On the Development of Optimization Theory
András Prékopa · American Mathematical Monthly · 1980
The method of Lagrange for finding extrema of functions subject to equality constraints was published in 1788 in the famous book Mecanique Analytique. The works of Karush, John, Kuhn and Tucker concerning optimization subject to inequality constraints appeared more than 150 years after that. The purpose of this paper is to call attention to important papers, published as contributions to mechanics, containing fundamental ideas concerning optimization theory. The most important works in this respect were done primarily by Fourier, Cournot, Farkas and further by Gauss, Ostrogradsky and Hamel. (Author)