Programación Lineal Cónica

Abstract

The present work is focused on the analysis of conic linear programming problems. For this purpose, the theoretical treatment of these problems, as well as their different types, their characteristics and the algorithms applied to solve them will be addressed. Regarding the latter, the automated resolution of such problems by means of software with the use of the ROI package of R will be dealt with. We will show its characteristics of use, as well as its application to different types of specific problems. This allows us to illustrate how the algorithms are used in practice by means of the operation of different solvers that must be chosen in an appropriate way according to the type of problem tackled.

El presente trabajo de fin de grado se centra en el an´alisis de los problemas de programaci´on lineal c´onica. Para ello se aborda el tratamiento te´orico de dichos problemas, as´ı como sus distintos tipos, sus caracter´ısticas y los algoritmos aplicados a su resoluci´on. En cuanto a esto ´ultimo se trata la resoluci´on automatizada de dichos problemas mediante software con el uso del paquete ROI de R, del que se muestran sus caracter´ısticas de uso, as´ı como su aplicaci´on a distintos tipos de problemas concretos que permiten ilustrar c´omo se emplean en la pr´actica los algoritmos mediante el funcionamiento de distintos solvers que se deben elegir de manera adecuada en funci´on del tipo de problema que se aborde.