History of the linear programming Manuel Godia

Linear programming is a set of rational techniques of analysis and problem-solving which aims to help those responsible for decisions on matters involving a large number of variables. The name of linear programming does not come from the creation of programs of computer, but a term military, schedule, which means 'making plans or proposals of time for training, logistics, or the deployment of combat units'. But it seems that the linear programming was used by G. Monge in 1776, L. V. Kantoróvich is considered one of its creators. He presented it in his book mathematical methods for the Organization and production (1939) and developed in his work on the transfer of masses (1942). Kantorovich of economy received the Nobel Prize in 1975 for his contributions to the problem of the optimal allocation of human resources. Research operations in general and the linear programming in particular received a boost thanks to the computers. One of the highlights was the appearance of the simplex method. This method, developed by g. B. Dantzig in 1947, is the use of an algorithm to optimize the objective function value taking into account the restrictions raised. On the basis of one of the vertices of the feasible region, for example the vertex A, and applying the property: If the objective function does not take its maximum value at A vertex, then there is an edge which is part of the vertex A and along which the function goal increases. one gets to another vertex. The procedure is iterative, as it improves the results of the objective function at each stage until you reach the desired solution. It is located in a vertex which do not break any edge along which the objective function increase. Although throughout this unit only two-dimensional linear programming problems are solved, this type of analysis is used in cases where involved hundreds or even thousands of variables.