33:799:310 Lecture 6: 6 LP
Document Summary
Lp problems seek to maximize or minimize some quantity (usually profit or cost) expressed as an objective function. The presence of restrictions, or constraints, limits the degree to which we can pursue our objective. There must be alternative courses of action to choose from. The objective and constraints in linear programming problems must be expressed in terms of linear equations or inequalities. History of lp: the diet problem, proposed by george stigler (nobel prize laureate in economics 1982) in 1945. To develop more suitable answers to the problem of programming air. Force requirements, for example, determining the time-phased requirements of materials to support a war plan. History of lp (cont: at the project scoop, george b. dantzig invented the simplex method for solving linear programs (1947). Stigler"s diet problem was solved by dantzig using desk calculators (120 person-days of effort). In 1951, the general simplex algorithm was coded for the.
