ABSTRACT
Linear programming was developed as a discipline in the 1940s, motivated initially by the need to solve complex planning problems in wartime operations. Its development accelerated rapidly in the post-war period as many industries found valuable uses for linear programming. The founders of the subject are generally regarded as George B. Dantzig, who devised the Simplex method in 1947, and John von Neumann, who established the theory of duality that same year [1]. Problems from many areas are amenable to attack by linear programming: project developments, product mixing, engineering scheduling, engineering design, airline crew scheduling, shipping or telecommunication networks, oil refining and blending, and stock and bond portfolio selection.
