Dantzig–Wolfe decomposition

Dantzig–Wolfe decomposition is an algorithm for solving (mixed integer) linear programming problems by exploiting their structure. It was originally developed by George Dantzig and Philip Wolfe and initially published in 1960. Many texts on linear programming have sections dedicated to discussing this decomposition algorithm. Dantzig–Wolfe decomposition can be used to improve the tractability of large-scale linear programs or create a tighter linear relaxation of mixed integer linear programs.

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