Proposta de um modelo de planejamento agregado da produção numa usina de açúcar e álcool vinculado à flutuação de preços em mercados à vista e no mercado futuro. / A model of aggregate production planning in a sugar mill and alcohol linked the decisions of prices in future markets and present markets.




The objective of study this dissertation is to develop a model of aggregate production planning to support the decisions of management and board level of sugar and alcohol plants in regard to varieties of cane harvested each week, purchasing cane of nonsugar, the type of transport (own or outsourced) to use each week, the total cane processed per week for taking care of the demand and processes (industrial and commercial) and that must be chosen to produce and sell sugar and alcohol. Decisions must occur in terms of domestic, foreign and future market prices, the companys cash flow and the capacity to store sugar and alcohol and the possibility of using stock to third parties. Decisions about buying cane, choice of processes and products for sale are made in a weekly mobile planning horizon of 52 weeks, which includes the time of harvest in central-southern Brazil (mid-March to mid-December, approximately 36 weeks) plus the off-season (approximately 16 weeks, from mid-December to mid March). The demand for better marketing strategies to help such decision making is a constant need for entrepreneurs in the sector, which are often surprised by the changes in prices of sugar and alcohol in the internal, external and future market. In the commercial part, this study uses the Delphi method of forecasting the price of sugar and alcohol that guides the decision-making in planning and controlling the production of sugar and alcohol plants. Hedging is defined as a financial transaction to protect certain assets of a business against unexpected changes in prices. In this work, it is used a model of choice of product mix for Hedge linked to profitability and minimizing risk named Model of Semi-Variance analysis with scenarios of Markowitz. In decisions related to the agricultural, industrial and commercial parts it is used a type of mixed integer linear programming and to solve it is used the mathematical programming software LINGO and its interface with Excel spreadsheets. In decisions related to the optimal mix for Hedge in each week, is used a quadratic programming model solved by LINGO and its interface with Excel spreadsheets. A case study was conducted in a sugar mill and alcohol in the city of Junqueirópolis (SP) to validate the proposed model.


futures market (hedge) mixed integer linear programming seleção de produtos usinas de açúcar e álcool planejamento agregado da produção aggregated production planning mercado futuro (hedge) selection of products price forecasting modelos de portfólios de markowitz models of portfolios of markowitz programação linear inteira mista plants of sugar and alcohol previsão de preços seleção de processos selection of processes

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