Modelos de programação linear aplicados às finanças

Abstract

This work aims to present the concepts of mathematical modeling applied to optimization models, using linear programming techniques for their solution. To this end, the graphical solution and the simplex method are employed, highlighting how the two solution methods complement each other. In addition, duality is presented, showing how the dual model, together with the primal model, enables the modeler to perform accurate analyses of the reality under investigation. In this context, the dual simplex method is used to solve the dual model. Based on the concepts presented, the Solver software is introduced and used through a spreadsheet to provide faster and more accurate solutions to more complex problems involving systems with numerous constraints and variables, such as cash flow modeling for assets and liabilities in companies.