Philip Wolfe, G. B. Dantzig, Linear Programming in a Markov Chain, Operations Research, Vol ... in which the transition probabilities for each state range independently over sets that are either ...

Introduction. Karmarkar (1984) found the first method of the interior point algorithm, so linear programming appeared as a dynamic field of research.Soon after, the interior point algorithm was able ...

That’s not to say it’s easy work. It wasn’t until 1983 that the mathematician Hendrik Lenstra proved that the general problem was even solvable, providing the first algorithm that could do it. Lenstra ...