ABSTRACT

The birth of linear programming (LP) is usually identified with the development of the Simplex method in 1947 by George B. Dantzig [1]. Even though much of the mathematical theory of linear programming relates directly to the theory of linear inequalities and convex sets [2] which have been formulated over the past century, it was the introduction of the Simplex method concomitant with the advent of the high-speed digital computer that stimulated the interest in practical applications as well as further research in linear programming. Literally hundreds of books and thousands of articles have been published on this topic.