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The goals of this chapter are to introduce you to linear programming and its generalizations and to preview what’s coming.
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Notes
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A. Charnes and W. W. Cooper, “Programming with linear fractional functionals,” Naval Research Logistics Quarterly, V. 9, pp.181-186, 1962.
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Kantorovich, L. V., “On the translocation of masses,” Dokl. Akad. SSSR, V. 37, pp. 227–229.
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Activity analysis of production and allocation: Proceedings of a conference, Tjalling C. Koopmans, ed., John Wiley & Sons, New York, 1951.
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Cooper. W. W., “Abraham Charnes and W. W. Cooper (et al): A brief history of a long collaboration in developing industrial uses of linear programming,” Operations Research, V. 50, pp. 35-41.
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Charnes, A., W. W. Cooper and B. Mellon, “Blending aviation gasolines – a study of programming interdependent activities in an integrated oil company, Econometrica, V. 20, pp 135-159, 1952.
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Charnes, A., “Optimality and degeneracy in linear programming,” Econometrica, V. 20, pp 160-170, 1952.
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Denardo, E.V. (2011). Introduction to Linear Programs. In: Linear Programming and Generalizations. International Series in Operations Research & Management Science, vol 149. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-6491-5_1
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