Faculty of Exact Sciences and Engineering

Numerical Methods and Operational Research

2018/2019

1. Objectives
1. Provide the students with basic knowledge on numerical methods for solving mathematical
problems in science and engineering, emphasizing the analysis of the errors involved in
the numerical approximations, the effects of finite-precision computer arithmetic, the
construction and implementation of numerical algorithms, and the analysis of their
theoretical properties.
2. To give students the concept / philosophy of structuring and optimisation of simplified
models to support solving linear programming problems.

2. Syllabus summary
(Part I: Numerical Methods)
1. Floating point systems and programming languages for numerical computing.
2. Numerical error theory, conditioning, and numerical stability. 3. Direct and iterative
methods for the solution of systems of linear equations. 4. Solution of nonlinear equations
and polynomial zeros. 5. Numerical solution of systems of nonlinear equations. 6. Function
interpolation and approximation. 7. Numerical integration and differentiation. 8. Numerical
methods for the solution of initial-value problems in ordinary differential equations.
(Part II: Operational Research)
9. Mathematical formulation of linear programming problems. 10. The Simplex method.
11. Duality in linear programming. 12. Sensitivity and post-optimisation analysis.

3. Bibliography
(Part I: Numerical Methods)
R. L. Burden, J. D. Faires and A. M. Burden, Numerical analysis, 10th ed., Cengage
Learning, Boston, MA, 2016.
S. C. Chapra and R. P. Canale, Numerical methods for engineers, 7th ed., McGraw-Hill,
New York, 2015.
A. Greenbaum and T. P. Chartier, Numerical methods: Design, analysis, and computer
implementation of algorithms, Princeton University Press, Princeton, NJ, 2012.
N. J. Higham, Accuracy and stability of numerical algorithms, 2nd ed., SIAM, Philadelphia,
PA, 2002.
J. H. Mathews and K. D. Fink, Numerical methods using MATLAB, 4th ed., Pearson
Prentice Hall, Upper Saddle River, NJ, 2004.
C. Moler, Numerical computing with MATLAB, rev. reprint, SIAM, Philadelphia, PA, 2004.
A. Quarteroni, F. Saleri and P. Gervasio, Scientific computing with MATLAB and Octave,
4th ed., Springer-Verlag, Berlin, 2014.
(Part II: Operational Research)
M. S. Bazaraa, J. J. Jarvis and H. D. Sherali, Linear programming and network flows,
4th ed., Wiley, Hoboken, NJ, 2010.
W. L. Winston, Operations research: Applications and algorithms, 4th ed., Thomson
Brooks/Cole, Belmont, CA, 2004.
4. Teaching methodology
The teaching methodology includes lectures and problem-solving classes, with the use
of whiteboard, notebook, and video projector. Expositive lectures with the support of
audiovisual resources aim to present the theoretical foundations and the main numerical
algorithms for solving the different classes of mathematical problems. MATLAB/Octave
and Mathematica software are used as tools for numerical and symbolic computation and
graphical visualisation in the examples presented. The problem-solving classes with the use
of graphing calculators and MATLAB/Octave and Mathematica software aim to consolidate
and extend the understanding of the fundamental concepts and methods of numerical
mathematics learned in the lectures.

5. Evaluation methodology
The evaluation methodology adopted consists of two individual written tests, both with a
weight of 50% in the final mark.
Written tests:
Test #1: Friday, April 26th, 13:00–16:00 (Senate Room, floor −2)
Test #2: Friday, June 7th, 13:00–16:00 (Senate Room, floor −2)

6. Classes
Lectures:
Thursday, 11:00–12:30 (Amphitheatre 2, floor −2)
Friday, 11:00–12:30 (Amphitheatre 2, floor −2)
Exercise classes:
Thursday, 14:00–16:00 (Room 2, floor −2)
Friday, 14:00–16:00 (Room 1, floor −2)

7. Instructors
Luiz Guerreiro Lopes, PhD, Asst. Professor (Lectures)
Office 2.107, 2nd floor (Office Hours: Wednesday 14:00–16:00, or by appointment)
Phone: 291 705 176
E-mail: lopes@uma.pt
http://www3.uma.pt/lopes
Luı́s Filipe Camacho, MSc, Invited Assistant (Exercise classes)
Office 2.110, 2nd floor (Office Hours: Thursday 16:00–17:30, Friday 13:30–14:00)
Phone: 291 705 162
E-mail: lcamacho@uma.pt