Linear programming is a mathematical method to determine the optimal solution to a complex problem. As a problem can be thought of as a maximization of a linear combination of variables subject to a set of linear inequalities, it can be solved by linear programming. In linear programming, a combination of variables is used to maximize or minimize a linear objective function. Most problems seen in the real world have multiple objectives and constraints, so it is typical to use this method to find the optimum decision. Linear programming is used in economics, engineering and other fields. More precisely the area of application of linear programming includes transportation, location of facilities, finance, production and inventory control.