History of Linear Programming

OR started in WWII to solve a variety of logistical questions (e.g. are big convoys better than small ones?). Linear programming was formalized in 1947 and grew out of new interest in optimization. Computer technology was really taking off at this point, too, meaning the optimization problems were able to be computed (in a reasonable time frame). This article is a great overview of the history of linear programming. The author suggests stochastic programming (aka linear programming under uncertainty) is a ripe area for future research.


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