Operational Research (Engineering Courses)

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.

General characterization

Code

10361

Credits

6.0

Responsible teacher

Isabel Cristina Silva Correia

Hours

Weekly - 4

Total - 52

Teaching language

Português

Prerequisites

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

Bibliography

1. F. S. Hillier e G. J. Lieberman, Introduction to Operations Research, 2015, 10ª Ed., McGraw-Hill.

2. Wayne L. Winston, Operations Research, 2003, Duxbury Press.

Teaching method

Any non-Portuguese student should contact the Professors if (s)he requires any assistance. 

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

Evaluation method

1- Ethical procedure

Any fraud in the knowledge assessment process will result in failure for the current academic year (including the Special Exam Period) and will be reported to the Executive Council for disciplinary action. 

2- Moodle platform

It is mandatory for ALL students to register on the Moodle platform in the course page. The Moodle platform will be used to communicate all the most important announcements for the course, to provide materials, for mandatory registration in assessment tests, and to disclose assessment results.

3 - Attendance

Attendance is required for ALL students to be assessed in this course.

A student gains attendance if they attend at least 2/3 of all the practical classes. Students with special status or those who obtained attendance in the previous academic year are exempt from attending the classes.

4 - Evaluation metod

a) During the semester, two assessment tests will be conducted. Let CT1 and CT2 be the grades obtained in the first and second tests, respectively, on a scale of 0-10. A student will pass if CT1 + CT2 >= 9.5.

b) Students who do not pass can take an exam during the Resit Exam Period covering all the material. Let CE be the grade obtained in this exam, on a scale of 0-20. The student will pass if CE >= 9.5.

c) Students who pass through continuous assessment may take a resit exam to improve their grade. Registration for grade improvement is required in the Academic Division.

d) A student with a grade higher than 17 may choose between keeping the final grade of 17 or taking a supplementary exam to defend the grade.

 
 
 

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 (CPM)
2.2.Construction of the Time Chart and Resource Leveling
2.3.Reduction of the project duration
2.4.Program Evaluation and Review Technique (PERT)

3. Decision Theory
3.1. Decisions under risk and under uncertainty
3.2 .Utility. Introduction to the multicriteria decision
3.3. 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.