Understanding linear programming
Many real-world problems involve maximizing or minimizing an objective, with some given constraints. One approach is to specify the objective as a linear function of some variables. We also formulate the constraints on resources as equalities or inequalities on those variables. This approach is called the linear programming problem. The basic algorithm behind linear programming was developed by George Dantzig at the University of California at Berkeley in the early 1940s. Dantzig used this concept to experiment with logistical supply-and-capacity planning for troops while working for the US Air Force.
At the end of the Second World War, Dantzig started working for the Pentagon and matured his algorithm into a technique that he named linear programming. It was used for military combat planning.
Today, it is used to solve important real-world problems that relate to minimizing or maximizing a variable based on certain constraints. Some examples...