Mathematical programming is a field of mathematics that deals with the optimization of complex systems and processes. It has a rich history that dates back to the 1940s when George Dantzig, an American mathematician, developed the simplex method for solving linear programming problems. Since then, it has grown into a vast and dynamic discipline that has found applications in various fields such as finance, transportation, engineering, and operations research.
In this blog post, I will explore the origins of mathematical programming, provide an example of a problem that can be tackled and list some classical problems. I will also discuss some of the software products used in mathematical programming, both open-source and commercial.
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