Fundamentals of linear programming

Since the mid-eighteenth century, optimization problems began to be studied in the areas of mathematical and physical and expanded, with technical and scientific development, the practical problems of engineering and economic field. Subsequently, because of automatic data processing techniques, it was possible to handle a large volume of data extremely. Wide variety of management need complex economic systems gave rise to numerous economic and mathematical representations of concrete by the concept of mathematical programming model, linear programming, respectively. Theoretical approach is to source the first issues on the organization optimal shipping, supply needs of the front, and military mission planning. Simplex method, the underlying algorithm solving linear programming problems is developed by G. Dantzig and J. Von Newmann in 1947. It noted further contribution by the work of mathematicians and economists as T. Koopmans, L. Ford, D. Fulkerson, W. Cooper and H. Kuhn. Interdisciplinary nature of economic analysis and substantiation decisions lies in research methods and knowledge, tools used in economic cybernetics, informatics and systems analysis. To remember the appearance and development of other types of programming: quadratic, convex, the integers, stochastic and dynamic.

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