The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Oct, 1961, Volume 29, Issue 4
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.
