Article ID: | iaor19992643 |
Country: | United States |
Volume: | 103 |
Issue: | 1 |
Start Page Number: | 65 |
End Page Number: | 71 |
Publication Date: | Jan 1996 |
Journal: | American Mathematical Monthly |
Authors: | Tikhomirov V.M. |
Keywords: | history |
This paper provides a short introduction to the milestones in the development of convex optimization, and shows how the subject has developed. Its sections cover the ideas of Kantorovich, Dantzig, Levin, Nemirovski and Yudin, and Khachian. A short bibliography is provided.