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Computational Progress in Linear and Mixed Integer Programming

Gurobi_Progress_LP_MIP

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The Early History<br />

▸ 1947 – George Dantzig <strong>in</strong>vents simplex method for LP<br />

◦ Introduced the idea of an objective function<br />

◦ Promoted the idea of actually us<strong>in</strong>g LP to make decisions<br />

◦ 4 Nobel Prizes <strong>in</strong> LP<br />

◦ First LP solved: Laderman (1947), 9 cons., 77 vars., 120 man-days.<br />

▸ 1951 – First computer code for solv<strong>in</strong>g LPs<br />

▸ 1960 – LP commercially viable<br />

◦ Used largely by oil companies<br />

▸ 1970 – MIP commercially viable<br />

◦ MPSX/370, UMPIRE<br />

© 2015 Gurobi Optimization<br />

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