Scribd
Upload
699 views

History of Linear Programming

Linear programming aims to optimize a linear function subject to constraints. Several mathematicians contributed to its development including Kolmogorov, Kantorovich, Stigler, Dantzig, and Karmarkar. Kantorovich first introduced the concept in 1939 and it was later used in WWII for resource allocation. Stigler formulated an early diet problem in 1945 that was a linear program but lacked an algorithm to solve it. In 1947, Dantzig developed the simplex method, enabling efficient solving of complex linear programs. Karmarkar later improved efficiency with his 1984 polynomial-time algorithm.

Uploaded by

Ed
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
699 views

History of Linear Programming

Linear programming aims to optimize a linear function subject to constraints. Several mathematicians contributed to its development including Kolmogorov, Kantorovich, Stigler, Dantzig, and Karmarkar. Kantorovich first introduced the concept in 1939 and it was later used in WWII for resource allocation. Stigler formulated an early diet problem in 1945 that was a linear program but lacked an algorithm to solve it. In 1947, Dantzig developed the simplex method, enabling efficient solving of complex linear programs. Karmarkar later improved efficiency with his 1984 polynomial-time algorithm.

Uploaded by

Ed
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 3

History of Linear Programming

Linear programming, also known as linear optimization, is a mathematical model that aims to
maximize or minimize a linear function that is subject to constraints. Throughout history,
several mathematicians and economists contributed to the development of linear
programming. They are;
1- Andrey Kolmogorov – optimality, before World War II
2- Leonid Kantorovich – optimal planning, 1939
3- George Stigler – diet problems, 1945
4- George Dantzig – simplex algorithm, 1947
5- Narendra Karmarkar – Karmakar algorithm, 1984

Linear programming was firstly introduced by Leonid Kantorovich. He developed a


mathematical model, later known as linear programming, that optimizes production in the
plywood industry. Later, his model was used by the army in World War II to deal with
transportation, scheduling, and allocation of resources which are subject to certain restrictions
such as costs and availability.

In 1945, George Stigler came up with the following optimization problem;


‘‘ For a moderately active man weighing 154 pounds, how much of each of 77 foods should
be eaten on a daily basis so that the man’s intake of nine nutrients will be at least equal to the
recommended dietary allowances (RDAs) suggested by the National Research Council in
1943, with the cost of the diet being minimal?’’
This question was a linear programming problem. However, during those times,
mathematicians and economists lack the algorithms to solve that kind of complex linear
programming problem. Consequently, Stigler utilized heuristic methods to find a solution to
the diet problem. Nevertheless, his works are considered as one of the earliest versions of
linear programming.

In 1947, George Dantzig developed the simplex method, which can find the optimal solution
of complex linear programming methods in seconds. His original example was finding the
best assignment of 70 people to 70 jobs. In the absence of the simplex algorithm, solving this
problem requires a lot of computing power to test all possible permutations and find the

Edanaz Ulutaş
2293629
optimal one. Thanks to the simplex algorithm number of possible solutions that must be
checked are drastically reduced.

As the complexity of problems and included variables increase, the number of necessary
operations expanded exponentially and exceeded the computational capacity of the most
powerful computers. In the light of these, the need for an algorithm that solves problems in
polynomial time emerged. In 1984, Narendra Karmarkar developed Karmarkar’s algorithm
that solves linear programming problems in polynomial time.

Edanaz Ulutaş
2293629
References

George Dantzig. (2021, March 27). Retrieved March 30, 2021, from
https://en.wikipedia.org/wiki/George_Dantzig
History and development. (n.d.). Retrieved March 30, 2021, from
https://rakeslinearprogramming.weebly.com/history-and-development.html
Karmarkar's algorithm. (2021, January 18). Retrieved March 30, 2021, from
https://en.wikipedia.org/wiki/Karmarkar%27s_algorithm
Leonid Kantorovich. (2021, March 24). Retrieved March 30, 2021, from
https://en.wikipedia.org/wiki/Leonid_Kantorovich
Linear programming. (n.d.). Retrieved March 30, 2021, from
https://www.britannica.com/science/linear-programming-mathematics
Simplex algorithm. (2021, February 28). Retrieved March 30, 2021, from
https://en.wikipedia.org/wiki/Simplex_algorithm
Stigler diet. (2020, February 13). Retrieved March 30, 2021, from
https://en.wikipedia.org/wiki/Stigler_diet

Edanaz Ulutaş
2293629

You might also like