Introduction to Linear Programming

Tamas Terlaky

ABSTRACT

Linear programming (LP) is the fundamental problem in mathematical optimization. It has an enormous number of applications in economics, engineering, basic sciences, and many other fields. A large number of optimization algorithms make use of LP-based algorithms, thus the need to develop efficient algorithms for solving LP problems is evident. Various algorithms have been developed in the past fifty years. There are two computationally highly efficient and successful cases of algorithms. The first class contains simplex-type algorithms, originally developed by Dantzig. The second is the class of interior-point methods (IPMs). After a brief introduction both classes will be discussed.