A linear program (LP) Minimizectxsubject toAx = b, x ≥ 0 (null column vector), where A is an m×n real matrix, c and b are n- and m-vectors, respectively is a problem of great importance in numerous physical problems involving linear optimization such as diet problems, transport problems, industrial production problems. The algorithms such as simplex method, self-dual parametric algorithm, decomposition algorithm, primal-dual algorithm to solve an LP have been non-polynomial time. In order to appreciate the recent advances in this area the present chapter provides a background based on the simplex methods which completely ruled the scene during sixties, seventies and early eighties. Although the simplex methods are non-polynomial-time in the worst case, they did perform excellently in most real-world problems and behaved like a fast (polynomial-time) algorithm. The chapter then focuses on the development of several fast (polynomial-time) algorithms during the last two decades. It then briefly highlights heuristic and evolutionary approach to solve LPs including errorfree implementation.