Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Oct, 1961, Volume 29, Issue 4

The Decomposition Algorithm for Linear Programs

https://doi.org/0012-9682(196110)29:4<767:TDAFLP>2.0.CO;2-P
p. 767-778

George B. Dantzig, Philip Wolfe

A procedure is presented for the efficient computational solution of linear programs having a certain structural property characteristic of a large class of problems of practical interest. The property makes possible the decomposition of the problem into a sequence of small linear programs whose iterated solutions solve the given problem through a generalization of the simplex method for linear programming.


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