Application of the Simplex Method in Optimizing a Gradual Implementation in Credit Modalities (Aplicação do método Simplex na otimização de uma implementação gradual em modalidades de crédito)

Resumo

https://zenodo.org/records/16516919

The article addresses the fictional case of the company AutoProvision. The main goal is to determine the best combination of clients across different credit modalities (Working Capital, Overdraft, Personal Loan, etc.) to maximize expected profit during an initial phase of gradual project implementation.

For this, we use Linear Programming, modeling the problem with decision variables (number of clients per modality), an objective function (maximize total profit), and constraints (capital limits, total client capacity, demand per modality, and a minimum for diversification).

The model was implemented in Python using the PuLP library and solved using the Simplex Method. The results define the optimal allocation of clients for each credit line in this first cycle, resulting in a data-driven action plan for the start of AutoProvision's operations, as well as serving as a basis for future analyses and adjustments as the business evolves.

The work demonstrates the practical application of optimization tools in a business context, including visualization and analysis of the results.