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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