU ODV YDULDEOHV GH GHFLVLyQ SXHGH VHU ~WLO KDFHUVH ODV
VLJXLHQWHVSUHJXQWDV
- ¢TXpHVORTXHKD\TXHGHFLGLU"
- ¢VREUHTXpHOHPHQWRVWHQHPRVFRQWURO"
- ¢FXiOVHUtDXQDUHVSXHVWDFODUDGLUHFWD\YiOLGDSDUDHVWHFDVR"
$XQTXH XQD FRPSDxtD TXL]iV HVWp VDWLVIHFKD FRQ XQD PHMRUD VXVWDQFLDO GH OD
VLWXDFLyQ DFWXDO QRUPDOPHQWH HO REMHWLYR HV EXVFDU HO YDORU ySWLPR SDUD FLHUWD
IXQFLyQ
$ODKRUDGHHQFRQWUDUODIXQFLyQREMHWLYRODSUHJXQWDTXHSRGHPRVKDFHUQRV
HV
- ¢TXpHVORTXHTXHUHPRVFRQVHJXLU"
- 6L\RIXHUDHOMHIHGHHVWDHPSUHVD¢TXpPHLQWHUHVDUtDPiV"
(QODE~VTXHGDGHODVROXFLyQySWLPDQRUPDOPHQWHH[LVWHQFLHUWDVUHVWULFFLRQHV
OLPLWDFLRQHVUHTXLVLWRVTXHOLPLWDQQXHVWUDGHFLVLyQ
(MHPSORVGHUHVWULFFLRQHVIUHFXHQWHVVRQ
- ORVUHFXUVRVGLVSRQLEOHVWUDEDMDGRUHVPiTXLQDVPDWHULDOHWFVRQOLPLWD
GRV
- IHFKDVOtPLWHLPSXHVWDVSRUORVFRQWUDWRV
- UHVWULFFLRQHVLPSXHVWDVSRUODQDWXUDOH]DGHOSUREOHPDSRUHMHPSORHOIOXMR
GHHQWUDGDDXQQRGRGHEHVHULJXDODOIOXMRGHVDOLGD
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
3DVR5HVROXFLyQGHOPRGHOR
$FHSWDGR\DHOPRGHORPDWHPiWLFRTXHPHMRUGHVFULEHODVLWXDFLyQHQHVWXGLR
VH DSOLFDQ ORV DOJRULWPRV \ PpWRGRV PDWHPiWLFRV GLVHxDGRV SDUD VX UHVROXFLyQ
/DVHWDSDVHQODUHVROXFLyQGHOPRGHORVRQ
$IRUWXQDGDPHQWH PXFKRV GH ORV PRGHORV GH ,2 SXHGHQ UHVROYHUVH XWLOL]DQGR
WpFQLFDV HILFLHQWHV \D H[LVWHQWHV TXH SURSRUFLRQDQ XQD VROXFLyQ ySWLPD SDUD HO
PRGHOR (Q RWURV FDVRV HO SUREOHPD HV GHPDVLDGR FRPSOHMR R HO DOJRULWPR GH
UHVROXFLyQ WLHQH XQD FRPSOHMLGDG FRPSXWDFLRQDO LQDFHSWDEOH \ KD\ TXH UHFXUULU D
PpWRGRVKHXUtVWLFRVGHUHVROXFLyQ
8QD YH] HOHJLGD OD WpFQLFD GH UHVROXFLyQ HO VLJXLHQWH SDVR HV UHVROYHU HO
SUREOHPD &RPR QRUPDOPHQWH OD PD\RUtD GH ORV PRGHORV FRQOOHYDQ OD PDQLSX
ODFLyQ GH XQD JUDQ FDQWLGDG GH GDWRV ORV SUREOHPDV GHEHQ VHU UHVXHOWRV FRQ
D\XGD GHO RUGHQDGRU XWLOL]DQGR DOJXQR GH ORV PXFKRV DOJRULWPRV GH ,2 TXH
H[LVWHQ R LQFOXVR KRMDV GH FiOFXOR ODV YHUVLRQHV DFWXDOHV GH OD PD\RUtD GH HOODV
LQFOX\HQPRGXORVTXHUHDOL]DQDQiOLVLVGHRSWLPL]DFLyQ
'DGR TXH ORV PRGHORV PDWHPiWLFRV QR VRQ PiV TXH VLPSOLILFDFLRQHV GH OD
UHDOLGDGODVVROXFLRQHVySWLPDVJHQHUDGDVSDUDXQPRGHORSXHGHQQRVHUySWLPDV
SDUDHOSUREOHPDGHODYLGDUHDO
(Q HO SHRU GH ORV FDVRV SXHGH TXH QL VLTXLHUD VHDQ IDFWLEOHV 'H HVWH PRGR
FRPSUREDU OD YDOLGH] GH GLFKDV VROXFLRQHV FRQVWLWX\H XQ SDVR FUXFLDO LJXDO TXH
FRPSUREDU TXH HIHFWLYDPHQWH SURSRUFLRQDQ XQ PHMRU UHQGLPLHQWR TXH HO SODQ GH
WUDEDMRTXHDFWXDOPHQWHVLJXHODHPSUHVD
(OGHVDUUROORGHXQPRGHORPDWHPiWLFRJUDQGHHVDQiORJRHQDOJXQRVDVSHFWRV
DOGHVDUUROORGHXQJUDQSUR\HFWRVRIWZDUH&XDQGRVHFRPSOHWDODSULPHUDYHUVLyQ
HVLQHYLWDEOHTXHFRQWHQJDIDOORV(OSURJUDPDGHEHSUREDUVHGHPDQHUDH[KDXV
WLYDSDUDWUDWDUGHHQFRQWUDU\FRUUHJLUWDQWRVSUREOHPDVFRPRVHDSRVLEOH
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
(VWHSURFHVRGHSUXHED\PHMRUDGHXQPRGHORSDUDLQFUHPHQWDUVXYDOLGH]VH
FRQRFHFRPRYDOLGDFLyQGHOPRGHORTXHLPSOLFDYROYHUDODHWDSDRSDUDUHILQDU
ODVROXFLyQREWHQLGD
3DVR3UHVHQWDFLyQ,PSOHPHQWDFLyQGHORVUHVXOWDGRV
eVWHHVHOSDVRILQDOGHQWURGHOSURFHVR,PSOLFDORVVLWXLHQWHVSDVRV
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
(V LPSRUWDQWH LQVWDODU XQ VLVWHPD ELHQ GRFXPHQWDGR SDUD DSOLFDU HO PRGHOR
VHJ~QORHVWDEOHFLGRSRUODRUJDQL]DFLyQ
(VWH VLVWHPD FDVL VLHPSUH HV XQD VROXFLyQ LQIRUPiWLFD SDUD DXWRPDWL]DU OD
RSWLPL]DFLyQ GHO SUREOHPD 'H KHFKR FRQ IUHFXHQFLD VH QHFHVLWDQ YDULRV SURJUD
PDVLQWHJUDGRV/DEDVHGHGDWRV\ORVVLVWHPDVGHLQIRUPDFLyQGHODRUJDQL]DFLyQ
SURSRUFLRQDQ HQWUDGD DFWXDOL]DGD SDUD HO PRGHOR FDGD YH] TXH VH XVH HQ FX\R
FDVRVHQHFHVLWDQSURJUDPDVGHLQWHUID]FRQLQWHUDFFLyQFRQHOXVXDULR'HVSXpV
GHDSOLFDUHOSURFHGLPLHQWRGHVROXFLyQDOPRGHORODLPSODQWDFLyQGHORVUHVXOWDGRV
VH SXHGH KDFHU GH PDQHUD DXWRPiWLFD (Q RWURV FDVRV VH LQVWDOD XQ VLVWHPD
LQWHUDFWLYRGHD\XGDDODWRPDGHGHFLVLRQHV'66SDUDD\XGDUDODJHUHQFLDD
XVDUGDWRV\PRGHORVSDUDDSR\DUQRSDUDVXVWLWXLUVXWRPDGHGHFLVLRQHVFXDQGR
ORQHFHVLWHQ
8QDYH]LPSOHPHQWDGDODVROXFLyQGHEHVHUVXSHUYLVDGDGHIRUPDFRQWLQXD
'DGDODQDWXUDOH]DGLQiPLFD\FDPELDQWHGHODPD\RUtDGHODVHPSUHVDVHVFDVL
LQHYLWDEOH TXH KD\D TXH UHDOL]DU FDPELRV HQ HO PRGHOR (O DQDOLVWD GHEH HVWDU
SUHSDUDGR SDUD VDEHU FXiQGR KD OOHJDGR HO PRPHQWR GH FDPELDU \ SDUD UHDOL]DU
GLFKRVFDPELRV
/$,1*(1,(5Ë$,1)250È7,&$</$,19(67,*$&,Ï123(5$7,9$
/DV WpFQLFDV TXH VH DSOLFDQ HQ OD ,QJHQLHUtD ,QIRUPiWLFD \ HQ OD ,QYHVWLJDFLyQ
2SHUDWLYDWLHQHQYDULRVDVSHFWRVHQFRP~Q
7LHQHQ FRPR ILQ PHMRUDU \ RSWLPL]DU HO IXQFLRQDPLHQWR GH ODV RUJDQL]D
FLRQHVFRPSHWLWLYLGDG
6RQDSOLFDEOHVHQXQDJUDQFDQWLGDGGHFRQWH[WRV\VHFWRUHVHFRQyPLFRV
IOH[LELOLGDG
3URSRUFLRQDQVROXFLRQHVDORVGLIHUHQWHVFRPSRQHQWHVGHODRUJDQL]DFLyQ
FRQXQREMHWLYRJOREDOLQWHJUDFLyQ
6RQ UHVSRQVDEOHV GH FDPELRV GUiVWLFRV HQ RFDVLRQHV \ FRQWURODGRV GH
ORVSURFHVRVTXHVHXWLOL]DQPHMRUDFRQWLQXD
(VWD YHUVDWLOLGDG GH OD ,QJHQLHUtD ,QIRUPiWLFD \ GH OD ,QYHVWLJDFLyQ 2SHUDWLYD
KDFH TXH XQ ,QJHQLHUR HQ ,QIRUPiWLFD FRQ DPSOLRV FRQRFLPLHQWRV GH ODV WpFQLFDV
GH,QYHVWLJDFLyQ2SHUDWLYDWHQJDXQYDORUDxDGLGRSDUDVXIXWXURSURIHVLRQDO
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
%,%/,2*5$)Ë$
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
$1(;2$17(&('(17(6'(/$,19(67,*$&,Ï123(5$7,9$
&RQ OD ,QYHVWLJDFLyQ 2SHUDWLYD \D ILUPHPHQWH HVWDEOHFLGD HQ ORV DxRV VX
UiSLGDHYROXFLyQDUUDVWUyFRQVLJRODGHOD2UJDQL]DFLyQGHOD3URGXFFLyQGHIRUPD
WDO TXH H[LVWH XQD FRUUHODFLyQ SURIXQGD \ FRPSOHWD HQWUH DPEDV PDWHULDV 3DUD
GHVWDFDU HO VRODSH VH LQWURGXFH DKRUD OD UHFLHQWH HYROXFLyQ GH ORV 0pWRGRV
&XDQWLWDWLYRVKDVWDODVLWXDFLyQHQTXHVHHQFXHQWUDQHQODDFWXDOLGDG
7RGDGLVFLSOLQDFLHQWtILFDHPHUJHGHODFRQYHUJHQFLDGHXQFUHFLHQWHLQWHUpVHQ
DOJXQD FODVH GH SUREOHPDV \ GHO GHVDUUROOR GH PpWRGRV WpFQLFDV H LQVWUXPHQWRV
FLHQWtILFRV DGHFXDGRV SDUD UHVROYHU HVRV SUREOHPDV /D ,QYHVWLJDFLyQ 2SHUDWLYD
XWLOL]D UHVXOWDGRV GH PXFKDV iUHDV FLHQWtILFDV DXQTXH VX EDVH IXQGDPHQWDO VH
HQFXHQWUD HQ OD PDWHPiWLFD OD HFRQRPtD \ HO FiOFXOR GH SUREDELOLGDGHV \
HVWDGtVWLFD'HVGHXQSXQWRGHYLVWDPDWHPiWLFRVHSRGUtDQHVWDEOHFHUORVRUtJH
QHVHQGLIHUHQWHVWUDEDMRVVREUHPRGHORVOLQHDOHVGHELGRVD-RUGDQ0LQNRZVN\\
)DUNDV D ILQDOHV GHO VLJOR ;,; (Q UHODFLyQ FRQ OD HVWDGtVWLFD VXV RUtJHQHV VH
HQFXHQWUDQ HQ ORV WUDEDMRV GH (UODQJ VREUH IHQyPHQRV GH HVSHUD HQ ORV DxRV
YHLQWH (Q HFRQRPtD VH GHEHQ D 4XHVQD\ ;9,,, \ :DOUDV ;,; TXH SODQWHDURQ
ORV SULPHURV PRGHORV GH SURJUDPDFLyQ PDWHPiWLFD TXH IXHURQ SRVWHULRUPHQWH
SHUIHFFLRQDGRVSRUDXWRUHVFRPR9RQ1HXPDQQ.DQWRURYLFK\'DQW]LJ
&RPRSXHGHREVHUYDUVHHQORVSULPHURVHVWXGLRVTXHVHHWLTXHWDURQFRPRGH
,QYHVWLJDFLyQ 2SHUDWLYD HO DVSHFWR WpFQLFR PiV FDUDFWHUtVWLFR FRQVLVWLy HQ OD
HVWUXFWXUDFLyQHVWDGtVWLFDGHORVGDWRV\HQHOHPSOHRGHPRGHORVGHVFULSWLYRVGH
WLSRSUREDELOtVWLFR6LQHPEDUJRHOSUHVWLJLR \ GLIXVLyQ GH OD ,QYHVWLJDFLyQ 2SHUD
WLYD HVWi FLPHQWDGR HQ OD 3URJUDPDFLyQ /LQHDO DXQTXH HOOR FRUUHVSRQGD D XQD
VLPSOLILFDFLyQGHODUHDOLGDG
/RVIXQGDPHQWRVPDWHPiWLFRVGHORVPRGHORVOLQHDOHVGLVFUHWRVVHHQFXHQWUDQ
HQ OD WHRUtD GH ODV GHVLJXDOGDGHV OLQHDOHV GHVDUUROODGD HQ HO VLJOR ;,; 2WURV
FRQFHSWRV TXH VRQ SDUDOHORV D ORV GH OD 3URJUDPDFLyQ /LQHDO IXHURQ IRUPXODGRV
SRUYRQ1HXPDQQHQFRQODDSOLFDFLyQGHOWHRUHPDGHOPLQLPD[DORVMXHJRV
GHHVWUDWHJLD&RPRXQDQWHFHGHQWHLQPHGLDWRVHHQFXHQWUDHOSODQWHDPLHQWRGHO
SUREOHPDGHWUDQVSRUWHSRU)/+LWFKFRFNHQHQORV(VWDGRV8QLGRV(QHO
FRQWH[WRGHODSODQLILFDFLyQySWLPDGHODDVLJQDFLyQGHREOLJDFLRQHVSURGXFWLYDVHO
PLVPR PRGHOR KDEtD VLGR HVWXGLDGR \ UHVXHOWR SRU .DQWRURYLFK HQ OD 8QLyQ
6RYLpWLFD HQ HPSOHDQGRORTXH SXHGH LQWHUSUHWDUVH FRPR YDULDEOHV GXDOHV
7DPELpQ HQXQ FRQWH[WR FRQFUHWR 6WLHJOHU SODQWHy HO SUREOHPD OLQHDO GH REWHQHU
XQD GLHWD DGHFXDGD FRQ FRVWH PtQLPR D SDUWLU GH VHWHQWD \ VLHWH DOLPHQWRV \
FRQVLGHUDQGR QXHYH QXWULHQWHV UHFRQRFLpQGRVH HQ pO OD HVWUXFWXUD GH RSWLPL]DU
XQDIXQFLyQOLQHDOVXMHWDDUHVWULFFLRQHVOLQHDOHV3HURHOSUR\HFWRGHIRUPXODFLyQ\
DWDTXHDOSUREOHPDOLQHDOGHIRUPDJHQHUDOIXHSURSXHVWRSRUHOGHSDUWDPHQWRGHO
(MpUFLWR GHO $LUH EDMR HO QRPEUH GH SUR\HFWR 6&223 HQ (O UHVXOWDGR
LQPHGLDWRIXHHODOJRULWPRGHUHVROXFLyQVLPSOH[GHELGRD*HRUJH%'DQW]LJ\VX
LPSOHPHQWDFLyQHQXQRUGHQDGRU81,9$&SDUDOD UHVROXFLyQ GH PRGHORV OLQHDOHV
GHJUDQWDPDxR
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
(QHOUHVWRGHORVDxRVFLQFXHQWDOD3URJUDPDFLyQ/LQHDOTXHGyFRPSOHWDPHQWH
HVWDEOHFLGDFRQORVWUDEDMRVGH&KDUQHVVREUHODGHJHQHUDFLyQGH/HPNHVREUH
OD GXDOLGDG GH 'DQW]LJ 2UGHQ \ :ROIH VREUH OD IRUPD FRPSDFWD \ OD GHVFRPSR
VLFLyQ GH JUDQGHV SURJUDPDV (Q HVWRV PLVPRV DxRV )RUG \ )XONHUVRQ WDPELpQ
FRQWUDWDGRV SRU OD 5$1' &RUSRUDWLRQ HVWDEOHFHQ ORV UHVXOWDGRV VREUH IOXMRV HQ
JUDIRV\HOPpWRGRSULPDOGXDOSDUDORVSUREOHPDVGHGLVWULEXFLyQ6LQHPEDUJROD
3URJUDPDFLyQ /LQHDO (QWHUD QR UHFLEH DWHQFLyQ KDVWD ILQDOHV GH HVWD GpFDGD HQ
TXH*RPRU\REWLHQHODH[SUHVLyQJHQHUDOSDUDDSUR[LPDUODHQYROWXUDFRQYH[DGHO
FRQMXQWR DGPLVLEOH HPSOHDQGR ~QLFD \ H[FOXVLYDPHQWH SODQRV VHFDQWHV $ SHVDU
GH ODV HVSHUDQ]DV TXH HO SURFHGLPLHQWR JHQHUy VLJXH VLHQGR XQ FDPSR FRQ
PpWRGRVOLPLWDGRVHLQVDWLVIDFWRULRVGRQGHODHQXPHUDFLyQSDUFLDOHLQWHOLJHQWHGH
SRVLEOHV VROXFLRQHV HV HO VRFRUULGR ~OWLPR UHFXUVR TXH VH KDFH QHFHVDULR HQ
PXOWLWXGGHVLWXDFLRQHV
(Q ORV PRGHORV QR OLQHDOHV ORV UHVXOWDGRV IXQGDPHQWDOHV SURFHGHQ GHO GHVD
UUROOR GHO FiOFXOR PDWHPiWLFR HQ HO VLJOR ;9,,, VLHQGR HO FRQFHSWR EiVLFR HO GHO
/DJUDQJLDQR /D FDUDFWHUL]DFLyQGHODV FRQGLFLRQHV QHFHVDULDV GH RSWLPDOLGDG HQ
SUREOHPDVUHVWULQJLGRVVHJHQHUDOL]DDSDUWLUGHORVUHVXOWDGRVGH/DJUDQJHHQHO
FRQRFLGR WHRUHPD GH .XKQ7XFNHU TXH UHFRSLOD \ HVWUXFWXUD XQ FRQMXQWR GH
LQYHVWLJDFLRQHV OOHYDGDV D FDER SRU QXPHURVRV DXWRUHV HQ ORV DxRV FXDUHQWD
HQWUHORVTXHWDPELpQKDGHFLWDUVHD'DQW]LJ\)ULW]-RKQ/D3URJUDPDFLyQQR
/LQHDO SURJUHVy GXUDQWH ORV DxRV VHVHQWD \ VHWHQWD SXGLHQGR DWDFDUVH OD
UHVROXFLyQGHSUREOHPDVGHWDPDxR PHGLR FRQ YDULDV GHFHQDV GH UHVWULFFLRQHV \
DOJXQRV FLHQWRV GH YDULDEOHV 6LQ HPEDUJR OD LQYHVWLJDFLyQ HQ OD E~VTXHGD GH
DOJRULWPRV HILFLHQWHV VHJXtD VLHQGR PX\ DFWLYD SXHV ORV H[LVWHQWHV QR HUDQ
SOHQDPHQWHVDWLVIDFWRULRV
(QFXDQWRDOD3URJUDPDFLyQ'LQiPLFDVXLQLFLR\GHVDUUROOREiVLFRVHGHEHD
5LFKDUG %HOOPDQ DO SULQFLSLR GH ORV FLQFXHQWD /D WUDVFHQGHQFLD GH HVWD PHWRGR
ORJtDQRVHOLPLWDDOD,QYHVWLJDFLyQ2SHUDWLYDVLQRTXHHVWDPELpQGHJUDQLPSRU
WDQFLD HQ OD 7HRUtD GHO &RQWURO ÏSWLPR HQ HVWUHFKD UHODFLyQ FRQ HO SULQFLSLR GHO
Pi[LPR GH 3RQWU\DJLQ (Q OR TXH DTXt QRV FRQFLHUQH HO GHVDUUROOR GH OD 3URJUD
PDFLyQ 'LQiPLFD VH KD YLVWR OLPLWDGR HQ VX DSOLFDELOLGDG FRQFUHWD GHELGR D OD
FRPSOHMLGDG FRPSXWDFLRQDO TXH OH DFRPSDxD WDQWR GHELGR D OD FDUGLQDOLGDG GHO
HVSDFLRGHHVWDGRFRPRDOQ~PHURGHSHUtRGRVTXHLQWHUYLHQHQ(QHVWHVHQWLGR
HO WUDEDMR GH /DUVRQ KD FRODERUDGR D VX WUDWDPLHQWR SHUR PXFKRV DXWRUHV D~Q
FRQVLGHUDQ D OD 3URJUDPDFLyQ 'LQiPLFD FRPR XQ SXQWR GH YLVWD FRQFHSWXDO \ XQ
EDJDMHWHyULFRSDUDHODQiOLVLVGHSUREOHPDV\QRFRPRXQPpWRGRRFRQMXQWRGH
HOORVLPSODQWDEOHHQDOJRULWPRVGHWLSRJHQHUDO(QHVWDGLUHFFLyQORVWUDEDMRVGH
'HQDUGR LGHQWLILFDQGR OD HVWUXFWXUD GH ORV SURFHVRV GH GHFLVLRQHV VHFXHQFLDOHV
VXSRQHQXQDYDQFHSDUDHVWDEOHFHUORV
/D7HRUtDGH&RODVVHLQLFLDFRQHOWUDEDMRGHOLQJHQLHURGDQpV$.(UODQJHQ
OD LQGXVWULD WHOHIyQLFDGH SULQFLSLRV GH VLJOR (O HVWXGLR HQ GHWDOOH GH ORV PRGHORV
PiVXVXDOHVHQTXHWDQWRODGLVWULEXFLyQGHOOHJDGDVDOVLVWHPDFRPRODGHOWLHPSR
GH VHUYLFLR VRQ FRQRFLGDV \ SHUWHQHFHQ D FDWHJRUtDV ELHQ HVWDEOHFLGDV HVWi
FRPSOHWDPHQWH FDUDFWHUL]DGR 3HUR ORV UHFXUVRV WpFQLFRV GH FDUiFWHU PDWHPiWLFR
TXHVHUHTXLHUHQSDUDOOHYDUDFDERHVWRVDQiOLVLVKDFHQTXHVHDODVLPXODFLyQHO
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
PpWRGR KDELWXDO GH HVWXGLR FXDQGR ORV SURFHVRV GH FRODV VRQ GH FLHUWD
FRPSOHMLGDG'HEHUHVDOWDUVHODH[LVWHQFLDGHPXOWLWXGGHOHQJXDMHVGHVLPXODFLyQ
DGLVSRVLFLyQGHORVXVXDULRVGHFRPSXWDGRUHVGHODVHPSUHVDVGHPD\RULPSRU
WDQFLDHQHOVHFWRU
/D 7HRUtD GH -XHJRV VH LQLFLD FRQ ORV SULPHURV UHVXOWDGRV GH YRQ 1HXPDQQ
VREUHHOWHRUHPDGHOPLQLPD[HQ6REUHWRGRDSDUWLUGHODSXEOLFDFLyQGHVX
REUD EiVLFD HQ XQLyQ GH 0RUJHQVWHUQ DVHQWDQGR OD WHRUtD GH MXHJRV PDWULFLDOHV
3RVWHULRUPHQWH\FRPRFRQVHFXHQFLDGHODVDSRUWDFLRQHVGHOD7HRUtDGHO&RQWURO
ÏSWLPRVHELIXUFDHQORV-XHJRV'LIHUHQFLDOHVTXHDKRUDQRQRVFRQFLHUQHQ\HQ
HO HVWXGLR GH ORV MXHJRV FRRSHUDWLYRV 'HQWUR GH HVWRV ~OWLPRV HO GHVDUUROOR VH
VXVWHQWDHQHOHVWXGLRGHODWHRUtDGHOQ~FOHRLQFOX\HQGRHOFRQFHSWRGHYDORUGH
6KDSOH\ \ ORV UHVXOWDGRVGH 1DVK (Q FXDOTXLHU FDVR OD LQIOXHQFLD GH HVWD WHRUtD
VREUHOD2UJDQL]DFLyQGHOD3URGXFFLyQKDVLGRPX\OLPLWDGD(QFXDQWRDOD7HRUtD
GHOD'HFLVLyQHQFRQGLFLRQHVGHLQFHUWLGXPEUHWRGDHOODVHEDVDHQODHVWDGtVWLFD
ED\HVLDQD \ OD HVWLPDFLyQ VXEMHWLYD GH ODV SUREDELOLGDGHV GH ORV VXFHVRV /D
HVWUXFWXUDFLyQGHODWHRUtDD[LRPiWLFDGHODXWLOLGDGHVPiVUHFLHQWHHQFRQWUiQGR
VH HQ IDVH GH SOHQR GHVDUUROOR FRPR PXHVWUDQ ODV SXEOLFDFLRQHV GH 6FKODLIHU \
5DLIID(QODDFWXDOLGDGVHODFRQVLGHUDXQLQVWUXPHQWRYiOLGRSDUDODHVWUXFWXUD
FLyQ GH OD WRPD GH GHFLVLRQHV FRQ LQFHUWLGXPEUH FXDQGR OD LQIRUPDFLyQ QR HV
FRPSOHWD/DDSOLFDELOLGDGDOD2UJDQL]DFLyQGHOD3URGXFFLyQHVUHGXFLGDGHELGRD
TXH HQ HOOD OD VLWXDFLyQ HV EDVWDQWH HVWUXFWXUDGD SXGLHQGR DFFHGHUVH D XQD
VDWLVIDFWRULDLQIRUPDFLyQVREUHHOFRQWH[WR6LDFDVRHQORVSODQWHDPLHQWRVHVWUD
WpJLFRVTXHSXHGHQGDUVHHQODIDVHGHGLVHxRHQTXHODLQIRUPDFLyQHVPHQRUR
LQFOXVRQRH[LVWHSXHGHQHPSOHDUVHHVWRVPpWRGRV
'HVGHVXRULJHQOD,QYHVWLJDFLyQ2SHUDWLYDVHHQFXHQWUDHQFDUDGDFRQSUREOH
PDV SDUD ORV TXH QR H[LVWH PpWRGR DQDOtWLFR DOJXQR TXH SHUPLWD REWHQHU FRQ
VHJXULGDG\HQXQWLHPSRFRQYHQLHQWHHOySWLPRWHyULFReVWHHVSRUHMHPSORHO
FDVRGHORVSUREOHPDVFRPELQDWRULRVHQTXHHOVHQWLGRFRP~QGDSRULPSRVLEOHOD
HQXPHUDFLyQ (V PiV TXH QRUPDO TXH HO WDPDxR \ OD QDWXUDOH]D GH FLHUWRV
SUREOHPDV FRPELQDWRULRV QRV SURKLEtDQ DERUGDUORV SRU OD YtD GHO VHQWLGR FRP~Q
1XHVWUR EXHQ VHQWLGR HGXFDGR SRU OD FLHQFLD VDEH GLVWLQJXLU SDUWLFXODUPHQWH ORV
SUREOHPDV 13 FRPSOHWRV SDUD ORV FXDOHV QR H[LVWH XQ DOJRULWPR TXH HQ WLHPSR
SROLQRPLDOVHDFDSD]GHHQFRQWUDUODVROXFLyQ*DUH\DQG-RKQVRQ'HVLHPSUHOD
,QYHVWLJDFLyQ 2SHUDWLYD KD HVWDEOHFLGR SRU WDOHV UD]RQHV PpWRGRV GHQRPLQDGRV
KHXUtVWLFRV LQFDSDFHV GH SURSRUFLRQDU HO ySWLPR IRUPDO SHUR VXVFHSWLEOHV GH
OOHJDUDVROXFLRQHVEXHQDVWDQWRPiVILDEOHVHQFXDQWRTXHSHUPLWHQGHWHUPLQDUDO
PLVPR WLHPSR XQD FRWD VXSHULRU R LQIHULRU GHO ySWLPR WHyULFR FRQ HO TXH VH
FRPSDUDQ&RQHODXJHGHORVPLFURRUGHQDGRUHVKDFLDSULQFLSLRVGHORVRFKHQWD
HVWRV PpWRGRV KDQ LGR JDQDQGR WHUUHQR SXHVWR TXH VH LED KDFLHQGR FDGD YH]
PiVIDFWLEOH\IiFLOLQWHQWDUGLIHUHQWHVKHXUtVWLFDV\MX]JDUVXHILFDFLDUHODWLYD
(VGHGHVWDFDUWDPELpQODJUDQGLIXVLyQTXHKDVXIULGRHO©VRIWZDUHªGHRSWLPL
]DFLyQ GHELGR DO LQFUHPHQWR HQ OD SRWHQFLD GH FiOFXOR GH ORV RUGHQDGRUHV \ DO
DEDUDWDPLHQWR GHO FRVWH GH ODV DSOLFDFLRQHV \ GHO ©KDUGZDUHª (QWUH DOJXQDV GH
HOODVVHSXHGHQFLWDUQRPEUHVGHDSOLFDFLRQHVGHSURJUDPDFLyQPDWHPiWLFDSDUD
OD UHVROXFLyQ GH PRGHORV OLQHDOHV PL[WRV \ QR OLQHDOHV FRPR /,1*2 0,126
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
,06/ ;$ *366 \ &3/(; 7DPELpQ VH SXHGHQ PHQFLRQDU RWUDV DSOLFDFLRQHV
UHODFLRQDGDV FRQ ODV DQWHULRUHV $1$/<=( *$06 $03/ HWF TXH SHUPLWHQ GH
XQDIRUPDDPLJDEOHJHQHUDUORVPRGHORV\DQDOL]DUVXVUHVXOWDGRV
'XUDQWH ORV ~OWLPRV DxRV KDQ DSDUHFLGR XQD VHULH GH PpWRGRV GHQRPLQDGRV
PHWDKHXUtVWLFDVFX\DILQDOLGDGHVODGHHQFRQWUDUEXHQDVVROXFLRQHVDSUREOHPDV
GHRSWLPL]DFLyQOLQHDORQROLQHDO\FRQRVLQUHVWULFFLRQHV(QWUHHOORVVHSXHGHQ
HQXPHUDUORVDOJRULWPRVJHQpWLFRVHOWHPSODGR VLPXODGR OD E~VTXHGD WDE~ \ ODV
UHGHVQHXURQDOHV6XDSOLFDFLyQDORVSUREOHPDVGHVHFXHQFLDFLyQGHWRGRWLSRHV
XQDILQDOLGDGWtSLFD\FOiVLFD(VPiVSUiFWLFDPHQWHWRGRVHOORVHVWiQEDVDGRVHQ
LQWHQWDUUHVROYHUGHODPHMRUIRUPDSRVLEOHSUREOHPDVWtSLFRVGH2UJDQL]DFLyQGH
OD 3URGXFFLyQ $Vt ORV SUREOHPDV WtSLFRV GH VHFXHQFLDFLyQ GH WUDEDMRV HQ
PiTXLQDV GH HTXLOLEUDGR GH OtQHDV GH PRQWDMH GH DVLJQDFLyQ GH UXWDV GH
SODQLILFDFLyQGHODSURGXFFLyQHWFKDQVLGRVRQ\FDVLFRQWRGDVHJXULGDGVHUiQ
HOEDQFRGHSUXHEDVGHODVPiVPRGHUQDVWpFQLFDVGHE~VTXHGDGHVROXFLRQHVD
SUREOHPDVHQORVTXHGHHQWUDGDVHGHFOLQDODSRVLELOLGDGGHHQFRQWUDUODVROXFLyQ
ySWLPD
%DViQGRVH HQ HVWDV FDUDFWHUtVWLFDV +ROODQG FUHy XQ DOJRULWPR TXH JHQHUD
QXHYDV VROXFLRQHV D SDUWLU GH OD XQLyQ GH VROXFLRQHV SURJHQLWRUDV XWLOL]DQGR
RSHUDGRUHVVLPLODUHVDORVGHODUHSURGXFFLyQVLQQHFHVLGDGGHFRQRFHUHOWLSRGH
SUREOHPDDUHVROYHU
(VWRV DOJRULWPRV GHULYDQ GH OD DQDORJtD WHUPRGLQiPLFD FRQ HO SURFHVR
PHWDO~UJLFR GHO WHPSODGR FXDQGR VH HQIUtD XQ PHWDO IXQGLGR VXILFLHQWHPHQWH
GHVSDFLR WLHQGH D VROLGLILFDU HQ XQD HVWUXFWXUD GH PtQLPD HQHUJtD HTXLOLEULR
WpUPLFR D PHGLGD TXH GLVPLQX\H OD WHPSHUDWXUD ODV PROpFXODV WLHQHQ PHQRV
SUREDELOLGDGGHPRYHUVHGHVXQLYHOHQHUJpWLFRODSUREDELOLGDGGHPRYLPLHQWRVH
DMXVWDDODIXQFLyQGH%ROW]PDQQ
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
(QWUH ORV GLVWLQWRV PpWRGRV \ WpFQLFDV KHXUtVWLFDV GH UHVROXFLyQ GH SUREOHPDV
FRPELQDWRULRV VXUJH HQ XQ LQWHQWR GH GRWDU GH LQWHOLJHQFLD D ORV DOJRULWPRV GH
E~VTXHGDORFDOHODOJRULWPRGHE~VTXHGDWDE~WDEXVHDUFK*ORYHU
/DE~VTXHGDWDE~DGLIHUHQFLDGHRWURVDOJRULWPRVEDVDGRVHQWpFQLFDVDOHDWR
ULDVGHE~VTXHGDGHVROXFLRQHVFHUFDQDVVHFDUDFWHUL]DSRUTXHXWLOL]DXQDHVWUD
WHJLD EDVDGD HQ HO XVR GH HVWUXFWXUDV GH PHPRULD SDUD HVFDSDU GH ORV ySWLPRV
ORFDOHV HQ ORV TXH VH SXHGH FDHU DO PRYHUVH GH XQD VROXFLyQ D RWUD SRU HO
HVSDFLR GH VROXFLRQHV $O LJXDO TXH HQ OD E~VTXHGD ORFDO OD E~VTXHGD WDE~
VHOHFFLRQDGHPRGRDJUHVLYRHOPHMRUGHORVPRYLPLHQWRVSRVLEOHVHQFDGDSDVR
$O FRQWUDULR TXH VXFHGH HQ OD E~VTXHGD ORFDO VH SHUPLWHQ PRYLPLHQWRV D
VROXFLRQHV GHO HQWRUQR DXQTXH VH SURGX]FD XQ HPSHRUDPLHQWR GH OD IXQFLyQ
REMHWLYR GH PDQHUD TXH VHD SRVLEOH HVFDSDU GH ORV ySWLPRV ORFDOHV \ FRQWLQXDU
HVWUDWpJLFDPHQWHODE~VTXHGDGHPHMRUHVVROXFLRQHV
/DV UHGHV QHXURQDOHV ³QHXUDO QHWZRUNV´ VRQ PRGHORV DQDOyJLFRV TXH WLHQHQ
FRPR REMHWLYR UHSURGXFLU HQ OD PHGLGD GH OR SRVLEOH ODV FDUDFWHUtVWLFDV \ OD
FDSDFLGDG GH SURFHVDPLHQWR GH LQIRUPDFLyQ GHO FRQMXQWR GH QHXURQDV SUHVHQWHV
HQHOFHUHEURGHORVVHUHVYLYRV/DVFDUDFWHUtVWLFDVSULQFLSDOHVGHHVWRVPRGHORV
VRQ VX UREXVWH] WROHUDQFLD D IDOORV FDSDFLGDG GH DGDSWDFLyQ \ DSUHQGL]DMH \ OD
FDSDFLGDGGHSURFHVDULQIRUPDFLyQGHIHFWXRVD
/RV PRGHORV GH UHGHV QHXURQDOHV LQWHQWDQ FRQVHJXLU XQRV EXHQRV UHVXOWDGRV
EDViQGRVHHQXQDGHQVDLQWHUFRQH[LyQGHXQRVVHQFLOORVQRGRVFRPSXWDFLRQDOHV
OODPDGRV QHXURQDV $OHNVDQGHU \ 0RUWRQ GHILQHQ XQD UHG QHXURQDO FRPR XQ
3URFHVDGRU GLVWULEXLGR SDUDOHOR TXH SRVHH XQD SURSHQVLyQ QDWXUDO SDUD HO
DOPDFHQDPLHQWRGHFRQRFLPLHQWRH[SHULPHQWDOKDFLpQGRORGLVSRQLEOHSDUDVXXVR
5HFXHUGD DO FHUHEUR KXPDQR HQ GRV DVSHFWRV HO FRQRFLPLHQWR VH DGTXLHUH
PHGLDQWHXQSURFHVRGHDSUHQGL]DMH\ODFRQH[LyQLQWHUQHXURQDOVHXWLOL]DSDUDHO
DOPDFHQDPLHQWRGHOFRQRFLPLHQWR
8QDYHQWDMDLPSRUWDQWHTXHSUHVHQWDQODVKHXUtVWLFDVIUHQWHDODVWpFQLFDVTXH
EXVFDQVROXFLRQHVH[DFWDVHVTXHSRUORJHQHUDOSHUPLWHQXQDPD\RUIOH[LELOLGDG
SDUDHOPDQHMRGHODVFDUDFWHUtVWLFDVGHOSUREOHPD1RVXHOHVHUFRPSOHMRXWLOL]DU
DOJRULWPRV KHXUtVWLFRV TXH HQ OXJDU GH IXQFLRQHV OLQHDOHV XWLOLFHQ QR OLQHDOLGDGHV
+DELWXDOPHQWH ODV KHXUtVWLFDV SURSRQHQ XQ FRQMXQWRGH VROXFLRQHV DPSOLDQGR GH
HVWDIRUPDODVSRVLELOLGDGHVGHHOHFFLyQGHOGHFLVRUHVSHFLDOPHQWHFXDQGRH[LVWHQ
IDFWRUHV QR FXDQWLILFDEOHV TXH QR KDQ SRGLGR VHU UHIOHMDGRV HQ HO PRGHOR SHUR
GHEHQVHUWHQLGRVHQFXHQWD
(QUHVXPHQSRGUtDGHFLUVHTXHHOXVRGHHVWDVWpFQLFDVVXSRQHODSRVLELOLGDG
GH UHVROYHU GH IRUPD SUiFWLFD SUREOHPDV GH JUDQ FRPSOHMLGDG TXH UHVXOWDEDQ
LQWUDWDEOHVPHGLDQWHWpFQLFDVH[DFWDV
CAPÍTULO 1. INTRODUCCIÓN A LA INVESTIGACIÓN OPERATIVA
5(680(1$17(&('(17(6'(/$,19(67,*$&,Ï123(5$7,9$
&$3Ë78/2
FORMULACIÓN DE MODELOS
'(),1,&,Ï1'(02'(/2
)250$*(1(5$/'(8102'(/20$7(0È7,&2
02'(/260$7(0È7,&26&/$6,),&$&,Ï1
5(&20(1'$&,21(63$5$/$)2508/$&,Ï1'(02'(/26
$/*812602'(/26
%,%/,2*5$)Ë$
&$62635È&7,&26
$1(;2,19(67,*$&,Ï123(5$7,9$(175(9,67$&21
*(25*(%'$17=,*
CAPÍTULO 2. FORMULACIÓN DE MODELOS
'(),1,&,Ï1'(02'(/2
/D PRGHOL]DFLyQ HV XQD GH ODV iUHDV PiV DWUDFWLYDV GH OD ,QJHQLHUtD \ ODV
FLHQFLDV DSOLFDGDV 'H KHFKR ORV LQJHQLHURV QHFHVLWDQ FRQVWUXLU PRGHORV SDUD
UHVROYHUSUREOHPDVGHODYLGDUHDO
(OREMHWLYRGHXQPRGHORFRQVLVWHHQUHSURGXFLUODUHDOLGDGGHODIRUPDPiVILHO
SRVLEOHWUDWDQGRGHHQWHQGHUFyPRVHFRPSRUWDHOPXQGRUHDO\REWHQLHQGRODV
UHVSXHVWDVTXHSXHGHQHVSHUDUVHGHGHWHUPLQDGDVDFFLRQHV
(Q OD SUiFWLFD VH XWLOL]DQ PXFKRV WLSRV GH PRGHORV OD VHOHFFLyQ GHO PRGHOR
DGHFXDGR SDUD UHSURGXFLU OD UHDOLGDG HV XQD HWDSD FUXFLDO SDUD REWHQHU XQD
VROXFLyQVDWLVIDFWRULDDXQSUREOHPDUHDO
8Q PRGHOR GH GHFLVLyQ GHEH FRQVLGHUDUVH FRPR XQ YHKtFXOR SDUD UHVXPLU XQ
SUREOHPD GH GHFLVLyQ HQ IRUPD WDO TXH KDJD SRVLEOH OD LGHQWLILFDFLyQ \
HYDOXDFLyQ VLVWHPiWLFD GH WRGDV ODV DOWHUQDWLYDV GH GHFLVLyQ GHO SUREOHPD
'HVSXpVVHOOHJDDXQDGHFLVLyQVHOHFFLRQDQGRODDOWHUQDWLYDTXHVHMX]JXHVHD
ODPHMRUHQWUHWRGDVODVRSFLRQHVGLVSRQLEOHV
8QPRGHORHVXQDDEVWUDFFLyQVHOHFWLYDGHODUHDOLGDG
(O PRGHOR VH GHILQH FRPR XQD IXQFLyQ REMHWLYR \ UHVWULFFLRQHV TXH VH
H[SUHVDQHQWpUPLQRVGHODVYDULDEOHVDOWHUQDWLYDVGHGHFLVLyQGHOSUREOHPD
8QD VROXFLyQ D XQ PRGHOR D~Q VLHQGR H[DFWD QR VHUi ~WLO D PHQRV TXH HO
PRGHORPLVPRRIUH]FDXQDUHSUHVHQWDFLyQDGHFXDGDGHODVLWXDFLyQGHGHFLVLyQ
YHUGDGHUD
(OPRGHORGHGHFLVLyQGHEHFRQWHQHUWUHVHOHPHQWRV
$OWHUQDWLYDV GH GHFLVLyQ GH ODV FXDOHV VH KDFH XQD VHOHFFLyQ YDULDEOHV
GHFLVLyQ
5HVWULFFLRQHVSDUDH[FOXLUDOWHUQDWLYDVQRIDFWLEOHV
&ULWHULRVSDUDHYDOXDU\FODVLILFDUDOWHUQDWLYDVIDFWLEOHVIXQFLyQREMHWLYR
)250$*(1(5$/'(8102'(/20$7(0È7,&2
8QPRGHORPDWHPiWLFRFRPSUHQGHSULQFLSDOPHQWHWUHVFRQMXQWRVGHHOHPHQWRV
9DULDEOHV'HFLVLyQ
&RPR SULPHU SDVR SDUD SRGHU PRGHOL]DU RUGHQDGDPHQWH XQ SUREOHPD GH
RSWLPL]DFLyQ GHEHPRV GLVWLQJXLU TXp YDULDEOHV VRQ DTXHOODV VREUH ODV TXH
SRGHPRVWRPDUGHFLVLRQHVHQHOSUREOHPD\GDUOHVXQQRPEUHHVGHFLUGHEHPRV
GDUQRVFXHQWDGHTXpYDULDEOHVHVWiQEDMRQXHVWURFRQWURO/DVYDULDEOHVVRQODV
LQFyJQLWDV R GHFLVLRQHV TXH GHEHQ GHWHUPLQDUVH VHJ~Q VH YD\D UHVROYLHQGR HO
SUREOHPD;L$ODVYDULDEOHVGHFLVLyQVHOHVVXHOHOODPDUActividad\DVXVYDORUHV
niveles de la actividad
INVESTIGACIÓN OPERATIVA PARA INGENIEROS
3DUiPHWURVGHGHFLVLyQ\UHVWULFFLRQHV
/RV SDUiPHWURV SXHGHQ VHU GHWHUPLQtVWLFRV R SUREDELOtVWLFRV \ VRQ ORV YDORUHV
FRQRFLGRVTXHVHUHODFLRQDQFRQODVYDULDEOHVUHVWULFFLRQHV\ODIXQFLyQREMHWLYR
3RU RWUR ODGR HQ XQ SUREOHPD GH RSWLPL]DFLyQ LQWHQWDUHPRV EXVFDU FRPELQD
FLRQHVGHYDULDEOHVGHFLVLyQTXHVDWLVIDJDQWRGDVODVUHVWULFFLRQHV/DVUHVWULFFLR
QHV VRQ DTXHOODV OLPLWDFLRQHV TXH VH GHEHQ WHQHU HQ FXHQWD FRPR ODV WHFQROy
JLFDVOHJDOHVHFRQyPLFDV\RWUDVGHOVLVWHPDTXHYDQDUHVWULQJLUDODVYDULDEOHV
GHFLVLyQHQXQUDQJRGHYDORUHVTXHUHVXOWHIDFWLEOH
)XQFLyQREMHWLYR
'HILQH OD PHGLGD GH HIHFWLYLGDG TXH REWLHQH HO VLVWHPD FXDQGR ORV YDORUHV GH
ODV YDULDEOHV GHFLVLyQ FRQ VXV UHVSHFWLYRV SDUiPHWURV \ UHVWULFFLRQHV GDQ FRPR
UHVXOWDGRXQDPHMRUDGHOVLVWHPD
/DIRUPDJHQHUDOGHXQPRGHORPDWHPiWLFRVHUiODVLJXLHQWH
)XQFLyQ2EMHWLYR
0$;
R= F;F;F;FQ;Q
0,1
6XMHWRD
t
D;D;D;DQ;Q E
d
t
D;D;D;DQ;Q E
d
t
D;D;D;DQ;Q E
d
t
DP;DP;DP;DPQ;Q EP
d
Donde :
= 5HSUHVHQWDODIXQFLyQTXHVHGHVHDRSWLPL]DU0D[LPL]DUR0LQLPL]DU
FM &RHILFLHQWHVHQOD)XQFLyQ2EMHWLYR
;M 9$5,$%/(6'(&,6,21
CAPÍTULO 2. FORMULACIÓN DE MODELOS
DLM &RHILFLHQWHVWpFQLFRV
EL 9DORUTXHUHSUHVHQWDODGLVSRQLELOLGDGGHXQUHFXUVRLimitaciónOtPLWHV
GHSURGXFFLyQGLVSRQLELOLGDGGHPDWHULDSULPDGLVSRQLELOLGDGGH
KRUDVKRPEUHHWFRXQRequerimiento: GHPDQGDFRPSURPLVRGH
HQWUHJDHWF
Q Q~PHURGH9DULDEOHV'HFLVLyQ
P Q~PHURGH5HVWULFFLRQHV
QQRQHFHVDULDPHQWHGHEHVHULJXDODP
02'(/260$7(0È7,&26&/$6,),&$&,Ï1
'HSHQGLHQGR GH ODV SURSLHGDGHV GH XQ PRGHOR PDWHPiWLFR pVWH VH SXHGH
FODVLILFDUIXQGDPHQWDOPHQWHFRPR
-0RGHOR/LQHDO
)XQFLyQ2EMHWLYR\5HVWULFFLRQHVOLQHDOHV
9DULDEOHVGHFLVLyQFRQWLQXDV
(MHPSOR.LORJUDPRVGHPDWHULDSULPD
-0RGHORGHSURJUDPDFLyQHQWHUDSXUDRPL[WD
)XQFLyQ2EMHWLYR\5HVWULFFLRQHVOLQHDOHV
$OJXQDYDULDEOHGHFLVLyQGLVFUHWD
(MHPSOR1GHVHUYLGRUHVDLQVWDODUHQXQVLVWHPDLQIRUPiWLFR
-0RGHORQROLQHDO
)XQFLyQ2EMHWLYR\R5HVWULFFLRQHVQROLQHDOHV
(MHPSOR&DQWLGDGDFRPSUDUGHXQGHWHUPLQDGRFRPSRQHQWHLQIRUPiWLFRHQHO
TXHGHSHQGLHQGRGHODFDQWLGDGILQDOHOSUHFLRFDPELD
$OJRULWPRVDDSOLFDUVHJ~QODVSURSLHGDGHVGHOPRGHOR
-0RGHOR/LQHDO2EWLHQHySWLPRJOREDO
$OJRULWPRGHO6LPSOH[
$OJRULWPRGHO3XQWR,QWHULRU
-0RGHORQROLQHDO2EWLHQHySWLPRORFDO
$OJRULWPRGHO*UDGLHQWH5HGXFLGR*HQHUDOL]DGR
Para seguir leyendo haga click aquí